, Description & Acronyms Units Sources Real Gross Domestic Product (GDP) Billions US B.E.A. All Federal Reserve Banks: Total Assets (AST) Millions H.4.1 F.A.R.B. Consumer Price Index for All Urban Consumers (CPI) Index US B.E.A. Ten-year Treasury Term Premium (10Y TP) Rates Adrian, 2013.

, BAA) Rates Moody's Ten-Year Treasury Constant Maturity Rate (10Y) Rates H.15 S.I.R. Ten-year Expected Average Short-Term Rates (10Y exp. ST rates) Rates Adrian et al. (2013) 10-Year Breakeven Inflation Rate (10Y infl) Rates Federal Reserve St. Louis Households and Nonprofit Organizations, Net Worth (HH NW) Billions Z.1 F.A.U.S. Nonfinancial Corporate Business

. St and . Louis, Fed Financial Stress Index (STL stress) Index Federal Reserve St. Louis CBOE Volatility Index: VIX (CBOE VIX) Index CBOE Market Statistics Initialisms: B.E.A. = Bureau of Economic Analysis, F.A.R.B. = Factors Affecting Reserve Balances

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