Treasury yield curve from the Volcker era through Greenspan,…

November 5, 2014

(This article was first published on isomorphismes, and kindly contributed to R-bloggers)

2006–2014 using FRBData

2006–2014 using FRBData package

Treasury yield curve from the Volcker era through Greenspan, Bernanke, and Yellen.

maturities <- c(3/12,6/12,1,2,3,5,7,10)
    for (i in 1:howmany) {
        plot(maturities, FedYieldCurve[i,], type="o",lwd=3, col="#333333", xlab="Maturities structure in years", ylab="Interest rates values",ylim=c(0,15) )
        title(main=paste("Federal Reserve yield curve observed at", time(FedYieldCurve[i])))
    },interval=.05,"yield curve evolution.gif", ani.width=300,ani.height=300)

I can’t upload a larger view, but just run that code with a bigger width & height, you might get a ~10MB gif. I shrank it further with gifsicle.

Here’s the animated history of the ECB yield curve, as well:


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