Climate Policy Uncertainty and Macroeconomic Dynamics: Financial Amplification and State-Dependent Effects

The data used in this paper is derived from publicly available sources: • Macroeconomic Data: Federal Reserve Economic Data (FRED). • Climate Policy Uncertainty: Environmental Policy Uncertainty Index (https://www.journals.uchicago.edu/doi/full/10.1086/729529) and Equity Market Volatility Tracker (https://fred.stlouisfed.org/series/EMVENRGYENVREG). All necessary raw data files are included in the Data/Raw folder. No proprietary or confidential data is required to run this code.