“The Theory of Economics does not furnish a body of settled conclusions immediately applicable to policy. It is a method rather than a doctrine, an apparatus of the mind, a technique of thinking, which helps its possessor to draw correct conclusions.”

- John Maynard Keynes, 1922, Money (v)

 

I’m a 2015 alum of the University of Chicago, where I studied economics, math, and Chinese. I am currently an economist in tech in the Bay Area; I previously did macro research in quant finance.

 

4 Responses to About

  1. Niko Plennis says:

    Hello Basil,
    nice blog. I am a third year economics student from Bonn, Germany and I gonna write my Bachelor thesis about effects of monetary policy on inequality in the US. My work will focus on Coibion 2011 (Innocent Bystanders). However, besides the baseline RR04 shocks and your extended series I would like to built GARCH-shocks and shocks originating from a taylor rule which has time varying coefficients (as in Coibion 2010) and see what the inequality effects look like if one uses these shocks. It would therefore be so much appreciated if you would send me your table "all data matrix" with the data until 2008.

    Best regards,
    Niko Plennis

  2. Martin says:

    Hi Basil,

    I am working on monetary policy shocks and would be interested in the updated Romer and Romer Data set. It would be great and spare me a lot of work if you could send me the data (or alternatively the code how you have constructed it).

    Best,
    Martin

  3. Michaela says:

    Hi Basil,

    I am currently writing my master thesis on monetary policy and I am interested in the updated Romer and Romer (2004) series of monetary policy shocks. It would be really great if you could send me an updated version of the data set. I would really appreciate your help!

    Best,
    Michaela

  4. John says:

    Hi Basil:

    I too would be most grateful to have your updated Romer-Romer shocks. I am doing some work measuring monetary policy uncertainty and wish to compare the resulting uncertainty series with the better-known measures of monetary policy shocks. I am very happy to cite your work in my own.

    Cheers,
    John

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