This is a project to model the relationship between Cyclically Adjusted Price to Earnings ratio and Long-term Interest Rates.
The Cyclically Adjusted Price to Earnings ratio is captured through a 10 year average P/E ratio that has been adjusted for inflation. Long-term interest rates are represented by yield on 10 year US. treasury.
The data can be downloaded via this link
For more information please check the CAPE_Analysis Notebook
