Question
Go to the Federal Reserve website and click on Build Package. From there, you will need to build several packages of data. Questions 1.) Collect
Go to the Federal Reserve website and click on Build Package. From there, you will need to build several packages of data.
Questions
1.) Collect interest rate data to create a yield curve. Select Selected Interest Rates => Continue => U.S. Government Securities/ Treasury Constant Maturities/ Nominal => Continue => 1-month => Continue => Annual => Add to package. Then click Add More and add packages for 3-month, 6-month, 1-year, 3-year, 7- year, 10-year, and 30-year Treasury securities. Press Format Package, select last 20 under observations, CSV file type, include Data Labels, and series in column, then Go to Download => Download file. Build three yield curves based on annual data for 2006, 2010, and 2021 (Term to Maturity on the horizontal axis and Yield on the vertical axis.)
2.) For the 2021 graph, explain why the yields are different (assuming they are) for different maturity dates.
3.) Compare the three graphs and discuss how the yield curves have changed over the last 15 years.
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