The Interest Swap Spread part of Pedagogy in Action:Library:Using Federal Reserve Economic Data :Examples
This activity shows how to compute the interest rate swap spread and plots it
Sovereign Debt Risk Premium part of Pedagogy in Action:Library:Using Federal Reserve Economic Data :Examples
This activity shows how to compute the sovereign debt risk premium in Europe and plots it
Inflation Expectations part of Pedagogy in Action:Library:Using Federal Reserve Economic Data :Examples
This activity shows how to operationalize the concept of inflation expectations and plots it
Corporate Risk Premium part of Pedagogy in Action:Library:Using Federal Reserve Economic Data :Examples
This activity shows how to compute the corporate bond risk premium and plots it
Nominal and Real Interest Rates part of Pedagogy in Action:Library:Using Federal Reserve Economic Data :Examples
This activity shows how to compute real interest rates and plots them
Purchasing Power Parity part of Pedagogy in Action:Library:Using Federal Reserve Economic Data :Examples
This activity shows how to compute the purchasing power parity value of a currency and plots it against its nominal exchange rate. Students can apply the concept of the Law of One Price and discuss its shortcomings. This exercise can be replicated for multiple currencies, price indexes and time periods.