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This Excel file contains daily and monthly data for two versions of the Brexit instrument series constructed in
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Geiger, M. and J. Güntner (2023), "The chronology of Brexit and UK monetary policy shocks", accepted for publication in the Journal of Monetary Economics.
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Spreadsheet "daily instruments" contains our baseline series and an alternative series based on PCA for daily frequency.
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Spreadsheet "monthly instrument" contains our baseline series and an alternative series based on PCA for monthly frequency.
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