The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models

Author: Gürkaynak Refet S.   Sack Brian   Swanson Eric  

Publisher: American Economic Association

ISSN: 0002-8282

Source: The American Economic Review, Vol.95, Iss.1, 2005-03, pp. : 425-436

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Abstract