Interest rates - monthly data
Data - Eurostat
Info
Data on interest rates
source | dataset | .html | .RData |
---|---|---|---|
bdf | FM | 2024-07-26 | 2024-10-16 |
bdf | MIR | 2024-07-26 | 2024-07-01 |
bdf | MIR1 | 2024-10-16 | 2024-10-16 |
bis | CBPOL_D | 2024-09-13 | 2024-05-10 |
bis | CBPOL_M | 2024-08-09 | 2024-04-19 |
ecb | FM | 2024-10-30 | 2024-11-01 |
ecb | MIR | 2024-06-19 | 2024-10-30 |
eurostat | ei_mfir_m | 2024-11-01 | 2024-10-08 |
eurostat | irt_lt_mcby_d | 2024-11-01 | 2024-08-28 |
eurostat | irt_st_m | 2024-11-01 | 2024-10-08 |
fred | r | 2024-11-01 | 2024-11-01 |
oecd | MEI | 2024-04-16 | 2024-06-30 |
oecd | MEI_FIN | 2024-09-15 | 2024-05-21 |
wdi | FR.INR.RINR | 2024-08-28 | 2024-09-18 |
Data on public debt
source | dataset | .html | .RData |
---|---|---|---|
eurostat | ei_mfir_m | 2024-11-01 | 2024-10-08 |
eurostat | gov_10q_ggdebt | 2024-11-01 | 2024-10-08 |
fred | r | 2024-11-01 | 2024-11-01 |
fred | saving | 2024-11-01 | 2024-11-01 |
gfd | debt | 2021-08-22 | 2021-03-01 |
imf | FM | 2024-06-20 | 2020-03-13 |
imf | GGXCNL_G01_GDP_PT | 2024-10-29 | 2024-10-29 |
imf | GGXONLB_G01_GDP_PT | 2024-10-29 | 2024-10-29 |
imf | GGXWDN_G01_GDP_PT | 2024-10-29 | 2024-05-06 |
imf | HPDD | 2024-06-20 | NA |
oecd | QASA_TABLE7PSD | 2024-09-15 | 2024-04-15 |
wdi | GC.DOD.TOTL.GD.ZS | 2023-06-18 | 2024-09-18 |
wdi | GC.XPN.INTP.CN | 2023-06-18 | 2024-09-18 |
wdi | GC.XPN.INTP.RV.ZS | 2023-06-18 | 2024-09-18 |
wdi | GC.XPN.INTP.ZS | 2024-09-18 | 2024-09-18 |
Last
Code
%>%
ei_mfir_m group_by(time) %>%
summarise(Nobs = n()) %>%
arrange(desc(time)) %>%
head(1) %>%
print_table_conditional()
time | Nobs |
---|---|
2024M09 | 9 |
indic
Code
%>%
ei_mfir_m left_join(indic, by = "indic") %>%
group_by(indic, Indic) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
print_table_conditional()
indic | Indic | Nobs |
---|---|---|
MF-LTGBY-RT | Long term government bond yields - Maastricht definition (average) | 11756 |
MF-3MI-RT | 3-month interest rates (average) | 5013 |
MF-DDI-RT | Day-to-day money market interest rates (average) | 4416 |
MF-EY10YM-RT | Euro yields - 10 years (average) | 241 |
MF-EY1YM-RT | Euro yields - 1 year (average) | 241 |
MF-EY5YM-RT | Euro yields - 5 years (average) | 241 |
geo
Code
%>%
ei_mfir_m left_join(geo, by = "geo") %>%
group_by(geo, Geo) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
mutate(Geo = ifelse(geo == "DE", "Germany", Geo)) %>%
mutate(Flag = gsub(" ", "-", str_to_lower(Geo)),
Flag = paste0('<img src="../../bib/flags/vsmall/', Flag, '.png" alt="Flag">')) %>%
select(Flag, everything()) %>%
if (is_html_output()) datatable(., filter = 'top', rownames = F, escape = F) else .} {
time
Code
%>%
ei_mfir_m group_by(time) %>%
summarise(Nobs = n()) %>%
arrange(desc(time)) %>%
print_table_conditional
Interest Rates
Table
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("2000M01", "2005M01", "2010M01", "2020M01", "2021M04")) %>%
time select_if(~ n_distinct(.) > 1) %>%
left_join(geo, by = "geo") %>%
spread(time, values) %>%
mutate(Geo = ifelse(geo == "DE", "Germany", Geo)) %>%
mutate(Flag = gsub(" ", "-", str_to_lower(Geo)),
Flag = paste0('<img src="../../bib/flags/vsmall/', Flag, '.png" alt="Flag">')) %>%
select(Flag, everything()) %>%
if (is_html_output()) datatable(., filter = 'top', rownames = F, escape = F) else .} {
Germany, Italy, France, Spain
All
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 2),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
1995-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("1995-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 2),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
1998-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("1998-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 2), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
2010-2015
Interest rates
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2010-01-01"),
<= as.Date("2016-01-01")) %>%
date mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
2005-
Interest rates
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2005-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 2), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
Spreads
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2005-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
group_by(date) %>%
mutate(values = values - values[geo == "DE"]) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 2), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond spreads vs. Germany\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, .5),
labels = percent_format(a = .1))
2000-2007
Interest rates
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2000-01-01"),
<= as.Date("2008-01-01")) %>%
date mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, .2),
labels = percent_format(a = .1))
Spreads
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2000-01-01"),
<= as.Date("2008-01-01")) %>%
date mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
group_by(date) %>%
mutate(values = values - values[geo == "DE"]) %>%
#filter(geo != "DE") %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond spreads vs. Germany\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, .1),
labels = percent_format(a = .1))
2014-
Interest rates
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2014-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
