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Discussion Paper

Macroeconomic Sources of Recent Interest Rate Fluctuations


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.

https://doi.org/10.17016/2380-7172.1777

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Authors

Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2016-06-02

Number: 2016-06-02