Interest Rates

From the Federal Reserve in St. Louis (FRED)

Mortgage Rates from https://www.mortgagenewsdaily.com/mortgage-rates

30-Year Fixed Rate Mortgage Average in the United States (MORTGAGE30US)

Federal Funds Effective Rate (FEDFUNDS)

Overnight Reverse Repo vs. Interest Rate on Reserve Balances

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity (DGS10)

30 Year Fixed Mortgage Rate, 10 Year Treasury, and Spread Between Them

3-Month Treasury Bill Secondary Market Rate (TB3MS)

Mortgage Debt Service Payments as a Percent of Disposable Personal Income (MDSP)

Real Aaa Corporate Bond Rate of Return -
Moody's Seasoned Aaa Corporate Bond Yield-(100/(1+Consumer Price Index for All Urban Consumers: Purchasing Power of the Consumer Dollar in U.S. City Average/100)-100)

This turned out trickier than expected. But I think this is pretty useful. It's the real rate for Aaa corporate bonds.https://t.co/W8b464zPfJ

All other time series I found were either not continuous or low frequency.
— Kilian 🌍🏕☮ 🍞 (@kilianjay1) September 11, 2022

Interest Rates

30-Year Fixed Rate Mortgage Average in the United States (MORTGAGE30US)

Federal Funds Effective Rate (FEDFUNDS)

Overnight Reverse Repo vs. Interest Rate on Reserve Balances

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity (DGS10)

30 Year Fixed Mortgage Rate, 10 Year Treasury, and Spread Between Them

3-Month Treasury Bill Secondary Market Rate (TB3MS)

Mortgage Debt Service Payments as a Percent of Disposable Personal Income (MDSP)

Real Aaa Corporate Bond Rate of Return - Moody's Seasoned Aaa Corporate Bond Yield-(100/(1+Consumer Price Index for All Urban Consumers: Purchasing Power of the Consumer Dollar in U.S. City Average/100)-100)

Real Aaa Corporate Bond Rate of Return -
Moody's Seasoned Aaa Corporate Bond Yield-(100/(1+Consumer Price Index for All Urban Consumers: Purchasing Power of the Consumer Dollar in U.S. City Average/100)-100)