Temporal Aggregation Bias and Monetary Policy Transmission Replication Data

This replication package contains the data and code for Margaret Jacobson's 2025 study on temporal aggregation bias in monetary policy transmission. Published in the Journal of Political Economy Macroeconomics, the collection supports empirical findings regarding how data frequency affects economic modeling. The dataset was last updated in March 2026 to reflect the final accepted research.

Use Cases

• Replicating the econometric models of temporal aggregation bias described in the 2025 JPE Macro paper
• Analyzing the impact of data frequency on monetary policy transmission coefficients
• Testing alternative aggregation methods on the provided macroeconomic time-series

Strengths

• Peer-reviewed replication package from the Journal of Political Economy Macroeconomics
• Includes 2025 research data on monetary policy transmission
• Designed for exact reproducibility of published econometric results

Limitations

• Specific to the methodology and scope of a single research paper
• Column definitions and metadata are not provided in the repository summary
• May contain proprietary macroeconomic data with specific usage restrictions

Provenance

Source

Journal of Political Economy Macroeconomics

Freshness

Reflects research accepted in 2025 with a final update recorded in March 2026.