Info

source	dataset	Title	.html	.rData
eurostat	irt_euryld_d	Euro yield curves - daily data	2025-10-10	2025-10-10

Data on interest rates

source	dataset	Title	.html	.rData
bdf	FM	Marché financier, taux	2025-08-28	2025-08-28
bdf	MIR	Taux d'intérêt - Zone euro	2025-08-28	2025-08-04
bdf	MIR1	Taux d'intérêt - France	2025-08-28	2025-08-04
bis	CBPOL_D	Policy Rates, Daily	2025-10-10	2025-08-20
bis	CBPOL_M	Policy Rates, Monthly	2025-10-10	2024-04-19
ecb	FM	Financial market data	2025-10-09	2025-08-29
ecb	MIR	MFI Interest Rate Statistics	2025-10-09	2025-08-29
eurostat	ei_mfir_m	Interest rates - monthly data	2025-10-10	2025-10-10
eurostat	irt_lt_mcby_d	EMU convergence criterion series - daily data	2025-10-10	2025-07-24
eurostat	irt_st_m	Money market interest rates - monthly data	2025-10-10	2025-10-09
fred	r	Interest Rates	2025-10-09	2025-10-09
oecd	MEI	Main Economic Indicators	2024-04-16	2025-07-24
oecd	MEI_FIN	Monthly Monetary and Financial Statistics (MEI)	2024-09-15	2025-07-24
wdi	FR.INR.DPST	Deposit interest rate (%)	2022-09-27	2025-09-27
wdi	FR.INR.LEND	Lending interest rate (%)	2025-10-10	2025-09-27
wdi	FR.INR.RINR	Real interest rate (%)	2025-05-24	2025-09-27

LAST_COMPILE

LAST_COMPILE
2025-10-11

Last

Code

irt_euryld_d %>%
  group_by(time) %>%
  summarise(Nobs = n()) %>%
  arrange(desc(time)) %>%
  head(1) %>%
  print_table_conditional()

time	Nobs
2025-10-09	2148

bonds

Code

irt_euryld_d %>%
  left_join(bonds, by = "bonds") %>%
  group_by(bonds, Bonds) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  print_table_conditional()

bonds	Bonds	Nobs
CGB_EA	All euro area central government bonds	5778300
CGB_EA_AAA	AAA-rated euro area central government bonds	5776601

maturity

Code

irt_euryld_d %>%
  left_join(maturity, by = "maturity") %>%
  group_by(maturity, Maturity) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  print_table_conditional()

yld_curv

Code

irt_euryld_d %>%
  left_join(yld_curv, by = "yld_curv") %>%
  group_by(yld_curv, Yld_curv) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  print_table_conditional()

yld_curv	Yld_curv	Nobs
SPOT_RT	Spot rate yield curve	3851842
PAR	Par yield curve	3851575
INS_FWD	Instantaneous forward yield curve	3851484