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A New Index to Measure U.S. Financial Conditions
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 with how the... -
FRB/US model
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 designed for... -
Yield Curve Models and Data - Nominal Yield Curve
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,... -
Indicative Forward-Looking SOFR Term Rates
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 2017 the... -
Yield Curve Models and Data - TIPS Yield Curve and Inflation Compensation
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 on those... -
Yield Curve Models and Data - Three-Factor Nominal Term Structure Model
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... -
International Summary Statistics
These tables will be updated monthly. Data were previously published in the Supplement to the Federal Reserve Bulletin, which ceased publication in December 2008. -
Measurement and Effects of Supply Chain Bottlenecks Using Natural Language Processing
The Supply Chain Bottleneck Sentiment (SCB Sentiment) index measures supply chain bottlenecks by analyzing narratives from the Federal Reserve's Beige Books using machine...
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