ANSWERS TO DATA ANALYSIS PROBLEMS
1. Go to the St. Louis Federal Reserve FRED database and find data on the three-month
treasury bill rate (TB3MS), the three-month AA nonfinancial commercial paper rate
(CPN3M), the 30-year treasury bond rate (GS30), the 30-year conventional mortgage rate
(MORTG), and the NBER recession indicators (USREC).
a. In general, how do these interest rates behave during recessions and during
expansionary periods?
b. In general, how do the three-month rates compare to the 30-year rates? How do the
treasury rates compare to the respective commercial paper and mortgage rates?
c. For the most recent available month of data, take the average of each of the three-month
rates and compare it to the average of the three-month rates from January 2000. How do
the averages compare?
d. For the most recent available month of data, take the average of each of the 30-year
rates and compare it to the average of the 30-year rates from January 2000. How do the
averages compare?