Loan demand and supply data

List of variables:

loans=commercial and industrial loans (billions of dollars, not seasonally adjusted)
Deposits=total deposits in the banking system (billions)
Tbill3=yield on 3-month Treasury bills sold in secondary market
prime=average prime rate
aaa=average yield to maturity on long-term bonds rated Aaa by Moody's Investor Service
indprod=index of industrial production


Monthly data from January 1973 through September 2003.

Source: Federal Reserve Board,

John Kane -
Department of Economics, SUNY-Oswego, Oswego, NY 13126