Skip to main content

An official website of the United States government

Here’s how you know

Here’s how you know

Official websites use .gov
A .gov website belongs to an official government organization in the United States.

Secure .gov websites use HTTPS
A lock ( ) or https:// means you’ve safely connected to the .gov website. Share sensitive information only on official, secure websites.

Data
Metrics
Organizations
User Guide
Contact

Search datasets

Found 2 datasets matching "Yield Curve Models and Data - Nominal Yield Curve".

Sort by

Draw a geographic box

Draw and drag to set the area, then Apply . Use Within/Intersect to match datasets to the box. The map displays top 20 Within results.

Within

Intersect

#1 Federal
Yield Curve Models and Data - Nominal Yield Curve
- Organization: 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 frequency, from 1961 to present.

Search relevance: 368.43 | Views last month: 39 | Catalog Last Checked: October 19, 2026 at 04:23 PM
#2 Federal
Yield Curve Models and Data - Three-Factor Nominal Term Structure Model
- Organization: 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 standard affine Gaussian model with...

Search relevance: 272.57 | Views last month: 14 | Catalog Last Checked: October 19, 2026 at 04:23 PM

Filters

Filter selections are applied on each click

Filter by Geography
Start typing to see suggestions or use the pencil button to open a larger map

Filter by keyword
Start typing to see suggestions

Popular keywords:

Filter by organization
Start typing to select an organization

Popular organizations:

Organization Type

Federal Government

City Government

State Government

County Government

University

Tribal

Non-Profit

Filter by publisher
Start typing to select a publisher

Popular publishers:

Spatial Data options

All datasets

Geospatial only

Non-geospatial only

Data Access

Only show datasets with a downloadable file

About
Open Government
Website Policies
PERFORMANCE.GOV
Data.gov on Github

Follow @GSA

data.gov

An official website of the GSA's Technology Transformation Services

About GSA
Accessibility statement
FOIA requests
No FEAR Act data
Office of the Inspector General
Performance reports
Privacy policy

Looking for U.S. government information and services?

Visit USA.gov

Contact us

How can we help you?

Default Ticket Form

Your name Email address Subject Description

Please enter the details of your request. A member of our support staff will respond as soon as possible.

Attachments

Add up to 5 files

Data.gov Feedback

Your name Email address Subject Description

Please enter the details of your request. A member of our support staff will respond as soon as possible.

Attachments

Add up to 5 files

Contact the USAGov team

Your name Email address Subject Description

Please enter the details of your request. A member of our support staff will respond as soon as possible.

Attachments

Add up to 5 files