Spreads
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2014-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
group_by(date) %>%
mutate(values = values - values[geo == "DE"]) %>%
#filter(geo != "DE") %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond spreads vs. Germany\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, .5),
labels = percent_format(a = .1))
Germany, Italy, France, Spain, Greece
All
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES", "EL")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_5flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 2),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
1995-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES", "EL")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("1995-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_5flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 2),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
1998-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES", "EL")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("1998-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_5flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 2), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
2005-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES", "EL")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2005-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_5flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 2), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
2014-
Interest rates
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES", "EL")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2014-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_5flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
Spreads
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES", "EL")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2014-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
group_by(date) %>%
mutate(values = values - values[geo == "DE"]) %>%
#filter(geo != "DE") %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_5flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond spreads vs. Germany\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, .5),
labels = percent_format(a = .1))
2018-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES", "EL")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2018-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_5flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
Germany, Italy, France, Spain, Greece, Portugal
2018-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("FR", "DE", "IT", "ES", "EL", "PT")) %>%
geo left_join(geo, by = "geo") %>%
%>%
month_to_date filter(date >= as.Date("2018-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_6flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
Portugal, Greece, Germany, Euro area
All
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("EA", "DE", "EL", "PT")) %>%
geo left_join(geo, by = "geo") %>%
mutate(Geo = ifelse(geo == "EA", "Europe", Geo)) %>%
%>%
month_to_date mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 2),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
1995-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("EA", "DE", "EL", "PT")) %>%
geo left_join(geo, by = "geo") %>%
mutate(Geo = ifelse(geo == "EA", "Europe", Geo)) %>%
%>%
month_to_date filter(date >= as.Date("1995-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 5), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 2),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
2005-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("EA", "DE", "EL", "PT")) %>%
geo left_join(geo, by = "geo") %>%
mutate(Geo = ifelse(geo == "EA", "Europe", Geo)) %>%
%>%
month_to_date filter(date >= as.Date("2005-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 2), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
2014-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("EA", "DE", "EL", "PT")) %>%
geo left_join(geo, by = "geo") %>%
mutate(Geo = ifelse(geo == "EA", "Europe", Geo)) %>%
%>%
month_to_date filter(date >= as.Date("2014-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_4flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
Portugal, Spain, Italy
1998-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("EA","FR", "PT", "ES", "IT")) %>%
geo left_join(geo, by = "geo") %>%
mutate(Geo = ifelse(geo == "EA", "Europe", Geo)) %>%
%>%
month_to_date filter(date >= as.Date("1998-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_5flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 2), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
2014-
Code
%>%
ei_mfir_m filter(indic %in% c("MF-LTGBY-RT"),
%in% c("EA","FR", "PT", "ES", "IT")) %>%
geo left_join(geo, by = "geo") %>%
mutate(Geo = ifelse(geo == "EA", "Europe", Geo)) %>%
%>%
month_to_date filter(date >= as.Date("2014-01-01")) %>%
mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
+ geom_line(aes(x = date, y = values, color = color)) +
ggplot scale_color_identity() + theme_minimal() + add_5flags +
scale_x_date(breaks = as.Date(paste0(seq(1960, 2030, 1), "-01-01")),
labels = date_format("%Y")) +
xlab("") + ylab("Long term government bond yields\nMaastricht definition (average)") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")