• Organization: Board of Governors of the Federal Reserve System
• Updated: 2022-02-04

This dataset documents business cycle properties of the full cross-sectional distributions of U.S. stock returns and credit spreads from financial and nonfinancial firms. The skewness of returns...

• Organization: Board of Governors of the Federal Reserve System
• Updated: 2021-05-14

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 Alternative Reference...

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P1M

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...

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P1Y

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 detailed analysis...

• Organization: Board of Governors of the Federal Reserve System
• Updated: 2025-10-16

The Supply Chain Bottleneck Sentiment (SCB Sentiment) index measures supply chain bottlenecks by analyzing narratives from the Federal Reserve's Beige Books using machine learning and natural...

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P3M

The Enhanced Financial Accounts (EFA) initiative is a long-term effort to augment the Financial Accounts of the United States with a richer and more detailed picture of financial intermediation...

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P3M

This data page groups together the data submissions from international organizations, including the Organisation for Economic Co-operation and Development (OECD), International Monetary Fund...

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P1W

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 securities. Yield...

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P1W

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 Gaussian model with...

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P3M

The Financial Accounts of the United States includes data on transactions and levels of financial assets and liabilities, by sector and financial instrument; full balance sheets, including net...

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P1M

The H.6 release, published weekly, provides measures of the monetary aggregates (M1 and M2) and their components. M1 and M2 are progressively more inclusive measures of money: M1 is included in...

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P1W

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, from 1961 to present.

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P1M

These tables will be updated monthly. Data were previously published in the Supplement to the Federal Reserve Bulletin, which ceased publication in December 2008.

• Organization: Board of Governors of the Federal Reserve System
• Updated: R/P3M

The Distributional Financial Accounts (DFAs) provide a quarterly measure of the distribution of U.S. household wealth since 1989, based on a comprehensive integration of disaggregated...