Data and Codes:
  • Available upon request: code to estimate the asymmetric effects of shocks with GMA, as used in
    Gaussian Mixture Approximations (GMA) of Impulse Responses and the Non-Linear Effects of Monetary Shocks
    - Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions
    - Understanding the Size of the Government Spending Multiplier: It's in the Sign