Long-term interest rate statistics

Data - ECB

Author

François Geerolf 

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Info

Last observation: Monthly: 2026-07 (N = 36)

First observation: Monthly: 1983-05 (N = 1)

Last data update: 13 aoû 2026, 04:07. Last compile: 13 aoû 2026, 08:24

Structure

Info

source dataset Title .html .rData
ecb IRS Long-term interest rate statistics 2026-08-12 2026-08-11

Info

  • Data Structure Definition (DSD). html

Data on interest rates

source dataset Title .html .rData
bdf FM Marché financier, taux 2026-08-11 2026-08-10
bdf MIR Taux d'intérêt - Zone euro 2026-08-11 2026-08-10
bdf MIR1 Taux d'intérêt - France 2026-08-11 2026-08-10
bis CBPOL_D Policy Rates, Daily 2026-08-11 2026-08-01
bis CBPOL_M Policy Rates, Monthly 2026-08-11 2026-07-25
ecb FM Financial market data 2026-08-12 2026-08-11
ecb MIR MFI Interest Rate Statistics 2026-08-12 2026-08-11
eurostat ei_mfir_m Interest rates - monthly data 2026-08-11 2026-08-11
eurostat irt_lt_mcby_d EMU convergence criterion series - daily data 2026-08-11 2026-08-02
eurostat irt_st_m Money market interest rates - monthly data 2026-08-11 2026-08-11
fred r Interest Rates 2026-08-11 2026-08-11
oecd MEI Main Economic Indicators 2026-08-11 2026-08-02
oecd MEI_FIN Monthly Monetary and Financial Statistics (MEI) 2026-08-11 2026-08-02
wdi FR.INR.DPST Deposit interest rate (%) 2026-08-11 2026-08-11
wdi FR.INR.LEND Lending interest rate (%) 2026-08-11 2026-08-11
wdi FR.INR.RINR Real interest rate (%) 2026-08-11 2026-08-11

LAST_COMPILE

LAST_COMPILE
2026-08-13

Last

Code 
IRS |>
  group_by(TIME_PERIOD) |>
  summarise(Nobs = n()) |>
  arrange(desc(TIME_PERIOD)) |>
  head(2) |>
  print_table_conditional()
TIME_PERIOD Nobs
2026-07 36
2026-06 36

TIME_PERIOD

Code 
IRS |>
  group_by(TIME_PERIOD) |>
  summarise(Nobs = n()) |>
  arrange(desc(TIME_PERIOD)) |>
  print_table_conditional()

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) |>
  left_join(colors, by = c("Ref_area" = "country")) |>
  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)) |>
  left_join(colors, by = c("Ref_area" = "country")) |>
  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)) |>
  left_join(colors, by = c("Ref_area" = "country")) |>
  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))