Federal Reserve Economic Data

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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
3-Month Treasury Bill Secondary Market Rate, Discount Basis DTB3 2025-04-09 % D NSA 2025-04-09
4-Week Treasury Bill Secondary Market Rate, Discount Basis DTB4WK 2025-04-09 % D NSA 2025-04-09
6-Month Treasury Bill Secondary Market Rate, Discount Basis DTB6 2025-04-09 % 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
Effective Federal Funds Volume EFFRVOL 2025-04-09 Bil. of U.S. $ D NSA 2025-04-09
Equity Market Volatility: Infectious Disease Tracker INFECTDISEMVTRACKD 2025-04-09 Index D NSA 2025-04-09
Interest Rate on Reserve Balances (IORB Rate) IORB 2025-04-09 % D NSA 2025-04-09
NASDAQ Composite Index NASDAQCOM 2025-04-09 Index Feb 5, 1971=100 D NSA 2025-04-10
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
CBOE Crude Oil ETF Volatility Index OVXCLS 2025-04-09 Index D NSA 2025-04-10
Overnight AA Financial Commercial Paper Interest Rate RIFSPPFAAD01NB 2025-04-09 % D NSA 2025-04-09
7-Day AA Financial Commercial Paper Interest Rate RIFSPPFAAD07NB 2025-04-09 % D NSA 2025-04-08
15-Day AA Financial Commercial Paper Interest Rate RIFSPPFAAD15NB 2025-04-09 % D NSA 2025-04-02
60-Day AA Financial Commercial Paper Interest Rate RIFSPPFAAD60NB 2025-04-09 % D NSA 2025-04-02
90-Day AA Financial Commercial Paper Interest Rate RIFSPPFAAD90NB 2025-04-09 % D NSA 2025-04-07
Overnight AA Nonfinancial Commercial Paper Interest Rate RIFSPPNAAD01NB 2025-04-09 % D NSA 2025-04-09
7-Day AA Nonfinancial Commercial Paper Interest Rate RIFSPPNAAD07NB 2025-04-09 % D NSA 2025-04-09
15-Day AA Nonfinancial Commercial Paper Interest Rate RIFSPPNAAD15NB 2025-04-09 % D NSA 2025-04-09
30-Day AA Nonfinancial Commercial Paper Interest Rate RIFSPPNAAD30NB 2025-04-09 % D NSA 2025-04-09
60-Day AA Nonfinancial Commercial Paper Interest Rate RIFSPPNAAD60NB 2025-04-09 % 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
Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations RPTMTSYD 2025-04-09 Bil. of US $ D NSA 2025-03-13
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
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
Term Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations RRPTMTSYD 2025-04-09 Bil. of US $ D NSA 2021-04-01
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
S&P 500 SP500 2025-04-09 Index D NSA 2025-12-04
10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity T10Y2Y 2025-04-09 % D NSA 2025-04-09
10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity T10Y3M 2025-04-09 % D NSA 2025-04-09
10-Year Treasury Constant Maturity Minus Federal Funds Rate T10YFF 2025-04-09 % D NSA 2025-04-09
10-Year Breakeven Inflation Rate T10YIE 2025-04-09 % D NSA 2025-04-09
5-Year Treasury Constant Maturity Minus Federal Funds Rate T5YFF 2025-04-09 % D NSA 2025-04-09
5-Year Breakeven Inflation Rate T5YIE 2025-04-09 % D NSA 2025-04-09
5-Year, 5-Year Forward Inflation Expectation Rate T5YIFR 2025-04-09 % D NSA 2025-04-09
TED Spread (DISCONTINUED) TEDRATE 2025-04-09 % D NSA 2022-01-28
Fitted Instantaneous Forward Rate 1 Year Hence THREEFF1 2025-04-09 % D NSA 2025-04-08
Fitted Instantaneous Forward Rate 10 Years Hence THREEFF10 2025-04-09 % D NSA 2025-04-08
Fitted Instantaneous Forward Rate 5 Years Hence THREEFF5 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 10 Years Hence THREEFFTP10 2025-04-09 % D NSA 2025-04-08
Instantaneous Forward Term Premium 5 Years Hence THREEFFTP5 2025-04-09 % D NSA 2025-04-08
Fitted Yield on a 1 Year Zero Coupon Bond THREEFY1 2025-04-09 % D NSA 2025-04-08
Fitted Yield on a 10 Year Zero Coupon Bond THREEFY10 2025-04-09 % D NSA 2025-04-08
Fitted Yield on a 5 Year Zero Coupon Bond THREEFY5 2025-04-09 % D NSA 2025-04-08

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