How does government spending news affect interest rates? : evidence from the United States
Year of publication: |
2019
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Authors: | Chen, Yong ; Liu, Dingming |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 108.2019, p. 1-25
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Subject: | News shocks | Government spending | Large Bayesian vector autoregression | Term structure models | Öffentliche Ausgaben | Public expenditure | USA | United States | Zins | Interest rate | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Schock | Shock | Wirkungsanalyse | Impact assessment | Schätzung | Estimation |
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