Get the monthly data from 1978 to 2006 on the three month T-bill rate (CANSIM series V122531),

Question:

Get the monthly data from 1978 to 2006 on the three month T-bill rate (CANSIM series V122531), the interest rate on long-term corporate bonds (series V122518), and the interest rate on long-term Canada bonds (series V122544) from the Textbook Resources area of the MyEconLab.

a. Present a time series plot of these interest rate series and comment on their long-run movements.

b. Calculate the mean and standard deviation as well as the maximum and minimum values for each series over the sample period.

c. Which were the worst and best years in terms of interest rates?

Step by Step Answer:

Related Book For  book-img-for-question

The Economics Of Money Banking And Financial Markets

ISBN: 9780321584717

4th Canadian Edition

Authors: Frederic S. Mishkin, Apostolos Serletis

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