Federal Reserve Economic Data

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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: 2025-04-09
Notes:

Replcation data for a mock paper on identification or regime changes in financial markets, for the FGV-EESP's class on Statistical Learning

Series 51 - 100 of 109    « Previous 1 2 3 Next »

Title Series ID Vintage
Date
Units Freq Seas
Adj
Updated
ICE BofA 15+ Year US Corporate Index Effective Yield BAMLC8A0C15PYEY 2025-04-09 % D NSA 2025-04-10
ICE BofA 3-5 Year US Corporate Index Effective Yield BAMLC2A0C35YEY 2025-04-09 % D NSA 2025-04-10
ICE BofA 7-10 Year US Corporate Index Effective Yield BAMLC4A0C710YEY 2025-04-09 % D NSA 2025-04-10
ICE BofA AAA US Corporate Index Effective Yield BAMLC0A1CAAAEY 2025-04-09 % D NSA 2025-04-10
ICE BofA BBB US Corporate Index Effective Yield BAMLC0A4CBBBEY 2025-04-09 % D NSA 2025-04-10
ICE BofA BB US High Yield Index Effective Yield BAMLH0A1HYBBEY 2025-04-09 % D NSA 2025-04-10
ICE BofA CCC & Lower US High Yield Index Effective Yield BAMLH0A3HYCEY 2025-04-09 % D NSA 2025-04-10
ICE BofA Emerging Markets Corporate Plus Index Effective Yield BAMLEMCBPIEY 2025-04-09 % D NSA 2025-04-10
ICE BofA High Yield Emerging Markets Corporate Plus Index Effective Yield BAMLEMHBHYCRPIEY 2025-04-09 % D NSA 2025-04-10
ICE BofA Single-A US Corporate Index Effective Yield BAMLC0A3CAEY 2025-04-09 % D NSA 2025-04-10
ICE BofA Single-B US High Yield Index Effective Yield BAMLH0A2HYBEY 2025-04-09 % D NSA 2025-04-10
ICE BofA US Corporate Index Effective Yield BAMLC0A0CMEY 2025-04-09 % D NSA 2025-04-10
ICE BofA US Corporate Index Option-Adjusted Spread BAMLC0A0CM 2025-04-09 % D NSA 2025-04-10
ICE BofA US High Yield Index Effective Yield BAMLH0A0HYM2EY 2025-04-09 % D NSA 2025-04-10
ICE BofA US High Yield Index Option-Adjusted Spread BAMLH0A0HYM2 2025-04-09 % D NSA 2025-04-10
Indian Rupees to U.S. Dollar Spot Exchange Rate DEXINUS 2025-04-09 Indian Rupees to 1 U.S. $ D NSA 2025-04-07
Instantaneous Forward Term Premium 10 Years Hence THREEFFTP10 2025-04-09 % D NSA 2025-04-08
Instantaneous Forward Term Premium 1 Year Hence THREEFFTP1 2025-04-09 % D NSA 2025-04-08
Instantaneous Forward Term Premium 5 Years Hence THREEFFTP5 2025-04-09 % D NSA 2025-04-08
Interest Rate on Reserve Balances (IORB Rate) IORB 2025-04-09 % D NSA 2025-04-09
Japanese Yen to U.S. Dollar Spot Exchange Rate DEXJPUS 2025-04-09 Japanese Yen to 1 U.S. $ D NSA 2025-04-07
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis DGS10 2025-04-09 % D NSA 2025-04-09
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed DFII10 2025-04-09 % D NSA 2025-04-09
Market Yield on U.S. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis DGS1MO 2025-04-09 % D NSA 2025-04-09
Market Yield on U.S. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis DGS1 2025-04-09 % D NSA 2025-04-09
Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis DGS30 2025-04-09 % D NSA 2025-04-09
Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed DFII30 2025-04-09 % D NSA 2025-04-09
Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis DGS5 2025-04-09 % D NSA 2025-04-09
Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed DFII5 2025-04-09 % D NSA 2025-04-09
Mexican Pesos to U.S. Dollar Spot Exchange Rate DEXMXUS 2025-04-09 Mexican Pesos to 1 U.S. $ D NSA 2025-04-07
NASDAQ Composite Index NASDAQCOM 2025-04-09 Index Feb 5, 1971=100 D NSA 2025-04-10
NBER based Recession Indicators for the United States from the Period following the Peak through the Trough USRECD 2025-04-09 +1 or 0 D NSA 2025-04-09
Nominal Advanced Foreign Economies U.S. Dollar Index DTWEXAFEGS 2025-04-09 Index Jan 2006=100 D NSA 2025-04-07
Nominal Broad U.S. Dollar Index DTWEXBGS 2025-04-09 Index Jan 2006=100 D NSA 2025-04-07
Nominal Emerging Market Economies U.S. Dollar Index DTWEXEMEGS 2025-04-09 Index Jan 2006=100 D NSA 2025-04-07
OECD based Recession Indicators for the United States from the Peak through the Trough (DISCONTINUED) USARECDM 2025-04-09 +1 or 0 D NSA 2022-12-09
Overnight AA Financial Commercial Paper Interest Rate RIFSPPFAAD01NB 2025-04-09 % D NSA 2025-04-09
Overnight AA Nonfinancial Commercial Paper Interest Rate RIFSPPNAAD01NB 2025-04-09 % D NSA 2025-04-09
Overnight Bank Funding Rate OBFR 2025-04-09 % D NSA 2025-04-09
Overnight Bank Funding Volume OBFRVOL 2025-04-09 Bil. of U.S. $ D NSA 2025-04-09
Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations RPONTSYD 2025-04-09 Bil. of US $ D NSA 2025-04-09
Overnight Reverse Repurchase Agreements Award Rate RRPONTSYAWARD 2025-04-09 % D NSA 2025-04-09
Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations RRPONTSYD 2025-04-09 Bil. of US $ D NSA 2025-04-09
Overnight Unsecured AMERIBOR Benchmark Interest Rate AMERIBOR 2025-04-09 % D NSA 2025-04-09
Propane Prices: Mont Belvieu, Texas DPROPANEMBTX 2025-04-09 $ per Gallon D NSA 2025-04-09
Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations RPTSYD 2025-04-09 Bil. of US $ D NSA 2025-04-09
Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations RRPTSYD 2025-04-09 Bil. of US $ D NSA 2025-04-09
Secured Overnight Financing Rate SOFR 2025-04-09 % D NSA 2025-04-09
SOFR Index SOFRINDEX 2025-04-09 Index Apr 2, 2018 = 1 D NSA 2025-04-09
South Korean Won to U.S. Dollar Spot Exchange Rate DEXKOUS 2025-04-09 South Korean Won to 1 U.S. $ D NSA 2025-04-07

Series 51 - 100 of 109    « Previous 1 2 3 Next »

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