Thornton, Daniel L. - Federal Reserve Bank of St. Louis - 2009
, business-cycle frequencies” (Piazzesi and Swanson, 2008, p. 690).
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where
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fff denotes the rate on the 1-month ahead … News Moves
Markets,” Current Issues in Economics and Finance, Federal Reserve Bank of
New York, 14(6), 1-7.
Bernanke … Rate Target
on Market Interest Rates in the 1970s,” Journal of Monetary Economics, 24(3),
pp. 331-51.
Faust, J., E …