8 datasets found
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Federal
A New Index to Measure U.S. Financial Conditions
Board of Governors of the Federal Reserve System —
An index that can be used to gauge broad financial conditions and assess how these conditions are related to future economic growth. The index is broadly consistent... -
Federal
FRB/US model
Board of Governors of the Federal Reserve System —
The FRB/US model is a large-scale estimated general equilibrium model of the U.S. economy that has been in use at the Federal Reserve Board since 1996. The model is... -
Federal
Indicative Forward-Looking SOFR Term Rates
Board of Governors of the Federal Reserve System —
This dataset includes indicative forward-looking term rates derived from end-of-day SOFR futures prices. It also includes compound averages of daily SOFR rates. In... -
Federal
Yield Curve Models and Data - TIPS Yield Curve and Inflation Compensation
Board of Governors of the Federal Reserve System —
The yield curve, also called the term structure of interest rates, refers to the relationship between the remaining time-to-maturity of debt securities and the yield... -
Federal
Yield Curve Models and Data - Nominal Yield Curve
Board of Governors of the Federal Reserve System —
These are nominal yield curves, obtained by fitting a parametric form to the prices of off-the-run nominal Treasury coupon securities. The data are available at daily... -
Federal
Measurement and Effects of Supply Chain Bottlenecks Using Natural Language Processing
Board of Governors of the Federal Reserve System —
The Supply Chain Bottleneck Sentiment (SCB Sentiment) index measures supply chain bottlenecks by analyzing narratives from the Federal Reserve's Beige Books using... -
Federal
Yield Curve Models and Data - Three-Factor Nominal Term Structure Model
Board of Governors of the Federal Reserve System —
This is a no-arbitrage dynamic term structure model, implemented as in Kim and Wright using the methodology of Kim and Orphanides . The underlying model is the... -
Federal
International Summary Statistics
Board of Governors of the Federal Reserve System —
These tables will be updated monthly. Data were previously published in the Supplement to the Federal Reserve Bulletin, which ceased publication in December 2008.
8 datasets found