Source: National Bureau of Economic Research  

Release: NBER Macrohistory Database  

Units:  Percentage of Deviation From Trend, Not Seasonally Adjusted

Frequency:  Monthly

Source: F.R. Macaulay, "The Movements Of Interest Rates, Bond Yields And Stock Prices In The U.S. Since 1856, " NBER Publication #33, 1938, Table 27, Column 2; Table 30, Columns 1 And 3.

This NBER data series m12018ba appears on the NBER website in Chapter 12 at http://www.nber.org/databases/macrohistory/contents/chapter12.html.

NBER Indicator: m12018ba