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This file contains uncertainty news shock and other shock series in Lee (2024), "The Slope of the Yield Curve and Uncertainty News Shock"
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The date should be read as follows: 1983-01-01 is the first quarter of 1983; 1983-04-01 is the second quarter of 1983; 1983-07-01 is the third quarter of 1983; etc…
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The sheet called "Shocks" contains shock series from the benchmark VAR model in Figure 4 and Figure 6
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