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Fitted Instantaneous Forward Rate 7 Years Hence (THREEFF7)

Observation:

2018-06-29: 3.4152  
Updated: Jul 10, 2018

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Percent,
Not Seasonally Adjusted

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(a) Fitted Instantaneous Forward Rate 7 Years Hence, Percent, Not Seasonally Adjusted (THREEFF7)
Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of long-term yields, distant-horizon forward rates, and term premiums. For the full paper, please go to http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html

Fitted Instantaneous Forward Rate 7 Years Hence

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(a) Fitted Instantaneous Forward Rate 7 Years Hence, Percent, Not Seasonally Adjusted (THREEFF7)
Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of long-term yields, distant-horizon forward rates, and term premiums. For the full paper, please go to http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html

Fitted Instantaneous Forward Rate 7 Years Hence

Select a date that will equal 100 for your custom index:
to

Customize data:

Write a custom formula to transform one or more series or combine two or more series.

You can begin by adding a series to combine with your existing series.

Now create a custom formula to combine or transform the series.
Need help? []

Finally, you can change the units of your new series.

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NOTES
Title Release Dates
Fitted Instantaneous Forward Rate 7 Years Hence 2016-05-27 2018-07-10
 
Source    
Board of Governors of the Federal Reserve System (US) 2016-05-27 2018-07-10
 
Release    
An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates 2016-05-27 2018-07-10
 
Units    
Percent 2016-05-27 2018-07-10
 
Frequency    
Daily 2016-05-27 2018-07-10
 
Seasonal Adjustment    
Not Seasonally Adjusted 2016-05-27 2018-07-10
 
Notes    
Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of long-term yields, distant-horizon forward rates, and term premiums. For the full paper, please go to http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html

2016-05-27 2018-07-10
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7-Year Daily Board of Governors Rate United States of America Not Seasonally Adjusted Nation
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An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates






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