Macroeconomic Sources of Recent Interest Rate Fluctuations

Thomas King and Min Wei
Authors registered in the RePEc Author Service: Stefania D'Amico

No 2016-06-02, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: The authors use a new statistical method to attribute daily changes in U.S. Treasury yields and inflation compensation to changes in investor beliefs about domestic and foreign growth, inflation, and monetary policy.

Date: 2016-06-02
New Economics Papers: this item is included in nep-mac
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Journal Article: Macroeconomic Sources of Recent Interest Rate Fluctuations (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2016-06-02

DOI: 10.17016/2380-7172.1777

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