Thursday, May 8, 2008

Fed Funds Target rate

St Louis Fed has lots of free data available for download.

http://research.stlouisfed.org/fred2/

Fed Funds rate data since 1983 can be found there. Here is the chart of the rate as a TS indicator.

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1 comment:

. said...

var: fftr(0);

If date >= 1080430 then fftr = 2
else If date >= 1080318 then fftr = 2.25
else If date >= 1080130 then fftr = 3
else If date >= 1080122 then fftr = 3.5
else If date >= 1071211 then fftr = 4.25
else If date >= 1071031 then fftr = 4.5
else If date >= 1070918 then fftr = 4.75
else If date >= 1060629 then fftr = 5.25
else If date >= 1060510 then fftr = 5
else If date >= 1060328 then fftr = 4.75
else If date >= 1060131 then fftr = 4.5
else If date >= 1051213 then fftr = 4.25
else If date >= 1051101 then fftr = 4
else If date >= 1050920 then fftr = 3.75
else If date >= 1050809 then fftr = 3.5
else If date >= 1050630 then fftr = 3.25
else If date >= 1050503 then fftr = 3
else If date >= 1050322 then fftr = 2.75
else If date >= 1050202 then fftr = 2.5
else If date >= 1041214 then fftr = 2.25
else If date >= 1041110 then fftr = 2
else If date >= 1040921 then fftr = 1.75
else If date >= 1040810 then fftr = 1.5
else If date >= 1040630 then fftr = 1.25
else If date >= 1030625 then fftr = 1
else If date >= 1021106 then fftr = 1.25
else If date >= 1011211 then fftr = 1.75
else If date >= 1011106 then fftr = 2
else If date >= 1011002 then fftr = 2.5
else If date >= 1010917 then fftr = 3
else If date >= 1010821 then fftr = 3.5
else If date >= 1010627 then fftr = 3.75
else If date >= 1010515 then fftr = 4
else If date >= 1010418 then fftr = 4.5
else If date >= 1010320 then fftr = 5
else If date >= 1010131 then fftr = 5.5
else If date >= 1010103 then fftr = 6
else If date >= 1000516 then fftr = 6.5
else If date >= 1000321 then fftr = 6
else If date >= 1000202 then fftr = 5.75
else If date >= 991116 then fftr = 5.5
else If date >= 990824 then fftr = 5.25
else If date >= 990630 then fftr = 5
else If date >= 981117 then fftr = 4.75
else If date >= 981015 then fftr = 5
else If date >= 980929 then fftr = 5.25
else If date >= 970325 then fftr = 5.5
else If date >= 960131 then fftr = 5.25
else If date >= 951219 then fftr = 5.5
else If date >= 950706 then fftr = 5.75
else If date >= 950201 then fftr = 6
else If date >= 941115 then fftr = 5.5
else If date >= 940816 then fftr = 4.75
else If date >= 940517 then fftr = 4.25
else If date >= 940418 then fftr = 3.75
else If date >= 940322 then fftr = 3.5
else If date >= 940204 then fftr = 3.25
else If date >= 920904 then fftr = 3
else If date >= 920702 then fftr = 3.25
else If date >= 920409 then fftr = 3.75
else If date >= 911220 then fftr = 4
else If date >= 911206 then fftr = 4.5
else If date >= 911106 then fftr = 4.75
else If date >= 911031 then fftr = 5
else If date >= 910913 then fftr = 5.25
else If date >= 910806 then fftr = 5.5
else If date >= 910430 then fftr = 5.75
else If date >= 910308 then fftr = 6
else If date >= 910201 then fftr = 6.25
else If date >= 910109 then fftr = 6.75
else If date >= 901219 then fftr = 7
else If date >= 901207 then fftr = 7.25
else If date >= 901114 then fftr = 7.5
else If date >= 901029 then fftr = 7.75
else If date >= 900713 then fftr = 8
else If date >= 891220 then fftr = 8.25
else If date >= 891106 then fftr = 8.5
else If date >= 891019 then fftr = 8.75
else If date >= 890727 then fftr = 9.0625
else If date >= 890707 then fftr = 9.3125
else If date >= 890606 then fftr = 9.5625
else If date >= 890517 then fftr = 9.8125
else If date >= 890224 then fftr = 9.75
else If date >= 890214 then fftr = 9.3125
else If date >= 890209 then fftr = 9.125
else If date >= 890105 then fftr = 9
else If date >= 881215 then fftr = 8.6875
else If date >= 881122 then fftr = 8.375
else If date >= 881117 then fftr = 8.3125
else If date >= 880809 then fftr = 8.125
else If date >= 880808 then fftr = 7.75
else If date >= 880719 then fftr = 7.6875
else If date >= 880701 then fftr = 7.5
else If date >= 880622 then fftr = 7.4375
else If date >= 880525 then fftr = 7.25
else If date >= 880509 then fftr = 7
else If date >= 880330 then fftr = 6.75
else If date >= 880211 then fftr = 6.5
else If date >= 880128 then fftr = 6.625
else If date >= 871104 then fftr = 6.8125
else If date >= 870924 then fftr = 7.3125
else If date >= 870904 then fftr = 7.25
else If date >= 870903 then fftr = 6.875
else If date >= 870827 then fftr = 6.75
else If date >= 870702 then fftr = 6.625
else If date >= 870522 then fftr = 6.75
else If date >= 870430 then fftr = 6.5
else If date >= 870105 then fftr = 6
else If date >= 860821 then fftr = 5.875
else If date >= 860711 then fftr = 6.375
else If date >= 860605 then fftr = 6.875
else If date >= 860522 then fftr = 6.8125
else If date >= 860421 then fftr = 6.75
else If date >= 860402 then fftr = 7.3215
else If date >= 860307 then fftr = 7.25
else If date >= 851218 then fftr = 7.75
else If date >= 850906 then fftr = 8
else If date >= 850821 then fftr = 7.8125
else If date >= 850725 then fftr = 7.75
else If date >= 850711 then fftr = 7.6875
else If date >= 850520 then fftr = 7.75
else If date >= 850425 then fftr = 8.25
else If date >= 850328 then fftr = 8.5
else If date >= 850214 then fftr = 8.375
else If date >= 850124 then fftr = 8.25
else If date >= 841224 then fftr = 8.125
else If date >= 841219 then fftr = 8.5
else If date >= 841206 then fftr = 8.75
else If date >= 841123 then fftr = 9
else If date >= 841108 then fftr = 9.5
else If date >= 841018 then fftr = 10
else If date >= 841011 then fftr = 10.5
else If date >= 840927 then fftr = 11
else If date >= 840920 then fftr = 11.25
else If date >= 840809 then fftr = 11.5
else If date >= 840719 then fftr = 11.25
else If date >= 840705 then fftr = 11
else If date >= 840329 then fftr = 10.5
else If date >= 830915 then fftr = 9.375
else If date >= 830817 then fftr = 9.5
else If date >= 830811 then fftr = 9.5625
else If date >= 830720 then fftr = 9.4375
else If date >= 830714 then fftr = 9.25
else If date >= 830624 then fftr = 9
else If date >= 830525 then fftr = 8.75
else If date >= 830331 then fftr = 8.625
else If date >= 821214 then fftr = 8.5
else If date >= 821119 then fftr = 9
else If date >= 821007 then fftr = 9.5
else If date >= 821001 then fftr = 10
else If date >= 820927 then fftr = 10.25;


Plot1( fftr, "FFTR" ) ;

May 8, 2008 at 2:34 PM

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