The Monetary Policy Stance metrics file contains estimates of the Shadow Short Rate (SSR), the Effective Monetary Stimulus (EMS), and the Expected Time to Lift-off (ETL). These are for the United States, the Euro Area, Japan, the United Kingdom, Canada, Australia, and New Zealand. The SSR file, yield curve decompositions, and inflation swap decompositions are as described by the respective titles.
Date | Title | Link |
30/04/2026 | Shadow Short Rate (SSR) estimates | Download |
30/04/2026 | Monetary Policy Stance metrics | Download |
30/04/2026 | Yield curve decompositions | Download |
27/11/2025 | Documentation for government bond yield curve decompositions | Download |
17/12/2025 | Shadow lower-bound term structure models: Applications to Singapore | Download |
14/06/2025 | Great Inflation Expectations !! | Download |
30/01/2025 | Now and then: twenty years of unconventional monetary policy | Download |
14/02/2024 | What's up with the term premium? | Download |
20/10/2023 | Governors' order: twice over-easy? (long version) | Download |
01/03/2023 | Governors' order: twice over-easy? (short version) | Download |
28/03/2022 | Unwind of negative bond risk premium to underpin rising yields | Download |
05/11/2021 | RBNZ lifts off from deepest and steepest COVID monetary policy cycle | Download |
25/11/2022 | US, Euro Area, and UK inflation swap decomposition | Download |
29/05/2020 | Shadow Short Rate documentation | Download |
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