The
USMPD contains high-frequency changes of interest rates and asset prices around FOMC statements, press conferences, and minutes. The USMPD is hosted and updated regularly by the Center for Monetary Research at the San Francisco Fed. Alongside the dataset is code to create the monetary policy surprises of
Nakamura and Steinsson and
Gürkaynak, Sack, and Swanson
Lydia Cox and I are slowly posting U.S. tariff and trade data going back to 1930.
The data can be found
here. Currently, we have posted
- Corrected U.S. MFN and column 2 tariffs from 1989-1996, with replication code.
- A concordance from the HTS to its predecessor, the TSUSA.