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methods, notes and classification Indicators of Financial Integration methods, notes and classification

Variables Variables Download

    • Area (ref_area)
      • 00 Austria
      • 01 Belgium
      • 02 Spain
      • 03 Finland
      • 04 France
      • 05 Greece
      • 06 Ireland
      • 07 Italy
      • 08 Netherlands
      • 09 Portugal
      • 0a Euro area (changing composition)
    • Financial market data instrument
      • 00 Government bond
      • 01 Credit
      • 02 Equity
      • 03 Money Market
    • Financial integration indicators data type
      • 0 Cross-sectional standard deviation of average rates, end of period
      • 1 Estimated coefficient
      • 2 Spillover intensity
      • 3 Dispersion in yield spreads
      • 4 Cross-sectional dispersion with imposed mean
      • 5 Proportion of outstanding amounts
      • 6 Proportion of explained variance
      • 7 HP-filtered dispersion
    • IFI raw data
      • 00 OMFI loans granted to non-MFIs
      • 01 OMFI loans granted to MFIs
      • 02 OMFI securities holdings issued by non-MFIs
      • 03 OMFI government securities holdings
      • 04 OMFI corporate securities holdings
      • 05 OMFI securities holdings issued by MFIs
      • 06 Constant regressor
      • 07 Country indices on equity returns by Datastream
      • 08 Sector indices on equity returns by Datastream
      • 09 EONIA
      • 0a Government bond
      • 0b New business MFI interest rate on loans to non-financial corporations up to and including EUR 1 million
      • 0c New business MFI interest rate on loans to non-financial corporations over EUR 1 million
      • 0d New business MFI interest rate on consumer loans to households
      • 0e New business MFI interest rate on mortgage loans to households
      • 0f New business MFI interest rate on deposits with agreed maturity from household
      • 0g EUREPO rate
      • 0h EURIBOR rate
      • 0i European shock
      • 0j US shock
    • Maturity category
      • 00 Over 1 and up to 5 years
      • 01 Over 5 years and up to 10 years
      • 02 Over 5 years
      • 03 2 years
      • 04 5 years
      • 05 10 years
      • 06 Overnight
      • 07 1 month (20-40 days)
      • 08 12 months
      • 09 Not applicable
    • Area (count_area)
      • 00 EU member states not belonging to the Euro area
      • 01 Other Euro area member states (all countries except the reference area)
      • 02 World not allocated (geographically)
    • Currency
      • 00 Euro
      • 01 All currencies combined