1 1955 1 1.34333 1.51667 2.12333 2.64667 2 1955 2 1.50000 1.85333 2.37667 2.76333 3 1955 3 1.94000 2.25000 2.64000 2.94667 4 1955 4 2.35667 2.53333 2.74333 2.91000 5 1956 1 2.48333 2.56000 2.78000 2.90000 6 1956 2 2.69333 2.86667 3.07333 3.08333 7 1956 3 2.81000 3.07000 3.31667 3.27333 8 1956 4 2.92667 3.46667 3.57667 3.47333 9 1957 1 2.93333 3.39000 3.45000 3.40333 10 1957 2 3.00000 3.54000 3.64667 3.62667 11 1957 3 3.23333 3.96333 4.01333 3.92667 12 1957 4 3.25333 3.58667 3.63333 3.63333 13 1958 1 1.86333 2.16000 2.58667 3.04000 14 1958 2 0.94000 1.35000 2.10000 2.92333 15 1958 3 1.32333 2.38667 3.00000 3.50000 16 1958 4 2.16333 3.19333 3.66333 3.80000 17 1959 1 2.57000 3.50333 3.93333 3.99000 18 1959 2 3.08333 3.91667 4.26667 4.25667 19 1959 3 3.57667 4.60333 4.72333 4.50333 20 1959 4 3.99000 4.91667 4.91667 4.58333 21 1960 1 3.93333 4.57000 4.67000 4.48667 22 1960 2 3.69667 3.87000 4.24667 4.26000 23 1960 3 2.93667 3.07333 3.49000 3.83333 24 1960 4 2.29667 2.99333 3.51667 3.88667 25 1961 1 2.00333 2.87333 3.40000 3.78667 26 1961 2 1.73333 2.93667 3.39667 3.79000 27 1961 3 1.68333 3.01333 3.69333 3.98000 28 1961 4 2.40000 3.10000 3.65000 3.97333 29 1962 1 2.45667 3.20667 3.63333 4.01667 30 1962 2 2.60667 3.01667 3.39000 3.87333 31 1962 3 2.84667 3.18333 3.49667 3.99000 32 1962 4 2.92333 2.99667 3.36667 3.90333 33 1963 1 2.96667 3.02667 3.40000 3.89333 34 1963 2 2.96333 3.14333 3.55000 3.96333 35 1963 3 3.33000 3.52667 3.78333 4.03333 36 1963 4 3.45333 3.73000 3.94333 4.12000 37 1964 1 3.46333 3.82667 4.05333 4.18000 38 1964 2 3.49000 3.86000 4.06667 4.20000 39 1964 3 3.45667 3.76667 3.95667 4.19333 40 1964 4 3.57667 3.93000 4.04667 4.17333 41 1965 1 3.97333 4.01000 4.08000 4.20333 42 1965 2 4.07667 4.02000 4.10333 4.20667 43 1965 3 4.07333 4.08333 4.16333 4.24667 44 1965 4 4.16667 4.46333 4.52333 4.47333 45 1966 1 4.55667 4.93000 4.96333 4.77000 46 1966 2 4.91333 4.93333 4.98000 4.78000 47 1966 3 5.41000 5.51000 5.57667 5.14000 48 1966 4 5.56333 5.44000 5.40000 5.00333 49 1967 1 4.82333 4.60333 4.65000 4.58333 50 1967 2 3.99000 4.24667 4.62667 4.82000 51 1967 3 3.89333 5.12667 5.23333 5.24667 52 1967 4 4.17333 5.56333 5.64667 5.64333 53 1968 1 4.78667 5.47333 5.64667 5.61000 54 1968 2 5.98000 5.94333 5.89333 5.74333 55 1968 3 5.94333 5.51000 5.45000 5.46000 56 1968 4 5.91667 5.83667 5.75000 5.77000 57 1969 1 6.56667 6.36333 6.30667 6.17667 58 1969 2 8.32667 6.57333 6.53000 6.35333 59 1969 3 8.98333 7.65333 7.45667 6.85667 60 1969 4 8.94000 7.90000 7.77333 7.29667 61 1970 1 8.57333 7.55333 7.72667 7.36667 62 1970 2 7.88000 7.45333 7.72333 7.71333 63 1970 3 6.70333 6.93667 7.37667 7.46000 64 1970 4 5.56667 5.64667 6.32000 6.85333 65 1971 1 3.85667 4.05000 5.06000 6.01667 66 1971 2 4.56333 4.99333 5.83667 6.24667 67 1971 3 5.47333 5.75000 6.32667 6.48333 68 1971 4 4.75000 4.72667 5.39333 5.89000 69 1972 1 