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

Version
V0
Resource Type
Dataset
Creator
  • Gürkaynak, Refet S.
  • Sack, Brian
  • Swanson, Eric
Publication Date
2005-03-01
Description
  • Abstract

    This repository contains data and/or code supplementing the article "The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models".
Availability
Download
Relations
  • Is supplement to
    DOI: 10.1257/0002828053828446 (Text)
Publications
  • Gürkaynak, Refet S, Brian Sack, and Eric Swanson. “The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models.” American Economic Review 95, no. 1 (February 2005): 425–36. https://doi.org/10.1257/0002828053828446.
    • ID: 10.1257/0002828053828446 (DOI)

Update Metadata: 2020-05-18 | Issue Number: 2 | Registration Date: 2019-10-11

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric (2005): Replication data for: The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models. Version: V0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E112308