Data archive for Hamilton-Wu research on the zero lower bound

If you use any of these data, please credit as follows:

James D. Hamilton and Jing Cynthia Wu, The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment, Journal of Money, Credit, and Banking, 44, no. 1 (Supplement, February 2012), pp. 3-46.

The data set can be downloaded here. The following data files are provided:

Excel format: Dan Thornton of the Federal Reserve Bank of St. Louis has also put the Z_public and z_public datasets above into Excel xlsx format. His file can be downloaded here.