Mishkin • Instructor’s Manual for The Economics of Money, Banking, and Financial Markets, Twelfth Edition 56
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 fixed rate mortgage average
(MORTGAGE30US), and the NBER recession indicators (USREC). For the mortgage rate
indicator, set the frequency setting to ‘monthly’.
a. In general, how do these interest rates behave during expansionary periods?
b. In general, how do the three-month interest rates compare to the 30-year rates? How do
the Treasury rates compare to the respective commercial paper and mortgage rates?
In nearly all instances, the 30-year rates are significantly higher than the three-month
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?
May 2017 January 2000
Three-month rate avg. 0.92 5.53