Name: Bond Yields And Real GDP
Creator: Kaggle
License: https://www.usa.gov/government-works

About this Dataset

Bond Yields And Real GDP

Context

GDPC1 - time series representing real GDP measured quarterly spanning from 1947 to 2018 in billions of dollars, adjusted for inflation and chained to 2012 dollars

DGS2 - time series representing 2Y treasury constant maturity rate measured daily in % spanning from 1976 to 2019

T10Y2Y - time series representing 10Y treasury yields minus 2Y treasury yields measured daily , spanning from 1976 to 2018

USREC - time series represents when the US experienced recession spanning from 1854 to 2018 measured daily. A '1' indicating that the US is in a period of recession and '0' indicating that the US is not in a period of recession

Content

Each CSV file has only two columns, the first column representing the date and the second column representing the value of the time series as indicated above. Missing values are represented by '.'

Acknowledgements

All data was downloaded from the website of the Federal Reserve Bank of St. Louis (https://fred.stlouisfed.org/)

Inspiration

Recently it was reported that bond yields inverted leading some to fear economic recession in the near future. Is there truth to these fears?
Is there any relationship between real GDP and bond yields
Can you use bond yields to predict real GDP?
Is there any validity to the notion that bond yield inversions are leading indicators of economic recession?
What other datatypes besides bond yields can we use to improve predictions of real gdp?

Tables

Dgs2

@kaggle.aavigan_real_gdp.dgs2

126.54 kB
11,182 rows
2 columns

CREATE TABLE dgs2 (
  "date" TIMESTAMP,
  "dgs2" VARCHAR
);

Gdpc1

@kaggle.aavigan_real_gdp.gdpc1

7.12 kB
288 rows
2 columns

CREATE TABLE gdpc1 (
  "date" TIMESTAMP,
  "gdpc1" DOUBLE
);

T10y2y

@kaggle.aavigan_real_gdp.t10y2y

117.67 kB
11,103 rows
2 columns

CREATE TABLE t10y2y (
  "date" TIMESTAMP,
  "t10y2y" VARCHAR
);

Usrec

@kaggle.aavigan_real_gdp.usrec

20.81 kB
1,968 rows
2 columns

CREATE TABLE usrec (
  "date" TIMESTAMP,
  "usrec" BIGINT
);