Global Real Interest Rate Dynamics and Monetary Policy Announcements

This repository contains the source code and data for my master's thesis project. The project explores the relationship between global financial cycles, long-term government bond yields, and monetary policy decisions.

Project Overview

to be written

Repository Structure

├── src/
|   ├── data_visualization/
|   ├── fetch_data/
|   ├── handle_bond_data/
|   ├── hillenbrand_replication/
|   ├── regression_analysis/
├── original_data/
|   ├── australian_bond_yields/
|   ├── boc_bond_yields/
|   ├── boe_gilt_yields/
|   ├── france_oat_yields/
|   ├── german_bund_yields/
|   ├── japanese_bond_yields/
|   ├── swiss_bond_yields/
|   ├── gurkaynak2007.xlsx
|   ├── gurkaynak2010.xls
|   ├── dxy.csv
|   ├── long_term_historical_rates.py
├── processed_data/
|   ├── monetary_policy_dates/
|   ├── yield_data/
|   ├── control_variables/
|   ├── hillenbrand_replication.csv
├── sandbox/
├── figures/
├── paper/
├── utils/
|   ├── time_windows.py
├── environment.yml
├── CITATION
├── report.pdf
├── README.md

Setup and Installation

To clone this repository in your local machine,

git clone https://github.com/yildirimalper/yildirim-masters-thesis

After cloning repository, by using the environment.yml file, you can recreate the exact environment required for the project with:

conda env create -f environment.yml
conda activate masters_thesis

Acknowledgments

I would like to thank Dr. Janko Heineken for his guidance and support throughout the project.