Experiment | Period | Mean | S.D. | Kurtosis | Max | 25% | 50% | 75% |
Pre-Volcker | 20,000 | 0.050 | 0.038 | 3.072 | 0.274 | 0.022 | 0.040 | 0.069 |
Volcker-Greenspan | 20,000 | 0.048 | 0.035 | 3.100 | 0.288 | 0.021 | 0.039 | 0.065 |
Post-1982 | 20,000 | 0.056 | 0.047 | 4.550 | 0.439 | 0.022 | 0.042 | 0.075 |
Post-2008 | 20,000 | 0.045 | 0.029 | 3.185 | 0.201 | 0.023 | 0.039 | 0.061 |
First policy | 20,000 | 0.046 | 0.022 | 1.686 | 0.139 | 0.028 | 0.045 | 0.063 |
Second policy | 20,000 | 0.047 | 0.025 | 2.036 | 0.165 | 0.028 | 0.044 | 0.065 |
Third policy | 20,000 | 0.049 | 0.028 | 2.296 | 0.154 | 0.026 | 0.043 | 0.066 |
Fourth policy | 20,000 | 0.048 | 0.029 | 2.679 | 0.183 | 0.026 | 0.041 | 0.063 |