How does government spending news affect interest rates? Evidence from the United States

DOI10.1016/j.jedc.2019.103747zbMath1425.91417OpenAlexW2971867213WikidataQ127290569 ScholiaQ127290569MaRDI QIDQ2338535

Liu Dingming, Chen Yong

Publication date: 21 November 2019

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2019.103747

zbMATH Keywords

term structure modelsnews shocksgovernment spendinglarge Bayesian vector autoregression

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30) Economics of information (91B44)

Cites Work

• Fiscal Foresight and Information Flows
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
• An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output

This page was built for publication: How does government spending news affect interest rates? Evidence from the United States