University of Wisconsin–Madison
Rates.txt is a text file with 630 entries with 11 columns.The observations are monthly from 1960:1 – 2012:6All are U.S. macro variables. In column order, they areYearMonthUnemployment Rate10-year Treasury Rate3-month Treasury RateAAA bond rateBAA bond rateHousing startsBuilding Permits Industrial production indexCPI (less food and energy)Unemployment Rate: Bureau of Labor Statistics sexes/all races/all origins/16 years and over/all education levels/all marital status, unemployment rate/seasonally adjusted/monthlyInterest Rates: Federal Reserve System: 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 privately owned housing units started/seasonally adjusted annual rateBuilding Permits: U.S. Census Bureau in permit-iss New privately owned housing units authorized by building permits/seasonally adjusted annual rateIndustrial Production index: Federal Reserve System: Bureau of Labor Statistics. City average, seasonally adjusted, all items less food and energy: CUUR0000SA0L1E ................
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