@TECHREPORT {SFB649DP2017-015,
  AUTHOR={Kliem, Martin and Meyer-Gohde, Alexander},
  TITLE={{(Un)expected Monetary Policy Shocks and Term Premia}},
  YEAR=2017,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2017-015.pdf},
  NUMBER={2017-015}
}