Anon

64 The Basics of financial economeTrics

TAbLE 3.5 (continued)

Date

10-Yr.

Treas.

Yield

Exp.

Infl.

Real

Rate Date

10-Yr.

Treas.

Yield

Exp.

Infl.

Real

Rate Date

10-Yr.

Treas.

Yield

Exp.

Infl.

Real
Rate
1993 1996 1999
Jan
Feb
Mar
Apr
May
June
July
Aug
Sept
Oct
Nov
Dec

6.359

6.02

6.024

6.009

6.149

5.776

5.807

5.448

5.382

5.427

5.819

5.794

4.495

4.482

4.466

4.453

4.439

4.420

4.399

4.380

4.357

4.333

4.309

4.284

2.474

2.427

2.385

2.330

2.272

2.214

2.152

2.084

2.020

1.958

1.885

1.812

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

5.58

6.098

6.327

6.67

6.852

6.711

6.794

6.943

6.703

6.339

6.044

6.418

3.505

3.458

3.418

3.376

3.335

3.297

3.261

3.228

3.195

3.163

3.131

3.102

1.250

1.270

1.295

1.328

1.359

1.387

1.417

1.449

1.481

1.516

1.558

1.608

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

4.651

5.287

5.242

5.348

5.622

5.78

5.903

5.97

5.877

6.024

6.191

6.442

2.631

2.621

2.605

2.596

2.586

2.572

2.558

2.543

2.527

2.515

2.502

2.490

2.933
2.964
2.998
3.018
3.035
3.058
3.079
3.103
3.129
3.150
3.161
3.165
1994 1997 2000
Jan
Feb
Mar
Apr
May
June
July
Aug
Sept
Oct
Nov
Dec

5.642

6.129

6.738

7.042

7.147

7.32

7.111

7.173

7.603

7.807

7.906

7.822

4.256

4.224

4.195

4.166

4.135

4.106

4.079

4.052

4.032

4.008

3.982

3.951

1.739

1.663

1.586

1.523

1.473

1.427

1.394

1.356

1.315

1.289

1.278

1.278

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

6.494

6.552

6.903

6.718

6.659

6.5

6.011

6.339

6.103

5.831

5.874

5.742

3.077

3.057

3.033

3.013

2.990

2.968

2.947

2.926

2.909

2.888

2.866

2.847

1.656

1.698

1.746

1.795

1.847

1.899

1.959

2.016

2.078

2.136

2.189

2.247

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

6.665

6.409

6.004

6.212

6.272

6.031

6.031

5.725

5.802

5.751

5.468

5.112

2.477

2.464

2.455

2.440

2.429

2.421

2.412

2.406

2.398

2.389

2.382

2.374

3.175
3.186
3.195
3.215
3.240
3.259
3.282
3.302
3.324
3.347
3.368
3.388
1995 1998 2001
Jan
Feb
Mar
Apr
May
June
July
Aug
Sept
Oct
Nov
Dec

7.581

7.201

7.196

7.055

6.284

6.203

6.426

6.284

6.182

6.02

5.741

5.572

3.926

3.899

3.869

3.840

3.812

3.781

3.746

3.704

3.662

3.624

3.587

3.549

1.269

1.261

1.253

1.240

1.230

1.222

1.223

1.228

1.232

1.234

1.229

1.234

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

5.505

5.622

5.654

5.671

5.552

5.446

5.494

4.976

4.42

4.605

4.714

4.648

2.828

2.806

2.787

2.765

2.744

2.725

2.709

2.695

2.680

2.666

2.653

2.641

2.306

2.369

2.428

2.493

2.552

2.611

2.666

2.720

2.767

2.811

2.854

2.894

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

5.114

4.896

4.917

5.338

5.381

5.412

5.054

4.832

4.588

4.232

4.752

5.051

2.368

2.366

2.364

2.364

2.362

2.363

2.363

2.365

2.365

2.366

2.368

2.370

3.396

3.393

3.386

3.366

3.343

3.313

3.279

3.242

3.192

3.136

3.076

3.013