Browse All U.S. Indicators
Browse every U.S. economic time series indicator available on KRED, organized by category and group.
Money, Banking, & Finance
Monetary Data
U.S. Liquidity Indicators
- U.S. Federal Reserve Private Sector Net Liquidity BalancePozsar (2022); Duffie and Krishnamurthy (2016)USNETLIQWeekly
- U.S. Federal Reserve Bank Reserve BalancesBoard of Governors of the Federal Reserve System (2002)USFEDRSVWeekly
- U.S. Treasury General Account BalanceBoard of Governors of the Federal Reserve System (2002)USTGAWeekly
- U.S. Federal Reserve Overnight Reverse Repurchase Agreement BalanceFederal Reserve Bank of New York (2013)USFEDRRPDaily
- U.S. Federal Reserve Total AssetsBoard of Governors of the Federal Reserve System (2002)USFEDASSETWeekly
Reserve-Conditions Spread
Exchange Rates
Interest Rates
U.S. Money-Market & Real Rates
U.S. Federal Funds Rates
Yield Curve & Inflation Compensation
U.S. Treasury Constant Maturity Yields
- U.S. Treasury 1M Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY1MDaily
- U.S. Treasury 3M Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY3MDaily
- U.S. Treasury 6M Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY6MDaily
- U.S. Treasury 1Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY1Daily
- U.S. Treasury 2Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY2Daily
- U.S. Treasury 3Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY3Daily
- U.S. Treasury 5Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY5Daily
- U.S. Treasury 10Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY10Daily
- U.S. Treasury 20Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY20Daily
- U.S. Treasury 30Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY30Daily
U.S. Treasury Curve Spreads
U.S. Near-Term Forward Spread
Term Premia
U.S. Term Premium
U.S. KRED-Estimated Term Premia
- U.S. KRED-Estimated 1-Year Term PremiumAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USTP1Daily
- U.S. KRED-Estimated 3-Year Term PremiumAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USTP3Daily
- U.S. KRED-Estimated 5-Year Term PremiumAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USTP5Daily
- U.S. KRED-Estimated 10-Year Term PremiumAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USTP10Daily
U.S. KRED-Estimated Term Premia without Persistence Correction
- U.S. KRED-Estimated 1-Year Term Premium without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMTP1Daily
- U.S. KRED-Estimated 3-Year Term Premium without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMTP3Daily
- U.S. KRED-Estimated 5-Year Term Premium without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMTP5Daily
- U.S. KRED-Estimated 10-Year Term Premium without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMTP10Daily
Risk-Neutral Yields
U.S. KRED-Estimated Risk-Neutral Yields
- U.S. KRED-Estimated 1-Year Risk-Neutral YieldAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USRNY1Daily
- U.S. KRED-Estimated 3-Year Risk-Neutral YieldAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USRNY3Daily
- U.S. KRED-Estimated 5-Year Risk-Neutral YieldAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USRNY5Daily
- U.S. KRED-Estimated 10-Year Risk-Neutral YieldAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USRNY10Daily
U.S. KRED-Estimated Risk-Neutral Yields without Persistence Correction
- U.S. KRED-Estimated 1-Year Risk-Neutral Yield without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMRNY1Daily
- U.S. KRED-Estimated 3-Year Risk-Neutral Yield without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMRNY3Daily
- U.S. KRED-Estimated 5-Year Risk-Neutral Yield without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMRNY5Daily
- U.S. KRED-Estimated 10-Year Risk-Neutral Yield without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMRNY10Daily
Prices
Consumer & Producer Prices
U.S. Consumer & Producer Prices
- U.S. All Items Consumer Price IndexLaspeyres (1871); Konüs (1939)USCPIMonthly
- U.S. All Commodities Producer Price IndexLaspeyres (1871); Fisher (1922)USPPIMonthly
- U.S. Seasonally Adjusted All Items Consumer Price IndexLaspeyres (1871); Konüs (1939)USCPISAMonthly
- U.S. Seasonally Adjusted Core Consumer Price IndexEckstein (1981); Bryan and Cecchetti (1994)USCORECPISAMonthly
- U.S. Personal Consumption Expenditures Price IndexFisher (1922); Hill (1988)USPCEPIMonthly
- U.S. Core Personal Consumption Expenditures Price IndexEckstein (1981); Hill (1988)USCOREPCEPIMonthly
- U.S. Final Demand Producer Price IndexLaspeyres (1871); Fisher (1922)USPPIFDMonthly
- U.S. Core Final Demand Producer Price IndexEckstein (1981); Laspeyres (1871)USCOREPPIFDMonthly
- U.S. Trimmed-Mean PCE Inflation RateBryan and Cecchetti (1994); Bryan, Cecchetti, and Wiggins (1997)USTRIMPCEMonthly
- U.S. Median CPI InflationBryan and Cecchetti (1994); Meyer and Venkatu (2014)USMEDCPIMonthly
- U.S. 16% Trimmed-Mean CPI InflationBryan and Cecchetti (1994); Bryan, Cecchetti, and Wiggins (1997)USTRIMCPIMonthly
Employment & Labor Markets
Production & Business Activity
Real Activity & Business Cycle
U.S. Real Activity & Business Cycle
- U.S. Real Gross Domestic ProductKuznets (1941); Stone (1947)USRGDPQuarterly
- U.S. Industrial Production IndexFabricant (1940); Persons (1923)USIPMonthly
- U.S. Sahm-Rule Recession IndicatorSahm (2019)USSAHMMonthly
- U.S. ADS Business Conditions IndexStock and Watson (1989); Stock and Watson (1991)USADSDaily