Macroeconomic Sources of Recent Interest Rate Fluctuations
Posted: 12 Jul 2021 Last revised: 14 Jul 2021
Date Written: June, 2016
Abstract
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.
Suggested Citation: Suggested Citation
D'Amico, Stefania and King, Thomas B. and Wei, Min, Macroeconomic Sources of Recent Interest Rate Fluctuations (June, 2016). FEDS Notes No. 2016-06-02, Available at SSRN: https://ssrn.com/abstract=3884252 or http://dx.doi.org/10.17016/2380-7172.1777
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