Articlegreen2005

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

Refet S. Gürkaynak · Brian Sack · Eric T. Swanson

1,004 citations0/0 files storedAmerican Economic Review

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models by Refet S. Gürkaynak, Brian Sack and Eric Swanson. Published in volume 95, issue 1, pages 425-436 of American Economic Review, March 2005

Citations in this library

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References

2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 2000Federal Reserve Information and the Behavior of Interest Rates

Cited by

2007The U.S. Treasury yield curve: 1961 to the present 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks 2012Monetary Policy and Long-Term Real Rates 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment 2018Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 2020Measuring the effects of federal reserve forward guidance and asset purchases on financial markets 2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates 2008A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy

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