		(1)	(2)	(3)	(4)	(5)	(6)	(7)	(8)	(9)	(10)	(11)	(12)	(13)	(14)	(15)	(16)	(17)	(18)	(19)	(20)
VARIABLES	LABELS	Fed fund rate surprise change - daily data - (Using our data)	Shock to FFR expectations (Using our data)	3-m Eurodollar - 2 BEGINNING FUTURE NEARBY - source IMM	3-m Eurodollar - 3 BEGINNING FUTURE NEARBY - source IMM	3-m Eurodollar - 4 BEGINNING FUTURE NEARBY - source IMM	Change in 3-month nominal yield'	Change in 6-month nominal yield'	Change in Zero-coupon 1-year nominal yield'	Change in Zero-coupon 2-year nominal yield'	Change in Zero-coupon 3-year nominal yield'	Change in Zero-coupon 5-year nominal yield'	Change in Zero-coupon 10-year nominal yield'	Change in Zero-coupon 2-year real yield (TIPS)'	Change in Zero-coupon 3-year real yield (TIPS)'	Change in Zero-coupon 5-year real yield (TIPS)'	Change in Zero-coupon 10-year real yield (TIPS)'	Change in 2Y break even inflation'	Change in 3Y break even inflation'	Change in 5 year break even inflation'	Change in 10 year break even inflation'
																					
dffr1	Fed fund rate surprise change - daily data - (Using our data)	.																			
		(.)																			
		. - .																			
DNY2	Change in Zero-coupon 2-year nominal yield'	0.18	0.33	0.71	0.89	1.00	0.07	0.34	0.81	.	1.06	1.01	0.69	0.80	0.85	0.82	0.58	0.20	0.21	0.19	0.11
DNY2	Change in Zero-coupon 2-year nominal yield'	0.18	0.33	0.71	0.89	1.00	0.07	0.34	0.81	1.00	(0.04)	(0.08)	(0.10)	(0.08)	(0.09)	(0.12)	(0.12)	(0.08)	(0.07)	(0.07)	(0.07)
		(0.12)	(0.12)	(0.11)	(0.07)	(0.06)	(0.18)	(0.08)	(0.04)	(.)	0.99 - 1.13	0.85 - 1.17	0.49 - 0.89	0.65 - 0.95	0.67 - 1.04	0.59 - 1.06	0.33 - 0.83	0.05 - 0.35	0.07 - 0.36	0.05 - 0.32	-0.02 - 0.24
		(0.12)	(0.12)	(0.11)	(0.07)	(0.06)	(0.18)	(0.08)	(0.04)	(0.00)											
		-0.06 - 0.42	0.09 - 0.57	0.49 - 0.93	0.74 - 1.03	0.87 - 1.13	-0.28 - 0.42	0.17 - 0.51	0.73 - 0.89	. - .											
		-0.06 - 0.42	0.09 - 0.57	0.49 - 0.93	0.74 - 1.03	0.87 - 1.13	-0.28 - 0.42	0.17 - 0.51	0.73 - 0.89	1.00 - 1.00											
dffr2	Shock to FFR expectations  (Using our data)		.																		
			(.)																		
			. - .																		
dedfutbeg2_m	3-m Eurodollar - 2 BEGINNING FUTURE NEARBY - source IMM			.																	
				(.)																	
				. - .																	
dedfutbeg3	3-m Eurodollar - 3 BEGINNING FUTURE NEARBY - source IMM				.																
					(.)																
					. - .																
dedfutbeg4	3-m Eurodollar - 4 BEGINNING FUTURE NEARBY - source IMM					.															
						(.)															
						. - .															
DNY3M	Change in 3-month nominal yield'						.														
							(.)														
							. - .														
DNY6M	Change in 6-month nominal yield'							.													
								(.)													
								. - .													
DNY1	Change in Zero-coupon 1-year nominal yield'								.												
									(.)												
									. - .												
DNY3	Change in Zero-coupon 3-year nominal yield'										.										
											(.)										
											. - .										
DNY5	Change in Zero-coupon 5-year nominal yield'											.									
												(.)									
												. - .									
DNY10	Change in Zero-coupon 10-year nominal yield'												.								
													(.)								
													. - .								
DRY2	Change in Zero-coupon 2-year real yield (TIPS)'													.							
														(.)							
														. - .							
DRY3	Change in Zero-coupon 3-year real yield (TIPS)'														.						
															(.)						
															. - .						
DRY5	Change in Zero-coupon 5-year real yield (TIPS)'															.					
																(.)					
																. - .					
DRY10	Change in Zero-coupon 10-year real yield (TIPS)'																.				
																	(.)				
																	. - .				
Dbkeveny2	Change in 2Y break even inflation'																	.			
																		(.)			
																		. - .			
Dbkeveny3	Change in 3Y break even inflation'																		.		
																			(.)		
																			. - .		
Dbkeveny5	Change in 5 year break even inflation'																			.	
																				(.)	
																				. - .	
Dbkeveny10	Change in 10 year break even inflation'																				.
																					(.)
																					. - .
Constant	Constant	-0.00	-0.00	-0.00	-0.01	-0.01	-0.01	-0.01	-0.00	0.00	-0.00	-0.00	-0.00	-0.01	-0.01	-0.01	-0.01	0.01	0.01	0.01	0.01
		(0.00)	(0.00)	(0.00)	(0.00)	(0.00)	(0.00)	(0.00)	(0.00)	(0.00)	(0.00)	(0.00)	(0.01)	(0.01)	(0.01)	(0.01)	(0.01)	(0.01)	(0.00)	(0.00)	(0.00)
		-0.01 - 0.01	-0.01 - 0.01	-0.01 - 0.00	-0.02 - -0.00	-0.02 - -0.00	-0.02 - -0.00	-0.02 - -0.00	-0.00 - 0.00	0.00 - 0.00	-0.00 - 0.00	-0.01 - 0.01	-0.01 - 0.01	-0.02 - -0.00	-0.02 - -0.00	-0.02 - 0.00	-0.02 - 0.01	0.00 - 0.02	0.00 - 0.02	0.00 - 0.02	-0.00 - 0.01
																					
Observations		74	74	74	74	74	74	74	74	74	74	74	74	74	74	74	74	74	74	74	74
R-squared		0.14	0.31	0.61	0.78	0.84	0.02	0.36	0.91	1.00	0.94	0.72	0.40	0.57	0.61	0.52	0.37	0.07	0.11	0.11	0.04
Robust standard errors in parentheses																					
