Data review and analysis

In this section of my website I present various results from (partial) empirical studies and data collection efforts.

Note: TIme available does not allow these files to be updated continuously, but they will be updated regularly. In the mean time, the sample periods for the indicators provide a relatively longer time view than perhaps common in other presentations of similar data.

Most of the content is organized in these subpages.

  1. Economic and monetary policy indicators:

    • A set of key economic and monetary policy indicators for the Euro Area, United States, and the Netherlands.

    • Real-time forward-looking policy rules describing ECB and Fed monetary policy.

  2. Exchange rate data:

  3. Interest rate data and yield curves:

    • 12-month forward forecast for euro area short-term interest rate (based on ECB Taylor rule model).

    • Real interest rates: short and long, Euro area and U.S.

  4. Long-run economic data series:

    • Long-run commodity prices: oil and gold.

    • Long-run housing market indicators for the Netherlands.

    • Long-run investment return series for the Netherlands (from end-1946).

  5. Stock market data:

    • Long-run perspective on key stock market ratios (e.g. price-earnings) for the Netherlands

    • fundamental value and equity risk premium estimates for the Netherlands.

    • Observations on curious dividend patterns in (daily) total return stock indexes.

  6. Observations on government bond yield curve for the Netherlands.