Info

source	dataset	.html	.RData
eurostat	irt_euryld_d	2025-01-26	2024-10-08

Data on interest rates

source	dataset	.html	.RData
bdf	FM	2025-01-31	2025-01-31
bdf	MIR	2025-01-26	2025-01-22
bdf	MIR1	2025-01-27	2025-01-22
bis	CBPOL_D	2025-01-31	2024-05-10
bis	CBPOL_M	2025-01-31	2024-04-19
ecb	FM	2025-01-31	2025-01-31
ecb	MIR	2024-06-19	2025-01-31
eurostat	ei_mfir_m	2025-02-01	2025-01-29
eurostat	irt_lt_mcby_d	2025-01-31	2025-01-29
eurostat	irt_st_m	2025-01-31	2025-01-29
fred	r	2025-01-31	2025-01-31
oecd	MEI	2024-04-16	2024-06-30
oecd	MEI_FIN	2024-09-15	2025-01-29
wdi	FR.INR.RINR	2025-01-31	2025-01-31

LAST_COMPILE

LAST_COMPILE
2025-02-01

Last

Code

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

time	Nobs
2024-10-04	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	5505504
CGB_EA_AAA	AAA-rated euro area central government bonds	5503805

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	3669978
PAR	Par yield curve	3669711
INS_FWD	Instantaneous forward yield curve	3669620