The sensitivity of long-term interest rates to economic news: evidence and implications for macroeconomic models

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Author

Gürkaynak, R. S.

Sack, B.

Swanson, E.

Date

2005

Source Title

American Economic Review

Print ISSN

0002-8282

Electronic ISSN

1944-7981

Publisher

American Economic Association

Volume

95

Issue

1

Pages

425 - 436

Language

English

Type

Article

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http://hdl.handle.net/11693/38305

Published Version (Please cite this version)

http://dx.doi.org/10.1257/0002828053828446

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• Department of Economics 646