Davaajargal Luvsannyam and Khuslen Batmunkh, "A Factor Augmented Vector Autoregressive (FAVAR) Approach for Monetary Policy: Replication of the Empirical Results in 'Measuring the Effects of Monetary Policy'", Journal of Applied Econometrics, Vol. 34, No. 5, 2019, pp. 820-821. We use the FRED database. The data are monthly, starting in Jan 1959 and ending in August 2001 (512 observations). All data and program files are zipped in the file lb-files.zip. All the variables (110 series) are stored both in bbedata.csv and in bbedata.xlsx. The variables are stored as columns. Here is the list of the series: 1 IPFPNSS IP: Final Products and Nonindustrial Supplies 2 IPFINAL IP: Final Products (Market Group) 3 IPCONGD IP: Consumer Goods 4 IPDCONGD IP: Durable Consumer Goods 5 IPNCONGD IP: Nondurable Consumer Goods 6 IPBUSEQ IP: Business Equipment 7 IPMAT IP: Materials 8 IPDMAT IP: Durable Materials 9 IPNMAT IP: Nondurable Materials 10 IPMANSICS IP: Manufacturing (SIC) 11 IPMINE IP: Mining 12 IPB51222S IP: Residential utilities 13 INDPRO IP: Index 14 CUMFNS Capacity Utilization: Manufacturing (SIC)  15 NAPM ISM Manufacturing: PMI Composite Index 16 NAPMPI ISM Manufacturing: Production Index 17 RPI Real personal income 18 W875RX1 Real personal income excluding current transfer receipts 19 HWI Help-Wanted Index for United States 20 HWIURATIO Ratio of Help Wanted / No. Unemployed 21 CLF16OV Civilian Labor Force 22 CE16OV Civilian Employment Level 23 UNRATE Civilian Unemployment Rate 24 UEMPMEAN Average (Mean) Duration of Unemployment  25 UEMPLT5 Civilians Unemployed for Less Than 5 Weeks 26 UEMP5TO14 Civilians Unemployed for 5 to 14 Weeks 27 UEMP15OV Civilians Unemployed for 15 Weeks and Over 28 UEMP15T26 Civilians Unemployed for 15 to 26 Weeks 29 PAYEMS All Employees: Total Nonfarm Payrolls 30 CEU0500000001 All Employees: Total Private 31 USGOOD All Employees: Goods-Producing Industries 32 CES1021000001 All Employees: Mining and Logging: Mining 33 USCONS All Employees: Construction 34 MANEMP All Employees: Manufacturing 35 DMANEMP All Employees: Durable Goods 36 NDMANEMP All Employees: Nondurable goods 37 SRVPRD All Employees: Service-Providing Industries 38 USTPU All Employees: Trade, Transportation and Utilities 39 USWTRADE All Employees: Wholesale Trade 40 USFIRE All Employees: Financial Activities 41 USSERV All Employees: Other Services 42 USGOVT All Employees: Government 43 AWHMAN Average Weekly Hours : Manufacturing 44 AWOTMAN Average Weekly Overtime Hours: Manufacturing 45 NAPMEI ISM Manufacturing: Employment Index 46 DPCERA3M086SBEA Real personal consumption expenditures 47 DDURRA3M086SBEA Real personal consumption expenditures: Durable goods 48 DNDGRA3M086SBEA Real personal consumption expenditures: Nondurable goods 49 DSERRA3M086SBEA Real personal consumption expenditures: Services 50 HOUST Housing Starts: Total New Privately Owned 51 HOUSTNE Housing Starts: Northeast Census Region 52 HOUSTMW Housing Starts: Midwest Census Region 53 HOUSTS Housing Starts: South Census Region 54 HOUSTW Housing Starts: West Census Region 55 NAPMII ISM Manufacturing: Inventories Index 56 NAPMNOI ISM Manufacturing: New Orders Index 57 NAPMSDI ISM Manufacturing: Supplier