Data
Japanese Monetary Policy Surprise Series (Kubota and Shintani, 2022)
This is the updated version of the Japanese monetary policy surprise series originally constructed in
Kubota, Hiroyuki, and Mototsugu Shintani (2022), High-Frequency Identification of Monetary Policy Shocks in Japan, The Japanese Economic Review, 73 (3), Pages 483-513.
When using this data, please cite the article above.
Original surprise series (daily window for 1992M7-1999M9, 30-min window for 1999M10-2020M1)
Monthly surprise series (1992M7-2020M1)
Japanese Monthly Macroeconomic Series (Maehashi and Shintani, 2020)
This is the updated version of 219 Japanese monthly macroeconomic series originally constructed in
Maehashi, Kohei, and Mototsugu Shintani (2020), Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan, Journal of the Japanese and International Economies, 58, Article 101104.
When using this data, please cite the article above.
Monthly macroeconomic series (1974M1-2022M12)