THIS FILE PROVIDES DOCUMENTATION FOR THE REPLICATION FILES ASSOCIATED WITH

"The Response of Equity Prices to Movements in Long-term Interest Rates
Associated With Monetary Policy Statements: Before and After the Zero
Lower Bound."

by Michael KIley

1. DATA

The data are presented in 2 files.

tight.xls -- MS Excel file
tight.csv -- CSV file (ascii format)

The replication files, using Eviews, read from the Excel file

2. Table 1

Generated by table1.prg

3. Table 2

Generated by table2.prg

4. Table 3

Generated by table3.prg

5. Table 4

Generated by table4.prg

6. Reported results in footnote regarding the estimation for the most likley breakdate cpmuted in

tenyr_breakpoint.prg
