New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates.

6 Appendix

6.1 Data

variable	description	source
^y	index of US industrial production	IMF Washington, line 66
^p	US consumer price index	IMF Washington, line 64
nbrx	US non-borrowed reserves/total reserves	Fed. Reserve Bank St. Louis
m	US money supply M1	Fed. Reserve Bank St. Louis
i	US 3-months treasury bill rate	IMF Washington, line 60c
r	US 10-year government bond yield	IMF Washington, line 61
У*	foreign industrial production	IMF Washington line 66
m*	foreign money supply M1 (UK: M0)	IMF Washington, line 39, (UK: Bank of England)
p*	foreign consumer price index	IMF Washington, line 64
i*	foreign 3-months treasury bill rate	IMF Washington, line 60c
r*	foreign 10-year government bond yield	IMF Washington, line 61
s	nominal exchange rate in dollar per foreign currency	Fed. Reserve Bank St. Louis
^q	real exchange rate per foreign currency	derived
^ρ	forward discount premium (accumulated)	derived
ξ	forward discount premium (for one period)	derived