Name:

Description:

monthly observations from 1946–12 to 1991–02

number of observations : 531

observation : country

country : United–States

Variables:

A time series containing :

r1

interest rate for a maturity of 1 months (% per year).

r2

interest rate for a maturity of 2 months (% per year).

r3

interest rate for a maturity of 3 months (% per year).

r5

interest rate for a maturity of 5 months (% per year).

r6

interest rate for a maturity of 6 months (% per year).

r11

interest rate for a maturity of 11 months (% per year).

r12

interest rate for a maturity of 12 months (% per year).

r36

interest rate for a maturity of 36 months (% per year).

r60

interest rate for a maturity of 60 months (% per year).

r120

interest rate for a maturity of 120 months (% per year).

Link To Google Sheets:

Rows:

Columns:

Files:

License Type:

References/Notes/Attributions:

Source

McCulloch, J.H. and H.C. Kwon (1993) U.S. term structure data, 1947–1991, Ohio State Working Paper 93-6, Ohio State University, Columbus.

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 8.

See Also

Index.Source, Index.Economics, Index.Econometrics, 

Index.Observations, Index.Time.Series

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