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

Principal Investigator(s):  View help for Principal Investigator(s) Refet S. Gürkaynak; Brian Sack; Eric Swanson

Version:  View help for Version V1

Name File Type Size Last Modified
LICENSE.txt text/plain 14.6 KB 10/11/2019 10:26:AM
gss_aer_econometrics.zip application/zip 270.4 KB 10/11/2019 10:26:AM
gss_aer_simulations_tar.gz application/gzip 63.5 KB 10/11/2019 10:26:AM

Project Citation: 

Gürkaynak, Refet S., Sack, Brian, and Swanson, Eric. Replication data for: The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models. Nashville, TN: American Economic Association [publisher], 2005. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-10-11. https://doi.org/10.3886/E112308V1

Project Description

Summary:  View help for Summary 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".

Scope of Project

JEL Classification:  View help for JEL Classification
      E32 Business Fluctuations; Cycles
      E43 Interest Rates: Determination, Term Structure, and Effects


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V1 [2019-10-11]

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