Parameters (monthly and daily data)

Source: Deutsche Bundesbank, Frankfurt

Filter Series

Selection

Available Time Series

Description Direct Link
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta0 / monthly data
(Unit: Prozent)
M
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta1 / monthly data
(Unit: Prozent)
M
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta2 / monthly data
(Unit: Prozent)
M
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta3 / monthly data
(Unit: Prozent)
M
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Tau1 / monthly data
(Unit: Prozent)
M
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Tau2 / monthly data
(Unit: Prozent)
M
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta0 / daily data
D
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta1 / daily data
D
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta2 / daily data
D
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Beta3 / daily data
D
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Tau1 / daily data
D
Indicator: Term structure of interest rates on listed Federalsecurities (method by Svensson) / Parameter Tau2 / daily data
D