SHAZAM Monthly Data

Monthly Data on Interest Rates and the Canadian $


A data set was retrieved from the Statistics Canada CANSIM data base. The data is monthly data for the period January 1980 to December 1996. This gives a total of 204 observations for each variable.

The CANSIM series labels and descriptions are:

  1. B14020   Canada : Chartered Bank Prime Business Loan Rate (in percent)
  2. B14024   Canada : Mortgage Lending Rate - 5 Year (in percent)
  3. B3400   U.S.A. $ Spot Rate in Canadian Dollars

A listing of the data set (filename: MOBS.txt) is given below.


   1980.01     15.00     13.26     1.16386
   1980.02     15.00     13.50     1.15601
   1980.03     15.75     14.69     1.17309
   1980.04     16.75     16.94     1.18561
   1980.05     13.75     13.99     1.17309
   1980.06     13.25     12.92     1.15152
   1980.07     12.25     13.09     1.15191
   1980.08     12.25     13.44     1.15912
   1980.09     12.25     14.50     1.16462
   1980.10     12.75     14.87     1.16905
   1980.11     13.75     15.00     1.18605
   1980.12     18.25     15.60     1.19679
   1981.01     18.25     15.17     1.19075
   1981.02     18.25     15.27     1.19875
   1981.03     17.75     15.75     1.19124
   1981.04     18.25     16.45     1.19080
   1981.05     19.50     17.82     1.20092
   1981.06     20.00     18.55     1.20400
   1981.07     21.00     18.90     1.21145
   1981.08     22.75     21.30     1.22297
   1981.09     21.25     21.46     1.20070
   1981.10     20.00     20.54     1.20276
   1981.11     17.25     18.80     1.18739
   1981.12     17.25     17.79     1.18511
   1982.01     16.50     18.21     1.19241
   1982.02     16.50     18.97     1.21403
   1982.03     17.00     19.41     1.22040
   1982.04     17.00     19.28     1.22475
   1982.05     17.00     19.11     1.23392
   1982.06     18.25     19.10     1.27528
   1982.07     17.25     19.22     1.26989
   1982.08     16.00     18.72     1.24513
   1982.09     15.00     17.49     1.23468
   1982.10     13.75     16.02     1.22993
   1982.11     13.00     14.79     1.22621
   1982.12     12.50     14.34     1.23819
   1983.01     12.00     14.05     1.22843
   1983.02     11.50     13.60     1.22730
   1983.03     11.50     13.45     1.22620
   1983.04     11.00     13.26     1.23215
   1983.05     11.00     13.16     1.22879
   1983.06     11.00     12.98     1.23216
   1983.07     11.00     13.08     1.23240
   1983.08     11.00     13.57     1.23364
   1983.09     11.00     13.88     1.23241
   1983.10     11.00     13.10     1.23187
   1983.11     11.00     12.84     1.23672
   1983.12     11.00     12.55     1.24685
   1984.01     11.00     12.55     1.24833
   1984.02     11.00     12.52     1.24795
   1984.03     11.50     12.82     1.27004
   1984.04     11.50     13.51     1.27941
   1984.05     12.00     14.26     1.29430
   1984.06     12.50     14.53     1.30382
   1984.07     13.50     14.96     1.32398
   1984.08     13.00     14.45     1.30339
   1984.09     13.00     13.99     1.31435
   1984.10     12.50     13.72     1.31877
   1984.11     12.00     13.25     1.31631
   1984.12     11.25     12.74     1.32015
   1985.01     11.00     12.44     1.32384
   1985.02     11.50     12.57     1.35299
   1985.03     11.75     13.43     1.38342
   1985.04     10.75     12.77     1.36490
   1985.05     10.50     12.38     1.37567
   1985.06     10.50     11.89     1.36731
   1985.07     10.50     11.75     1.35244
   1985.08     10.25     11.77     1.35733
   1985.09     10.25     11.85     1.37024
   1985.10     10.00     11.96     1.36652
   1985.11     10.00     11.75     1.37651
   1985.12     10.00     11.61     1.39490
   1986.01     11.00     11.67     1.40658
   1986.02     13.00     11.94     1.40349
   1986.03     12.00     11.66     1.40089
   1986.04     11.25     11.12     1.38752
   1986.05     10.25     10.60     1.37534
   1986.06     10.25     10.87     1.38970
   1986.07      9.75     11.06     1.38058
   1986.08      9.75     11.00     1.38831
   1986.09      9.75     11.10     1.38707
   1986.10      9.75     11.25     1.38831
   1986.11      9.75     11.25     1.38605
   1986.12      9.75     11.17     1.37980
   1987.01      9.25     10.85     1.36032
   1987.02      9.25     10.46     1.33388
   1987.03      8.75     10.20     1.31921
   1987.04      9.25     10.39     1.31892
   1987.05      9.50     11.04     1.34119
   1987.06      9.50     11.26     1.33855
   1987.07      9.50     11.26     1.32581
   1987.08     10.00     11.49     1.32557
   1987.09     10.00     11.72     1.31528
   1987.10      9.75     11.97     1.30950
   1987.11      9.75     11.49     1.31611
   1987.12      9.75     11.56     1.30743
