data_USA {EWS}

Historical data for the United States

Description

data_USA contains: - NBER based Recession Indicators for the United States from 1953:04 to 2020:01 - 10Years TB for the United States from 1953:04 to 2020:01 - 3Months TB for the United States from 1953:04 to 2020:01 - Yield Spread (10Years TB minus 3Months TB) for the United States from 1975:03 to 2019:05

Usage

data("data_USA")

Format

A data frame with 268 observations on the following 5 variables.

Date

Vector of dates.

X10Y

Historical 10 years Treasury bond.

X3M

Historical 3 months Treasury bond.

Spread

Historical yield spread.

NBER

Historical binary variable related to historical recessions.

Source

https://fred.stlouisfed.org/

Examples

data("data_USA")
head("data_USA")