Comprehensive database of market-based estimates for term premia and expected short rates, inflation term premia and inflation expectations, expected real rates, the equilibrium rate r*, and a global term premium index
Estimates begin in January 2000 and cover maturities up to 30 years (starting date and maturities for each country)
Term Premia
Eurozone
Euro Area, Germany, France, Italy, Spain, Netherlands, Belgium, Austria, Portugal, Finland, Ireland, Greece, Slovenia, Croatia, Slovakia, Malta, Cyprus, Lithuania
Europe
United Kingdom, Switzerland, Sweden, Denmark, Norway, Iceland, Czechia, Poland, Hungary, Romania, Bulgaria, Serbia
Americas
United States, Canada, Mexico, Brazil, Peru, Chile, Colombia
Asia Pacific
Japan, China, Australia, New Zealand, South Korea, India, Singapore, Hong Kong, Taiwan, Malaysia, Indonesia, Thailand, Philippines, Vietnam, Pakistan, Bangladesh
Middle East and Africa
Israel, Armenia, Georgia, Turkey, South Africa, Egypt, Morocco, Kenya, Nigeria, Ghana, Tanzania, Uganda, Botswana
Expected Short Rates
Eurozone
Euro Area, Germany, France, Italy, Spain, Netherlands, Belgium, Austria, Portugal, Finland, Ireland, Greece, Slovenia, Croatia, Slovakia, Malta, Cyprus, Lithuania
Europe
United Kingdom, Switzerland, Sweden, Denmark, Norway, Iceland, Czechia, Poland, Hungary, Romania, Bulgaria, Serbia
Americas
United States, Canada, Mexico, Brazil, Peru, Chile, Colombia
Asia Pacific
Japan, China, Australia, New Zealand, South Korea, India, Singapore, Hong Kong, Taiwan, Malaysia, Indonesia, Thailand, Philippines, Vietnam, Pakistan, Bangladesh
Middle East and Africa
Israel, Armenia, Georgia, Turkey, South Africa, Egypt, Morocco, Kenya, Nigeria, Ghana, Tanzania, Uganda, Botswana
Inflation Term Premia
Euro Area, US, UK, Japan, Australia, Canada, Germany, France, Italy
Expected Inflation Rates
Euro Area, US, UK, Japan, Australia, Canada, Germany, France, Italy
Expected Real Rates and Equilibrium Rate (r*)
Euro Area, US, UK, Japan, Australia, Canada, Germany, France, Italy
TERMPRIX
A global synthetic index of term premia