Federal Reserve

Nominal vs Real 3-Month Interest Rate: 1934-2010

by Catherine Mulbrandon on January 17, 2011

An update of my Nominal vs Real 3-Month Interest Rate graph through 2010.

Data for 3-Month Treasury Bill: Secondary Market Rate (TB3MS) and CPI-U (CPIAUCNS) from Federal Reserve Bank of St. Louis. Recessions dates can be found at NBER

{ 5 comments }

Six month change in foreclosures: August 2008

by Catherine Mulbrandon on October 12, 2008

Screenshot from Dynamic Maps of Nonprime Mortgage Conditions in the United States New York Federal Reserve showing six month change in foreclosures: from March – August 2008.

Red – Conditions have worsened
Green – Conditions have improved
Yellow – No change (within 0.05%)

Interest Rates and Fed Funds

[tags]United States, Foreclosures[/tags]

{ 1 comment }

Difference between US 3-Month T-bills vs Fed Funds: 1956-2008

by Catherine Mulbrandon on October 6, 2008

I plotted the historical spread between Effective Fed Funds rate and US 3-Month T-bills back to 1956 using the weekly average. This a companion graph to Anatomy of a Financial Crisis: September 2008

{Click on the image to take a closer look}
Interest Rates and Fed Funds magnifying glass

Data from Federal Reserve Bank of St. Louis

[tags]United States, Interest Rate, Fed Funds[/tags]

{ 3 comments }

Anatomy of a Financial Crisis: September 2008

by Catherine Mulbrandon on October 2, 2008

I have plotted the US 3-Month T-bills: Secondary Market rate (green line) vs the Effective Fed Funds rates (orange) for Sept 2008. The major events of the recent financial crisis have been included.

{Click on the image to take a closer look}
Interest Rates and Fed Funds magnifying glass

Data from Federal Reserve Bank of St. Louis

[tags]United States, Interest Rate[/tags]

{ 3 comments }

← Previous Entries