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JohannsenMertensRealRateTrendUSinputs

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Published: 2020-05-02
Notes:

Input data for real-rate trend model of Johannsen and Mertens, "A Time Series Model of Interest Rates With the Effective Lower Bound", (JMCB, forthcoming). WP version available at http://www.elmarmertens.com/research/publications. Replication available at https://github.com/elmarmertens/JohannsenMertensJMCBtimeseriesELB

Series 1 - 9 of 9   

Title Series ID Vintage
Date 		Units Freq Seas
Adj 		Updated
3-Month Treasury Bill Secondary Market Rate, Discount Basis TB3MS Current % M NSA 2024-12-02
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis GS10 Current % M NSA 2024-12-02
Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis GS2 Current % M NSA 2024-12-02
Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis GS5 Current % M NSA 2024-12-02
Noncyclical Rate of Unemployment NROU Current % Q NSA 2024-07-01
Personal Consumption Expenditures: Chain-type Price Index PCECTPI Current Index 2017=100 Q SA 2024-12-19
Real Gross Domestic Product GDPC1 Current Bil. of Chn. 2017 $ Q SAAR 2024-12-19
Real Potential Gross Domestic Product GDPPOT Current Bil. of Chn. 2017 $ Q NSA 2024-07-01
Unemployment Rate UNRATE Current % M SA 2024-12-06

Series 1 - 9 of 9   

Abbreviations

Frequency (Freq)

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas Adj)

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable

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