Interest Rates (Federal Reserve Board’s H.15 Report). The WRDS RATES database is based upon the Federal Reserve Board’s H.15 release that contains selected interest rates for U.S. Treasuries and private money market and capital market instruments. All rates are reported in annual terms. Daily figures are for Business days and Monthly figures are averages of Business days unless otherwise noted.
FRB-Philadelphia State Indexes. A set of coincident indexes for the 50 states has been developed at the Federal Reserve Bank of Philadelphia, based on a national coincident index methodology developed by James Stock and Mark Watson.
In order to use this service, you must request an account. University of Texas at Austin faculty, Ph.D. students, and Master’s students may request an account by choosing the "register for a WRDS account" link via the web page linked above. Accounts will be activated within 48 business hours.
