mjohngreene/FRB-US
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HISTDATA.TXT contains the complete historical database of the FRB/US model in csv format. The historical values of the BBB corporate bond yield, RBBB, are placeholders given by the identity RBBB = RG10 + RBBBP, where RG10 is the 10-year treasury yield and RBBBP represents the BBB risk premium which is assumed to be 170 basis points over the whole sample. Other data sources for BBB bond rates can be used in the model if the historical values for RBBB and RBBBP are redefined accordingly. FRB/US variable definitions can be found in the frbus_package .zip file, under mods/model.xml.