Macro Economic Data - Annual

The data was obtained from the Federal Reserve Site in St. Louis.

You can download the spreadsheet that contains this data here: http://www.stern.nyu.edu/~adamodar/pc/datasets/macrodata.xls

Date T.Bond Rate [1] Change in rate [2] GDP (Deflated) [3] % Chg in GDP [4] CPI [5] Change in CPI [6] Weighted Dollar [7] % Change in $ [8]
2007 4.02% -0.65% 12133 2.93% 4.30% 2.19% 73.06 -0.34%
2006 4.70% 0.30% 11787 3.40% 2.07% -1.84% 82.37 -0.34%
2005 4.39% 0.16% 11399 3.68% 3.99% 0.66% 84.29 3.98%
2004 4.22% 0.13% 10994 3.72% 3.30% 1.34% 81.06 -3.92%
2003 4.08% 0.05% 10600 4.32% 1.93% -0.65% 84.37 -14.59%
2002 4.03% -0.97% 10161 2.80% 2.60% 1.44% 98.78 -11.17%
2001 5.05% -0.18% 9884 -0.04% 1.14% -2.50% 111.20 7.45%
2000 5.24% -0.98% 9888 2.24% 3.73% 0.96% 103.49 7.73%
1999 6.28% 1.56% 9671 4.70% 2.74% 1.04% 96.06 1.68%
1998 4.65% -1.03% 9237 4.51% 1.68% 0.11% 94.47 -4.08%
1997 5.74% -0.63% 8838 4.33% 1.57% -1.43% 98.49 9.40%
1996 6.41% 0.80% 8471 4.43% 3.04% 0.31% 90.03 4.14%
1995 5.57% -2.09% 8112 2.01% 2.72% -0.08% 86.45 -0.71%
1994 7.82% 1.92% 7952 4.12% 2.80% 0.27% 87.07 -5.37%
1993 5.79% -0.83% 7637 2.50% 2.52% -0.72% 92.01 0.56%
1992 6.68% -0.02% 7451 4.15% 3.26% 0.64% 91.50 6.89%
1991 6.70% -1.26% 7154 1.09% 2.60% -2.89% 85.60 0.69%
1990 8.06% 0.12% 7077 0.65% 5.65% 0.43% 85.01 -8.00%
1989 7.93% -1.11% 7031 2.66% 5.20% 0.51% 92.40 2.04%
1988 9.14% 0.26% 6849 3.66% 4.67% 0.60% 90.55 1.05%
1987 8.86% 1.53% 6607 4.49% 4.05% 2.54% 89.61 -12.01%
1986 7.22% -1.61% 6323 2.83% 1.47% -2.33% 101.84 -15.26%
1985 8.98% -2.27% 6149 4.19% 3.89% 3.89% 120.18 -13.51%
1984 11.51%   5902       138.96  

[1]
Aswath Damodaran:
This is the 10-year T.Bond rate, since it is available for a longer period.
[2]
Aswath Damodaran:
Computed as
Chg in rate/(1+rate)
Works almost as well if computed as Chg in rate.
[3]
Aswath Damodaran:
Nominal GDP deflated at deflator rate to real GDP
[4]
Aswath Damodaran:
Computed as
Chg in GDP/GDP
[5]
Aswath Damodaran:
[6]
Aswath Damodaran:
Computed as
Chg in CPI/(1+CPI)
Works as well as
Chg in CPI
[7]
Aswath Damodaran:
Dollar weighted by trade
[8]
Aswath Damodaran:
Change in $/$ in previous year

 



Last updated on March 10, 2008
By Aswath Damodaran