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