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Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. The Low Frequency Effects of Macroeconomic News on Government Bond Yields
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Document Date: 2014-08-04 15:07:09


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Washington / D.C. / Bruxelles / Bucharest / /

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Swansson / Institutions / Economics Discussion Series / Bloomberg / Diebold / /

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United States / /

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pence / /

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George Washington University / University of York / LUISS University of Rome / University of Michigan Confidence / /

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retail sales / non-manufacturing / manufacturing / media commentators / macro-finance models / /

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University of Rome / George Washington University / University of Michigan Confidence / Society for Nonlinear Dynamics and Econometrics / University of York / Belgian government / Philadelphia Fed / US Federal Reserve / Board of Governors / EIEF / European Central Bank / CEPR / ECARES / Federal Reserve Board / U.S. Treasury / the University of Michigan / /

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Michele Modugno / Domenico Giannone / Steve Sharpe / Roberto Motto / Luca Guerrieri / Marco Del Negro / Refet Gurkaynak / Domenico Giannoneb / Nellie Liang / Kleopatra Nikolaou / /

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www.federalreserve.gov/pubs/feds/2006 / www.research.stlouisfed.org/fred2 / /

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