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  3. American Economic Review
  4. March 2005
  5. The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models

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

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Citation

Gürkaynak, Refet, S., Brian Sack, and Eric Swanson. 2005. "The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models." American Economic Review, 95 (1): 425-436. DOI: 10.1257/0002828053828446

Additional Materials

JEL Classification

  • E32 Business Fluctuations; Cycles
  • E43 Interest Rates: Determination, Term Structure, and Effects