I think using javax.ws.rs.core.Response
is more elegant and it is a part of Jersey. Just to extend previous answer, here is a simple example:
@GET
@Produces({ MediaType.APPLICATION_JSON })
@Path("/values")
public Response getValues(String body) {
//Prepare your entity
Response response = Response.status(200).
entity(yourEntity).
header("yourHeaderName", "yourHeaderValue").build();
return response;
}