We are grateful to the many people who have provided comments and advice on this paper. We are particularly grateful for comments and suggestions from the editor and two anonymous referees. Claus acknowledges funding from The University of Melbourne Faculty of Economics and Commerce Research Grant. Dungey acknowledges funding from ARC Grant DP0343418.
U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure
Article first published online: 19 SEP 2012
© 2012 The Ohio State University
Journal of Money, Credit and Banking
Volume 44, Issue 7, pages 1443–1453, October 2012
How to Cite
CLAUS, E. and DUNGEY, M. (2012), U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure. Journal of Money, Credit and Banking, 44: 1443–1453. doi: 10.1111/j.1538-4616.2012.00539.x
- Issue published online: 19 SEP 2012
- Article first published online: 19 SEP 2012
- Received July 1, 2008; and accepted in revised form December 6, 2011.
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