Skip to main content

JohannsenMertensRealRateTrendUSinputs

Download Data      Save as My Data List

Published data lists are economic time series data sets that users of this site have chosen to make publicly available. Possible uses include teachers sharing data lists with students and researchers including links to data lists in bibliographies.

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
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity GS10 Current % M NSA 2021-12-01
Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity GS2 Current % M NSA 2021-12-01
Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity GS5 Current % M NSA 2021-12-01
3-Month Treasury Bill Secondary Market Rate TB3MS Current % M NSA 2021-12-01
Unemployment Rate UNRATE Current % M SA 2021-11-05
Real Gross Domestic Product GDPC1 Current Bil. of Chn. 2012 $ Q SAAR 2021-11-24
Real Potential Gross Domestic Product GDPPOT Current Bil. of Chn. 2012 $ Q NSA 2021-07-01
Noncyclical Rate of Unemployment NROU Current % Q NSA 2021-02-01
Personal Consumption Expenditures: Chain-type Price Index PCECTPI Current Index 2012=100 Q SA 2021-11-24

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


Subscribe to the FRED newsletter


Follow us