3.54000 4.40667 5.31667 6.03333 70 1972 2 4.30000 4.84333 5.69000 6.14333 71 1972 3 4.74000 5.15333 5.87667 6.29000 72 1972 4 5.14333 5.43667 6.00000 6.37333 73 1973 1 6.53667 6.31000 6.57000 6.60333 74 1973 2 7.81667 7.01667 6.81667 6.80667 75 1973 3 10.56000 8.50667 7.56000 7.20667 76 1973 4 9.99667 7.41333 6.87333 6.75333 77 1974 1 9.32333 7.35333 7.02333 7.05333 78 1974 2 11.25000 8.69000 8.15667 7.54333 79 1974 3 12.09000 9.01000 8.49333 7.96333 80 1974 4 9.34667 7.67333 7.61667 7.67000 81 1975 1 6.30333 6.30667 6.89667 7.54000 82 1975 2 5.42000 6.52667 7.44000 8.05000 83 1975 3 6.16000 7.52000 8.05667 8.29667 84 1975 4 5.41333 6.68000 7.56667 8.06333 85 1976 1 4.82667 5.97667 7.06000 7.75333 86 1976 2 5.19667 6.28000 7.14000 7.77333 87 1976 3 5.28333 6.01333 6.88000 7.73000 88 1976 4 4.87333 5.22667 6.00333 7.19000 89 1977 1 4.66000 5.42000 6.37667 7.35333 90 1977 2 5.15667 5.69333 6.41667 7.37000 91 1977 3 5.82000 6.28000 6.71333 7.35667 92 1977 4 6.51333 6.96000 7.23667 7.59667 93 1978 1 6.75667 7.31000 7.66000 8.01000 94 1978 2 7.28333 7.78667 8.07333 8.32000 95 1978 3 8.10000 8.44667 8.42667 8.49000 96 1978 4 9.58333 9.81667 8.99667 8.82000 97 1979 1 10.07333 10.30000 9.39000 9.10667 98 1979 2 10.18000 9.93667 9.26667 9.11333 99 1979 3 10.94667 10.15333 9.25667 9.10333 100 1979 4 13.57667 12.27000 10.94667 10.44667 101 1980 1 15.04667 13.93333 12.59000 11.98667 102 1980 2 12.68667 10.28333 10.12333 10.47667 103 1980 3 9.83667 10.13667 10.49000 10.95333 104 1980 4 15.85333 13.84000 12.99000 12.42333 105 1981 1 16.57000 14.12000 13.39000 12.96000 106 1981 2 17.78000 15.12667 14.48667 13.75000 107 1981 3 17.57667 16.32000 15.79000 14.84667 108 1981 4 13.58667 13.54667 14.09000 14.08667 109 1982 1 14.22667 14.33333 14.50000 14.29333 110 1982 2 14.51333 13.79667 14.14333 13.93000 111 1982 3 11.00667 11.84000 12.88333 13.11667 112 1982 4 9.28667 9.13000 10.16000 10.66667 113 1983 1 8.65333 8.86000 9.79667 10.56333 114 1983 2 8.80333 9.18000 9.91333 10.54333 115 1983 3 9.46000 10.29667 11.09000 11.62667 116 1983 4 9.43000 9.95333 10.98667 11.68667 117 1984 1 9.68667 10.17667 11.19000 11.94333 118 1984 2 10.55667 11.54667 12.63667 13.20000 119 1984 3 11.39000 11.81000 12.64000 12.86667 120 1984 4 9.26667 10.01667 11.10333 11.74333 121 1985 1 8.47667 9.39000 10.67667 11.58333 122 1985 2 7.92333 8.46667 9.76333 10.81333 123 1985 3 7.90000 7.99333 9.28667 10.33667 124 1985 4 8.10333 7.85333 8.84333 9.76000 125 1986 1 7.82667 7.45667 7.93667 8.55667 126 1986 2 6.92000 6.60667 7.18000 7.60333 127 1986 3 6.20667 5.99000 6.65667 7.30667 128 1986 4 6.26667 5.79667 6.48333 7.26333 129 1987 1 6.22000 5.92333 6.51667 7.19333 130 1987 2 6.65000 6.76667 7.72000 8.34333 131 1987 3 6.84333 7.12667 8.14667 8.87667 132 1987 4 6.91667 7.24000 8.29000 9.12333 133 1988 1 6.66333 6.78000 7.58333 8.41667 134 1988 2 7.15667 7.30000 