Data on interest rates

Data

Info

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housing Housing Market Insights 2024-11-05
immobilier Analyse des Données du Secteur Immobilier 2024-11-05
interest-rates Data on interest rates 2024-11-04

Data on interest rates

Title source dataset .html .RData
Marché financier, taux bdf FM 2024-07-26 2024-10-16
Taux d'intérêt - Zone euro bdf MIR 2024-07-26 2024-07-01
Taux d'intérêt - France bdf MIR1 2024-10-16 2024-10-16
Policy Rates, Daily bis CBPOL_D 2024-09-13 2024-05-10
Policy Rates, Monthly bis CBPOL_M 2024-08-09 2024-04-19
Financial market data ecb FM 2024-10-30 2024-11-01
MFI Interest Rate Statistics ecb MIR 2024-06-19 2024-10-30
Interest rates - monthly data eurostat ei_mfir_m 2024-11-01 2024-10-08
EMU convergence criterion series - daily data eurostat irt_lt_mcby_d 2024-11-01 2024-08-28
Money market interest rates - monthly data eurostat irt_st_m 2024-11-01 2024-10-08
Interest Rates fred r 2024-11-01 2024-11-01
Main Economic Indicators oecd MEI 2024-04-16 2024-06-30
Monthly Monetary and Financial Statistics (MEI) oecd MEI_FIN 2024-09-15 2024-05-21
Real interest rate (%) wdi FR.INR.RINR 2024-08-28 2024-09-18

Long-term rates

source dataset .html .RData
bdf FM 2024-07-26 2024-10-16
eurostat ei_mfir_m 2024-11-01 2024-10-08
eurostat irt_lt_mcby_d 2024-11-01 2024-08-28
fred r 2024-11-01 2024-11-01
oecd api 2024-05-07 2024-04-16
oecd MEI 2024-04-16 2024-06-30
oecd MEI_FIN 2024-09-15 2024-05-21

France, Germany, Greece, Spain, Italy

2020-

ig_d("eurostat", "irt_lt_mcby_d", "FR-DE-IT-ES-EL-2020")

3 months

ig_d("eurostat", "irt_lt_mcby_d", "FR-DE-IT-ES-EL-last-3-months")

1 month

ig_d("eurostat", "irt_lt_mcby_d", "FR-DE-IT-ES-EL-last-1-month")

U.S., France, Japan, Germany

MEI

ig_d("oecd", "MEI", "IRLTLT01-FRA-USA-DEU-JPN-2010")

MEI_FIN

ig_d("oecd", "MEI_FIN", "IRLT-FRA-USA-DEU-JPN-2010")

U.S. 10-, 20-, 30- years

ig_d("fred", "r", "DGS10-DGS20-DGS30-2010")

France - 30 ans, 10 ans, 5 ans

ig_d("bdf", "FM", "bons-du-tresor-30ans-10ans")

France, Germany, Italy, Spain, Greece

2005-

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-EL-2005")

2018-

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-EL-2018")

France, Germany, Italy, Spain

2005-

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-2005")

2014-

Interest rates

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-2014")

Interest rates

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-spreads-2014")

Europe, Germany, Portugal, Greece

2005-

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-EA-DE-PT-EL-2005")

2014-

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-EA-DE-PT-EL-2014")

Policy interest rates

source dataset .html .RData
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
eurostat irt_st_m 2024-11-01 2024-10-08
fred r 2024-11-01 2024-11-01

ECB Main short rates rates

ig_d("fred", "r", "ECBDFR-ECBMRRFR-ECBMLFR")

Fed, ECB main short rates

1999-

ig_d("bis", "CBPOL_D", "US-XM-1999")

Taux BCE

ig_d("bdf", "FM", "taux-credits-habitats")

Short-term rates

ig_d("eurostat", "irt_st_m", "IRT-M12-UK-SE-DK-EA-2000")

Emerging Markets

Brazil

ig_d("bis", "CBPOL_M", "BR-2010")

Real Interest rates

source dataset .html .RData
ecb FM 2024-10-30 2024-11-01
fred r 2024-11-01 2024-11-01

ECB

ig_d("ecb", "FM", "real-rates-USA-JPN-EUR-2010")

Lending spreads

ig_d("ecb", "FM", "A2AA225-ERIBR-WT")

U.S. TIPS

All

ig_d("fred", "r", "DFII10-DFII20-DFII30")

2017-

ig_d("fred", "r", "DFII10-DFII20-DFII30-2017")

Corporations

source dataset .html .RData
ecb FM 2024-10-30 2024-11-01
ecb MIR 2024-06-19 2024-10-30
fred r 2024-11-01 2024-11-01

AAA, BAA - United States

ig_d("fred", "r", "AAA-BAA-2010")

Loans in France, Germany, Italy

ig_d("ecb", "MIR", "A20-2240-FR-DE-IT")

Housing

source dataset .html .RData
ecb MIR 2024-06-19 2024-10-30
fred r 2024-11-01 2024-11-01

2004-2007 Monetary Policy tightening

Mortgage Payments

ig_d("fred", "r", "MDSP-02-12")

Fed Rates

ig_d("fred", "r", "FEDFUNDS-02-12")

Both

i_g("bib/fred/FEDFUNDS-MDSP.png")

U.S.: mortgage, Fed Funds

ig_d("fred", "r", "MORTGAGE15US-MORTGAGE30US-FEDFUNDS-2010")

Lending for house purchases, old loans

ig_d("ecb", "MIR", "A22")

Lending for house purchases

2010-

ig_d("ecb", "MIR", "A2C-2010")

Miscellaneous interest rates

source dataset .html .RData
ecb MIR 2024-06-19 2024-10-30
fred r 2024-11-01 2024-11-01

Germany

ig_d("ecb", "MIR", "DE-A2A-2015")

France

ig_d("ecb", "MIR", "FR-A2A")

Real rates (World Bank)

source dataset .html .RData
wdi FR.INR.RINR 2024-08-28 2024-09-18

UK, US, Japan

ig_d("wdi", "FR.INR.RINR", "GB-JP-US")