Long-term interest rate statistics - IRS

Data - ECB

Author

François Geerolf

Last observation: juil. 2026 (N = 36)

First observation: mai 1983 (N = 1)

Last data update: 01 sept. 2026, 02:22

Last compile: 02 sept. 2026, 23:16

Structure

Info

  • Data Structure Definition (DSD). html

Long-term interest rate for convergence purposes

France, Germany, Italy

Code 
IRS |>
  filter(REF_AREA %in% c("FR", "DE", "IT"),
         IR_TYPE == "L",
         TR_TYPE == "L40") |>
  month_to_date() %>%
  select_if(~n_distinct(.) > 1) |>
  add_flag_color("Ref_area") |>
  mutate(OBS_VALUE = OBS_VALUE/100) |>
  ggplot() + theme_minimal() + xlab("") + ylab("Loans to households (%)") +
  geom_line(aes(x = date, y = OBS_VALUE, color = color)) + 
  add_flags(3) + scale_color_identity() +
  scale_x_date(breaks = seq(1960, 2100, 2) |> paste0("-01-01") |> as.Date(),
               labels = date_format("%Y")) +
  scale_y_continuous(breaks = 0.01*seq(-10, 50, 1),
                     labels = percent_format(accuracy = 1))

Spain, Portugal, Euro Area

Code 
IRS |>
  filter(REF_AREA %in% c("ES", "PT", "U2"),
         IR_TYPE == "L",
         TR_TYPE == "L40") |>
  month_to_date() %>%
  select_if(~n_distinct(.) > 1) |>
  mutate(Ref_area = ifelse(REF_AREA == "U2", "Europe", Ref_area)) |>
  add_flag_color("Ref_area") |>
  mutate(OBS_VALUE = OBS_VALUE/100) |>
  ggplot() + theme_minimal() + xlab("") + ylab("Loans to households (%)") +
  geom_line(aes(x = date, y = OBS_VALUE, color = color)) + 
  add_flags(3) + scale_color_identity() +
  scale_x_date(breaks = seq(1960, 2100, 2) |> paste0("-01-01") |> as.Date(),
               labels = date_format("%Y")) +
  scale_y_continuous(breaks = 0.01*seq(-10, 50, 1),
                     labels = percent_format(accuracy = 1))

Austria, Belgium, Greece

Code 
IRS |>
  filter(REF_AREA %in% c("AT", "BE", "GR"),
         IR_TYPE == "L",
         TR_TYPE == "L40") |>
  month_to_date() %>%
  select_if(~n_distinct(.) > 1) |>
  mutate(Ref_area = ifelse(REF_AREA == "U2", "Europe", Ref_area)) |>
  add_flag_color("Ref_area") |>
  mutate(OBS_VALUE = OBS_VALUE/100) |>
  ggplot() + theme_minimal() + xlab("") + ylab("Loans to households (%)") +
  geom_line(aes(x = date, y = OBS_VALUE, color = color)) + 
  add_flags(3) + scale_color_identity() +
  scale_x_date(breaks = seq(1960, 2100, 2) |> paste0("-01-01") |> as.Date(),
               labels = date_format("%Y")) +
  scale_y_continuous(breaks = 0.01*seq(-10, 50, 1),
                     labels = percent_format(accuracy = 1))