gdpdata.txt is a text file with 209 entries with 10 columns. The observations are quarterly from 1960:1 – 2012:1
All are U.S. macro variables. In column order, they are
- Year
- quarter
- GDP (level)
- GDP Growth Rate
- 10-Year Treasury
- 3-month Treasury Rate
- AAA bond rate
- BAA bond rate
- Housing starts
- Building Permits
Rates.txt is a text file with 630 entries with 11 columns. The observations are monthly from 1960:1 – 2012:6
All are U.S. macro variables. In column order, they are
- Year
- Month
- Unemployment Rate
- 10-year Treasury Rate
- 3-month Treasury Rate
- AAA bond rate
- BAA bond rate
- Housing starts
- Building Permits
- Industrial production index
- CPI (less food and energy)
Unemployment Rate: Bureau of Labor Statistics http://data.bls.gov/pdq/querytool.jsp?survey=ln Both sexes/all races/all origins/16 years and over/all education levels/all marital status, unemployment rate/seasonally adjusted/monthly
Interest Rates: Federal Reserve System https://www.federalreserve.gov/datadownload/Choose.aspx?rel=H15 10-year: TCMNOM/Y10 (Market yield on U.S. Treasury securities at 10-year constant maturity) 3-month: TB/M3 (3-month Treasury bill secondary market rate discount basis) AAA: (MOODY'S YIELD ON SEASONED CORPORATE BONDS - ALL INDUSTRIES, AAA) BAA: (MOODY'S YIELD ON SEASONED CORPORATE BONDS - ALL INDUSTRIES, BAA)
Housing Starts: U.S. Census Bureau http://www.census.gov/construction/nrc/xls/starts_cust.xls New privately owned housing units started/seasonally adjusted annual rate
Building Permits: U.S. Census Bureau http://www.census.gov/construction/xls/permits_cust.xls in permit-iss New privately owned housing units authorized by building permits/seasonally adjusted annual rate
Industrial Production index: Federal Reserve System http://www.federalreserve.gov/datadownload/Choose.aspx?rel=G17
CPI: Bureau of Labor Statistics http://www.bls.gov/cpi/#data U.S. City average, seasonally adjusted, all items less food and energy: CUUR0000SA0L1E