Question 1

What is Fitted Instantaneous Forward Rate 1 Year Hence?

Accepted Answer

Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of long-term yields, distant-horizon forward rates, and term premiums. For the full paper, please go to http://www.feder...

Question 2

Where does Fitted Instantaneous Forward Rate 1 Year Hence data come from?

Accepted Answer

This dataset is sourced from FRED (FRED), a trusted provider of economic and financial data. DataSetIQ aggregates and standardizes this data for easy access and analysis.

Question 3

How often is Fitted Instantaneous Forward Rate 1 Year Hence updated?

Accepted Answer

This dataset is updated on a daily basis by FRED. DataSetIQ syncs the latest data regularly to ensure you have access to the most current information.

Question 4

What time period does Fitted Instantaneous Forward Rate 1 Year Hence cover?

Accepted Answer

This dataset covers the period from 1990 to 2026. The temporal coverage allows for historical analysis and trend identification over 36 years of data.

Question 5

What units is Fitted Instantaneous Forward Rate 1 Year Hence measured in?

Accepted Answer

The data in this dataset is measured in lin. Understanding the measurement units is important for accurate interpretation and comparison with other datasets.

Question 6

What is the data quality score for Fitted Instantaneous Forward Rate 1 Year Hence?

Accepted Answer

Fitted Instantaneous Forward Rate 1 Year Hence has a DataSetIQ score of 65/100. This score measures data quality based on completeness, timeliness, consistency, and coverage metrics.

Fitted Instantaneous Forward Rate 1 Year Hence

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