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 term premium index (TERMpriX)
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, Bulgaria
Europe
United Kingdom, Switzerland, Sweden, Denmark, Norway, Iceland, Czechia, Poland, Hungary, Romania, 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, Bulgaria
Europe
United Kingdom, Switzerland, Sweden, Denmark, Norway, Iceland, Czechia, Poland, Hungary, Romania, 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
TERMpriX Global index: weighted average of worldwide term premia
TERMpriX Eurozone: weighted average of Eurozone term premia