   1988.01      9.75     11.73     1.28529
   1988.02      9.75     11.49     1.26790
   1988.03      9.75     11.08     1.24905
   1988.04     10.25     11.04     1.23510
   1988.05     10.25     11.29     1.23686
   1988.06     10.75     11.41     1.21739
   1988.07     10.75     11.40     1.20734
   1988.08     11.25     11.92     1.22430
   1988.09     11.75     12.16     1.22651
   1988.10     11.75     11.79     1.20525
   1988.11     11.75     11.78     1.21738
   1988.12     12.25     12.13     1.19602
   1989.01     12.25     12.24     1.19143
   1989.02     12.75     12.23     1.18900
   1989.03     13.50     12.41     1.19529
   1989.04     13.50     12.72     1.18857
   1989.05     13.50     12.29     1.19270
   1989.06     13.50     11.93     1.19835
   1989.07     13.50     11.85     1.18881
   1989.08     13.50     11.76     1.17536
   1989.09     13.50     11.75     1.18265
   1989.10     13.50     11.75     1.17478
   1989.11     13.50     11.75     1.16955
   1989.12     13.50     11.95     1.16117
   1990.01     13.50     12.01     1.17136
   1990.02     14.25     12.42     1.19648
   1990.03     14.25     12.92     1.17982
   1990.04     14.75     13.67     1.16385
   1990.05     14.75     14.21     1.17457
   1990.06     14.75     14.03     1.17281
   1990.07     14.75     13.97     1.15683
   1990.08     14.25     13.56     1.14444
   1990.09     13.75     13.40     1.15816
   1990.10     13.75     13.21     1.15981
   1990.11     13.25     13.04     1.16310
   1990.12     12.75     12.49     1.16005
   1991.01     12.25     12.13     1.15590
   1991.02     11.25     11.58     1.15459
   1991.03     11.25     11.45     1.15688
   1991.04     10.75     11.27     1.15331
   1991.05      9.75     11.23     1.14964
   1991.06      9.75     11.24     1.14373
   1991.07      9.75     11.31     1.14912
   1991.08      9.75     11.47     1.14474
   1991.09      9.50     11.38     1.13680
   1991.10      8.75     10.84     1.12790
   1991.11      8.50     10.14     1.13033
   1991.12      8.00      9.84     1.14575
   1992.01      7.50      9.71     1.15648
   1992.02      7.50      9.68     1.18253
   1992.03      8.25     10.06     1.19263
   1992.04      7.75     10.37     1.18755
   1992.05      7.50     10.14     1.19903
   1992.06      7.00      9.72     1.19587
   1992.07      6.75      9.26     1.19173
   1992.08      6.50      8.72     1.19087
   1992.09      6.25      8.54     1.22228
   1992.10      7.75      9.23     1.24503
   1992.11      9.75      9.33     1.26796
   1992.12      7.25      9.48     1.27273
   1993.01      6.75      9.47     1.27755
   1993.02      6.50      9.44     1.25974
   1993.03      6.00      8.97     1.24687
   1993.04      6.00      8.89     1.26200
   1993.05      6.00      8.88     1.27008
   1993.06      6.00      8.86     1.27862
   1993.07      5.75      8.68     1.28171
   1993.08      5.75      8.58     1.30876
   1993.09      5.75      8.57     1.32116
   1993.10      5.75      8.55     1.32611
   1993.11      5.50      7.84     1.31773
   1993.12      5.50      7.71     1.33070
   1994.01      5.50      7.33     1.31736
   1994.02      5.50      7.20     1.34208
   1994.03      6.25      7.89     1.36430
   1994.04      6.75      9.43     1.38247
   1994.05      6.75      9.48     1.38096
   1994.06      8.00      9.80     1.38378
   1994.07      7.50     10.69     1.38250
   1994.08      7.25     10.33     1.37755
   1994.09      7.00     10.01     1.35372
   1994.10      7.00      9.84     1.35001
   1994.11      7.00      9.85     1.36491
   1994.12      8.00     10.25     1.38842
   1995.01      9.25     10.60     1.41290
   1995.02      9.50     10.48     1.40051
   1995.03      9.75      9.93     1.40737
   1995.04      9.75      9.66     1.37586
   1995.05      9.25      8.98     1.36084
   1995.06      8.75      8.67     1.37720
   1995.07      8.25      8.54     1.36086
   1995.08      8.00      8.94     1.35493
   1995.09      8.00      8.95     1.35074
   1995.10      8.00      8.75     1.34550
   1995.11      7.75      8.66     1.35318
   1995.12      7.50      8.46     1.36947
   1996.01      7.25      8.02     1.36655
   1996.02      7.00      7.79     1.37550
   1996.03      6.75      8.16     1.36534
   1996.04      6.50      8.48     1.35910
   1996.05      6.50      8.47     1.36905
   1996.06      6.50      8.48     1.36549
   1996.07      6.25      8.48     1.36935
   1996.08      5.75      8.01     1.37183
   1996.09      5.75      7.94     1.36925
   1996.10      5.00      7.50     1.35064
   1996.11      4.75      7.01     1.33837
   1996.12      4.75      6.94     1.36181

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