		(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)	.																			
		(.)																			
		. - .																			
dffr1_intra_wide	dffr1_intra_wide	0.88	0.77	0.71	0.55	0.44	0.50	0.59	0.41	0.48	0.38	0.11	-0.00	0.50	0.41	0.21	0.10	-0.02	-0.03	-0.10	-0.10
		(0.05)	(0.10)	(0.15)	(0.19)	(0.24)	(0.16)	(0.10)	(0.16)	(0.32)	(0.34)	(0.16)	(0.12)	(0.20)	(0.19)	(0.12)	(0.09)	(0.15)	(0.18)	(0.09)	(0.07)
		0.77 - 0.98	0.58 - 0.97	0.42 - 1.00	0.18 - 0.93	-0.05 - 0.92	0.19 - 0.82	0.39 - 0.79	0.10 - 0.71	-0.16 - 1.12	-0.30 - 1.05	-0.20 - 0.42	-0.24 - 0.23	0.10 - 0.90	0.02 - 0.79	-0.03 - 0.44	-0.08 - 0.28	-0.33 - 0.28	-0.39 - 0.33	-0.27 - 0.07	-0.24 - 0.03
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'								.												
									(.)												
									. - .												
DNY2	Change in Zero-coupon 2-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	-0.01	-0.01	-0.01	-0.01	-0.01	-0.00	0.01	0.01	-0.00	-0.00	-0.01	-0.01	-0.01	-0.00	0.01	0.01	0.01	0.00
		(0.00)	(0.00)	(0.01)	(0.01)	(0.01)	(0.00)	(0.00)	(0.01)	(0.01)	(0.01)	(0.01)	(0.01)	(0.01)	(0.01)	(0.01)	(0.01)	(0.01)	(0.01)	(0.00)	(0.00)
		-0.00 - 0.00	-0.01 - 0.00	-0.02 - 0.00	-0.02 - 0.00	-0.03 - 0.00	-0.02 - -0.01	-0.02 - -0.01	-0.01 - 0.01	-0.01 - 0.02	-0.01 - 0.02	-0.01 - 0.01	-0.01 - 0.01	-0.02 - 0.01	-0.02 - 0.01	-0.02 - 0.01	-0.01 - 0.01	0.00 - 0.03	0.00 - 0.02	-0.00 - 0.01	-0.00 - 0.01
																					
Observations		106	106	106	106	106	106	106	106	74	74	106	106	74	74	106	106	74	74	106	106
R-squared		0.89	0.56	0.25	0.11	0.06	0.28	0.35	0.10	0.06	0.03	0.00	0.00	0.06	0.03	0.02	0.01	0.00	0.00	0.01	0.02
Robust standard errors in parentheses																					
