Macroeconomic Sources of Recent Interest Rate Fluctuations
Thomas King and
FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)
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.
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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
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