Federal Reserve

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

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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]

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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]

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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 }