Treasury yield curve from the Volcker era through Greenspan,…

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2006–2014 using FRBData


2006–2014 using FRBData package

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

require(YieldCurve)
data(FedYieldCurve)
maturities <- c(3/12,6/12,1,2,3,5,7,10)
howmany=NROW(FedYieldCurve)
require(animation)
saveGIF({
    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])))
        grid()
        }
    },interval=.05,movie.name="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:

image

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