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News Shocks and the Slope of the Term Structure of Interest Rates

Listed author(s):
  • Christopher Otrok

    (University of Virginia)

  • Andre Kurmann

    (University of Quebec-Montreal)

the model's response to news shocks in general.

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File URL: https://economicdynamics.org/meetpapers/2010/paper_72.pdf
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Paper provided by Society for Economic Dynamics in its series 2010 Meeting Papers with number 72.

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Date of creation: 2010
Handle: RePEc:red:sed010:72
Contact details of provider: Postal:
Society for Economic Dynamics Marina Azzimonti Department of Economics Stonybrook University 10 Nicolls Road Stonybrook NY 11790 USA

Web page: http://www.EconomicDynamics.org/
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