8.09667 8.91000 135 1988 3 7.98333 8.00333 8.59333 9.10000 136 1988 4 8.47000 8.52667 8.75333 8.95667 137 1989 1 9.44333 9.29000 9.37667 9.20667 138 1989 2 9.72667 8.92667 8.91667 8.77333 139 1989 3 9.08333 8.09667 8.07333 8.10667 140 1989 4 8.61333 7.82667 7.86333 7.90667 141 1990 1 8.25000 8.12667 8.38333 8.42333 142 1990 2 8.24333 8.27333 8.62333 8.67667 143 1990 3 8.16000 7.82667 8.25000 8.70333 144 1990 4 7.74333 7.30333 7.76000 8.39667 145 1991 1 6.42667 6.43667 7.27000 8.01667 146 1991 2 5.86333 6.24333 7.24667 8.13000 147 1991 3 5.64333 5.88667 6.89333 7.94000 148 1991 4 4.81667 4.86667 5.84000 7.34667 149 1992 1 4.02333 4.35667 5.76667 7.30333 150 1992 2 3.77000 4.22000 5.78000 7.37667 151 1992 3 3.25667 3.41667 4.68333 6.61667 152 1992 4 3.03667 3.56333 4.99667 6.74333 153 1993 1 3.04000 3.40667 4.63667 6.28000 154 1993 2 3.00000 3.38000 4.41000 5.99000 155 1993 3 3.06000 3.42333 4.32000 5.61667 156 1993 4 2.99000 3.52667 4.40667 5.60667 157 1994 1 3.21333 3.91000 4.90333 6.06667 158 1994 2 3.94000 5.13333 6.20000 7.08333 159 1994 3 4.48667 5.60000 6.55667 7.33333 160 1994 4 5.16667 6.59667 7.39667 7.83667 161 1995 1 5.81000 6.72667 7.26667 7.48333 162 1995 2 6.02000 5.97000 6.25000 6.62000 163 1995 3 5.79667 5.65333 5.96000 6.32333 164 1995 4 5.72000 5.44333 5.57667 5.89333 165 1996 1 5.36333 5.12333 5.37667 5.91000 166 1996 2 5.24333 5.66333 6.29000 6.72000 167 1996 3 5.30667 5.78333 6.35667 6.78000 168 1996 4 5.28000 5.48000 5.93667 6.34333 169 1997 1 5.27667 5.64667 6.19000 6.56333 170 1997 2 5.52333 5.85000 6.42333 6.69667 171 1997 3 5.53333 5.54000 6.01333 6.24333 172 1997 4 5.50667 5.48333 5.78000 5.90667 173 1998 1 5.52000 5.31333 5.46000 5.58667 174 1998 2 5.50000 5.41000 5.57000 5.59667 175 1998 3 5.53333 5.09333 5.11000 5.20333 176 1998 4 4.86000 4.39000 4.41000 4.67000 177 1999 1 4.73333 4.66333 4.87333 4.98333 178 1999 2 4.74667 4.88000 5.35333 5.54000 179 1999 3 5.09333 5.16000 5.71333 5.88333 180 1999 4 5.30667 5.60667 6.00000 6.14000 181 2000 1 5.68000 6.18667 6.55667 6.48000 182 2000 2 6.27333 6.21667 6.52000 6.17667 183 2000 3 6.52000 6.13000 6.15667 5.89333 184 2000 4 6.47333 5.90000 5.63333 5.56667 185 2001 1 5.59333 4.59667 4.63667 5.05000 186 2001 2 4.32667 3.78000 4.42667 5.27000 187 2001 3 3.49667 3.30333 3.93333 4.98000 188 2001 4 2.13333 2.24333 3.32667 4.77000 Interest rates (quarterly) column 1 is the observation number column 2 is the year column 3 is the quarter column 4 is the federal funds rate (rff) column 5 is the 1 year treasury bill rate (rt1) column 6 is the 3 year treasury constant maturity rate (rt3) column 7 is the 10 year treasury constant maturity rate (rt10) All series are for the United States. These data are for use with the exercises in the book Russell Davidson and James G. MacKinnon, Econometric Theory and Methods, New York, Oxford University Press, 2004.