source | dataset | .html | .RData |
---|---|---|---|
eurostat | irt_lt_mcby_d | 2024-11-01 | 2024-08-28 |
EMU convergence criterion series - daily 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 | 2024-11-05 | 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 |
LAST_COMPILE
LAST_COMPILE |
---|
2024-11-05 |
Last
Code
%>%
irt_lt_mcby_d group_by(time) %>%
summarise(Nobs = n()) %>%
arrange(desc(time)) %>%
head(1) %>%
print_table_conditional()
time | Nobs |
---|---|
2024-08-27 | 5 |
geo
Code
%>%
irt_lt_mcby_d 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 .} {
Germany, Italy, France, Spain
All
Code
%>%
irt_lt_mcby_d filter(geo %in% c("FR", "DE", "ES", "IT")) %>%
left_join(geo, by = "geo") %>%
%>%
day_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("10-year yield") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 2),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
1997-
Code
%>%
irt_lt_mcby_d filter(geo %in% c("FR", "DE", "ES", "IT")) %>%
left_join(geo, by = "geo") %>%
%>%
day_to_date mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
filter(date >= as.Date("1997-01-01")) %>%
+ 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("10-year yield") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
2000-
Code
%>%
irt_lt_mcby_d filter(geo %in% c("FR", "DE", "ES", "IT")) %>%
left_join(geo, by = "geo") %>%
%>%
day_to_date mutate(values = values / 100) %>%
left_join(colors, by = c("Geo" = "country")) %>%
filter(date >= as.Date("2000-01-01")) %>%
+ 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("10-year yield") +
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
All
Code
%>%
irt_lt_mcby_d filter(geo %in% c("FR", "DE", "IT", "ES", "EL")) %>%
left_join(geo, by = "geo") %>%
%>%
day_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("10-year yield") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 2),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black")
2021-
Code
%>%
irt_lt_mcby_d filter(geo %in% c("FR", "DE", "IT", "ES", "EL")) %>%
left_join(geo, by = "geo") %>%
%>%
day_to_date filter(date >= as.Date("2021-01-01")) %>%
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 = "1 month",
labels = date_format("%b %Y")) +
xlab("") + ylab("10-year yield") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black") +
theme(axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1))
2022-
Flags
Code
%>%
irt_lt_mcby_d filter(geo %in% c("FR", "DE", "IT", "ES", "EL")) %>%
left_join(geo, by = "geo") %>%
%>%
day_to_date filter(date >= as.Date("2022-01-01")) %>%
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 = "1 month",
labels = date_format("%b %Y")) +
xlab("") + ylab("10-year yield") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black") +
theme(axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1))
No flags
Why Greece: EL
Greece - Elláda
Hellenic Republic - Ellīnikī Dīmokratía
Hellas - Ellás
Code
%>%
irt_lt_mcby_d filter(geo %in% c("FR", "DE", "IT", "ES", "EL")) %>%
%>%
day_to_date filter(date >= as.Date("2022-01-01")) %>%
+ geom_line(aes(x = date, y = values/100, color = geo)) + theme_minimal() +
ggplot scale_x_date(breaks = "1 month",
labels = date_format("%b %Y")) +
xlab("") + ylab("10-year yield") +
theme(legend.position = c(0.8, 0.2),
legend.title = element_blank()) +
scale_color_manual(values = c("#000000", "#0D5EAF", "#FFC400", "#ED2939", "#009246")) +
scale_y_continuous(breaks = 0.01*seq(0, 30, 1),
labels = percent_format(a = 1)) +
guides(color=guide_legend(ncol=2)) +
theme(axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1))
Last 3 months
Code
%>%
irt_lt_mcby_d filter(geo %in% c("FR", "DE", "IT", "ES", "EL")) %>%
left_join(geo, by = "geo") %>%
%>%
day_to_date filter(date >= Sys.Date() - months(3)) %>%
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 = "1 week",
labels = date_format("%d %b %Y")) +
xlab("") + ylab("10-year yield") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, .5),
labels = percent_format(a = .1)) +
theme(axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1))
Last 1 month
Code
%>%
irt_lt_mcby_d filter(geo %in% c("FR", "DE", "IT", "ES", "EL")) %>%
left_join(geo, by = "geo") %>%
%>%
day_to_date filter(date >= Sys.Date() - months(1)) %>%
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 = "1 day",
labels = date_format("%d %b %Y")) +
xlab("") + ylab("10-year yield") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, .5),
labels = percent_format(a = .1)) +
theme(axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1))
2021-
Code
%>%
irt_lt_mcby_d filter(geo %in% c("PT", "DE", "IT", "ES", "EL")) %>%
left_join(geo, by = "geo") %>%
%>%
day_to_date filter(date >= as.Date("2021-01-01")) %>%
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 = "1 month",
labels = date_format("%b %Y")) +
xlab("") + ylab("10-year yield") +
scale_y_continuous(breaks = 0.01*seq(-30, 30, 1),
labels = percent_format(a = 1)) +
geom_hline(yintercept = 0, linetype = "dashed", color = "black") +
theme(axis.text.x = element_text(angle = 45, vjust = 1, hjust = 1))