News Shocks and the Slope of the Term Structure of Interest Rates: Comment (AER 2017)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Danilo Cascaldi-Garcia News Shocks and the Slope of the Term Structure of Interest Rates: Comment AER 2017 10 3243-9 E23, E32, E43, E52, G12, G14 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 2 - available online elsewhere than on journal website 1 - accessible on journal website - - - - MATLAB

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
André Kurmann, Christopher Otrok News Shocks and the Slope of the Term Structure of Interest Rates AER 2013 6 2612-32 E23, E43, E52, G12, G14 - - - - - -

References

DOI: 10.1257/aer.20160547 IDEAS: a/aea/aecrev/v107y2017i10p3243-49.html EconPapers: RePEc:aea:aecrev:v:107:y:2017:i:10:p:3243-49


Reply: "News Shocks and the Slope of the Term Structure of Interest Rates: Reply", André Kurmann, and Christopher Otrok, American Economic Review 2017, 107(10): 3250-56. DOI: 10.1257/aer.20161946 IDEAS/RePEc: a/aea/aecrev/v107y2017i10p3250-56.html EconPapers: RePEc:aea:aecrev:v:107:y:2017:i:10:p:3250-56

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