Deliveries Index 58 A0M008 Mfrs' new orders consumer goods and materials 59 A0M027 Mfrs' new orders nondefense capital goods 60 S&P 500 S&Ps Common Stock Price Index: Composite 61 S&P: indust S&Ps Common Stock Price Index: Industrials 62 S&P div yield S&Ps Composite Common Stock: Dividend Yield 63 S&P PE ratio S&Ps Composite Common Stock: Price-Earnings Ratio 64 EXSZUSx Switzerland / U.S. Foreign Exchange Rate 65 EXJPUSx Japan / U.S. Foreign Exchange Rate 66 EXUSUKx U.S. / U.K. Foreign Exchange Rate 67 EXCAUSx Canada / U.S. Foreign Exchange Rate 68 FEDFUNDS Effective Federal Funds Rate 69 TB3MS 3-Month Treasury Bill: Secondary Market Rate 70 TB6MS 6-Month Treasury Bill: Secondary Market Rate 71 GS1 1-Year Treasury Constant Maturity Rate 72 GS5 5-Year Treasury Constant Maturity Rate  73 GS10 10-Year Treasury Constant Maturity Rate 74 AAA Moody's Seasoned Aaa Corporate Bond Yield 75 BAA Moody's Seasoned Baa Corporate Bond Yield 76 TB3SMFFM 3-Month Treasury Bill Minus Federal Funds Rate 77 TB6SMFFM 6-Month Treasury Bill Minus Federal Funds Rate 78 T1YFFM 1-Year Treasury Constant Maturity Minus Federal Funds Rate 79 T5YFFM 5-Year Treasury Constant Maturity Minus Federal Funds Rate 80 T10YFFM 10-Year Treasury Constant Maturity Minus Federal Funds Rate 81 AAAFFM Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate 82 BAAFFM Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate 83 M1SL M1 Money Stock 84 M2SL M2 Money Stock 85 M3SL M3 Money Stock 86 M2REAL Real M2 Money Stock 87 AMBSL St. Louis Adjusted Monetary Base 88 TOTRESNS Total Reserves of Depository Institutions 89 NONBORRES Reserves of Depository Institutions, Nonborrowed 90 BUSLOANS Commercial and Industrial Loans, All Commercial Banks 91 NONREVSL Total Nonrevolving Credit Owned and Securitized, Outstanding 92 NAPMPRI ISM Manufacturing: Prices Index 93 WPSFD49207 PPI: Commodity for Final Demand: Finished Goods 94 WPSFD49502 PPI: Commodity for Final Demand: Finished Consumer Goods 95 WPSID61 PPI: Processed Goods for Intermediate Demand 96 WPSID62 PPI: Unprocessed Goods for Intermediate Demand 97 A0M099 Index of Sensitive Matrerials Prices 98 CPIAUCSL CPI for All Urban Consumers: All Items 99 CPIAPPSL CPI for All Urban Consumers: Apparel 100 CPITRNSL CPI for All Urban Consumers: Transportation 101 CPIMEDSL CPI for All Urban Consumers: Medical care 102 CUSR0000SAC CPI for All Urban Consumers: Commodities 103 CUSR0000SAD CPI for All Urban Consumers: Durables 104 CUSR0000SAS CPI for All Urban Consumers: Services 105 CPIULFSL CPI for All Urban Consumers: All Items Less Food 106 CUSR0000SA0L2 CPI for All Urban Consumers: All Items Less Shelter 107 CUSR0000SA0L5 CPI for All Urban Consumers: All Items Less Medical care 108 CES2000000008 Average Hourly Earnings: Construction 109 CES3000000008 Average Hourly Earnings: Manufacturing 110 U0M093 Consumer expectation index (U. OF. MICHIGAN) Text files (vname* and yxirlabel*), are auxilary files for the eviews (version 10) programs: figure_1.prg, figure_2_3_tab1.prg, figure_4_5.prg 1. run figure_1.prg for replication of figure 1. 2. run figure_2_3_tab1.prg for replications of figure 2, 3 and table 1. 3. run figure_4_5.prg for replications of figure 4 and 5.