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Macroeconomic Sources of Recent Interest Rate Fluctuations

Stefania D'Amico, Thomas King and Min Wei

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
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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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