BIS 75th Annual Report - Statistics associated with the graphs

The data shown in each graph can be downloaded by following the links in the left side column, below.

Series description is to be found in the corresponding graph, that is linked in the right side column.

Note that the naming convention for each series, which is available in the frequency shown, is standard: Px_y, where x is the panel number (in ascending order from top left to bottom right), and y is the curve number (in the same order of the legend, if appropriate).

Download all statistics (ZIP format) here (630 kb).

---

Time Series	Graphs	Page
II.1	Contributions to world growth	12
II.2	World trade, industrial production and oil prices	12
II.3	Real interest rate, structural budget balance and output gap	13
II.4	Headline and core inflation	16
II.5	Episodes of rising commodity prices and inflation	17
II.6	Indicators of globalisation	18
II.7	Periods of US current account deficits	22
II.8	US asset prices and current account	23
II.9	Private sector assets and debt	25
II.10	Profit share and investment rate	26
II.11	Housing equity withdrawal	28
III.1	Actual and trend growth	34
III.2	Real short-term interest rates	36
III.3	Financial market conditions	37
III.4	Brent oil prices	39
III.5	Non-oil commodity prices and terms of trade	40
III.6	Inflation and growth in Asia following oil shocks	42
III.7	Contributions to GDP growth	43
III.8	Household credit and residential investment	44
III.9	Inflation	48
III.10	Inflation expectations and outcome	48
III.11	Banking indicators	50
III.12	Indicators of currency mismatch and credit to government	53
III.13	Indicators of performance	54
IV.1	Economic indicators for the United States	58
IV.2	Effective monetary policy tightening in the United States	59
IV.3	Economic indicators for the euro area	60
IV.4	Policy rates and market developments in the euro area	61
IV.5	Economic indicators for Japan	62
IV.6	Quantitative easing and the policy duration effect in Japan	63
IV.7	Inflation and policy rates in countries with explicit inflation targets	65
IV.8	Dispersion of inflation expectations	67
IV.9	Consumer prices in a historical perspective	67
IV.10	G10 real policy rate and broad money growth	68
IV.11	G10 output gap and inflation	69
IV.12	Output gap and unemployment, 1965-76	70
IV.13	G10 labour productivity and price developments	71
IV.14	G10 general government fiscal balance	72
IV.15	Debt, credit and asset prices in the G10 countries	75
V.1	Real effective exchange rates of the dollar, euro and yen	78
V.2	Exchange rates, implied volatilities and risk reversals of the dollar, euro and yen	78
V.3	Exchange rates of other industrial countries	79
V.4	Exchange rates in emerging markets	80
V.5	Current real effective exchange rates in a long-term perspective	81
V.6	The US current account deficit and its financing	82
V.7	Exchange rates and interest rate differentials	84
V.8	Exchange rate, interest differentials and turnover for Australia	85
V.9	Twelve-month forward rates	87
V.10	Currency co-movements	88
V.11	Measures of the US real effective exchange rate	91
V.12 (*)	Global reserve composition and size of currency blocs	95 (*)
VI.1	Short- and long-term interest rates	98
VI.2	Macroeconomic news	99
VI.3	Forward curves	99
VI.4	Measures of inflation compensation and liquidity	100
VI.5	Swaptions¿ implied volatilities and term premia	102
VI.6	Foreign holdings of US Treasury securities	103
VI.7	Impact of foreign official investment on US Treasury yields	104
VI.8	Equity prices	106
VI.9	Earnings and valuations	107
VI.10	Oil prices and equity indices	108
VI.11	Volatility and risk appetite in equity markets	109
VI.12	Credit spreads	110
VI.13	Corporate credit quality	111
VI.14	Corporate financing	112
VI.15	Credit default swap market	113
VI.16	Risk aversion in credit markets	114
VI.17	CDOs and default correlation	116
VII.1	Market-based measures of default risk	121
VII.2	Relative bank equity prices	122
VII.3	The banking industry in Japan	123
VII.4	Insurance companies: equity holdings and performance	126
VII.5	Indicators of investment banking activity	127
VII.6	Hedge fund size, performance and leverage	128
VII.7	Public real estate equity and debt markets	130
VII.8	House price/rent ratios	132
VII.9	Pricing of risk in syndicated loan and bond markets	132
VII.10	Major investment banks¿ risk-taking	133
VII.11	Sectoral composition of bank credit	134

(*) Due to an error, Graph V.12 on page 95 of the original version of Chapter V. was inaccurate.

The data behind the graph has now been corrected.