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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
10-Year Treasury Constant Maturity Rate GS10 Current % M NSA 2020-08-03
2-Year Treasury Constant Maturity Rate GS2 Current % M NSA 2020-08-03
3-Month Treasury Bill: Secondary Market Rate TB3MS Current % M NSA 2020-08-03
5-Year Treasury Constant Maturity Rate GS5 Current % M NSA 2020-08-03
Natural Rate of Unemployment (Long-Term) NROU Current % Q NSA 2020-08-03
Personal Consumption Expenditures: Chain-type Price Index PCECTPI Current Index 2012=100 Q SA 2020-07-30
Real Gross Domestic Product GDPC1 Current Bil. of Chn. 2012 $ Q SAAR 2020-07-30
Real Potential Gross Domestic Product GDPPOT Current Bil. of Chn. 2012 $ Q NSA 2020-08-03
Unemployment Rate UNRATE Current % M SA 2020-07-02

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