- A Data sources Variable Time series identifier Transformation iMP EONIA (FM.Q.U2.EUR.4F.MM.EONIA.HSTA) EONIA until 08 Q2, & shadow rate from Wu and Xia (2016) shadow rate from 08 Q3 DEF MNA.Q.N.I8.W2.S1.S1.B.B1GQ. Z. Z. Z.EUR.D.N 4-quarter moving average RGDP MNA.Q.N.I8.W2.S1.S1.B.B1GQ. Z. Z. Z.EUR.LR.N 4-quarter moving sum BL BSI.M.U2.N.A.A20.A.1.U2.2240.Z01.E + initial stock updated P
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