These codes are released without any warranty. All mistakes are mine.
Gas market shocks and VAR replication package from Gas price shocks and euro area inflation [updated Q3 2025].
Historical data on weekly dollar exchange rates and sanctions for the period 1914-1945 (EP 2023) are available here. Click here to download the paper.
Crypto-shocks from "Stablecoins, money market funds and monetary policy" are available here [updated Q3 2025]. Click here to download the paper.
Replication codes for No country is an island. International cooperation and climate change. JIE (2023). Click here to download the paper.
DSGE Nash: solving Nash games in macro models. The toolkit solves for the Nash equilibrium and estimates with matching methods DSGE models. JEDC 2025. Click here to download the paper. [updated 16/07/2025]
Replication codes for Central bank digital currency in an open economy. JME (2022). Click here to download the paper.
High frequency shocks from Monetary policy's rising FX impact in the era of ultra-low rates, JBF (2021). Click here to download the paper.
Replication codes for Monetary Policy, Commodity Prices, and Misdiagnosis Risk. IJCB (2020). Click here to download the paper.
Download Google Trends data with Python: allows for topic and country selection and exports to excel. Click here to download.
Download crypto-assets data from CoinGeko with Python. Click here to download.
Some of my data behind my work on the role of international currencies can be also found on the Global Currencies Website.
For questions on my codes or to report a bug please write me at:
massimo.ferrari_minesso(at)ecb.europa.eu