BIS 76th 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 (593 kb).

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Time Series	Graphs	Page
II.1	Contributions to world growth	12
II.2	Oil and commodity prices and terms of trade	13
II.3	Financing conditions and credit growth	14
II.4	Global inflation	16
II.5	Trends in relative prices	18
II.6	Inflation, wages and wage share	18
II.7	Globalisation and wages	19
II.8	Import penetration and wages by industry sector	20
II.9	Corporate investment cycles	24
II.10	Private sector assets and debt	25
II.11	House prices and private consumption	27
II.12	Fiscal developments in different growth periods	30
II.13	Balance of payments indicators of oil-exporting economies	33
III.1	Contributions to real GDP growth	36
III.2	Household credit	36
III.3	External positions	40
III.4	Exports	41
III.5	Elements of demand for emerging market assets	44
III.6	Public finance developments	47
III.7	Government revenues, primary expenditures and public debt	48
III.8	Changing relative prices and inflation	52
III.9	Real policy rates	53
III.10	Real effective exchange rates	55
III.11	Financial market conditions	57
IV.1	Economic indicators for the United States	60
IV.2	Yield spread, inflation and business cycles in the United States	61
IV.3	Economic indicators for the euro area	62
IV.4	Monetary analysis and monetary policy in the euro area	63
IV.5	Economic indicators for Japan	64
IV.6	Interest rates in Japan	65
IV.7	Inflation targets and policy rates	67
IV.8	Import prices and inflation	69
IV.9	Global inflation	70
IV.10	Key indicators of globalisation	71
IV.11	Volatility of growth and inflation in advanced industrial countries	71
IV.12	Flattening Phillips curves in advanced industrial countries	73
IV.13	Global factors determining domestic inflation	73
IV.14	Non-accelerating inflation rates of unemployment	74
IV.15	Monetary policy and global liquidity in advanced industrial countries	76
IV.16	Monetary policy and global liquidity in emerging market economies	77
V.1	Exchange rates, implied volatilities and risk reversals of the dollar, euro and yen	80
V.2	Exchange rates of other industrial countries	81
V.3	Exchange rates in emerging markets	81
V.4	Current real effective exchange rates in a long-term perspective	82
V.5	Exchange rates and interest rate differentials	84
V.6	Exchange rates and Sharpe ratios	85
V.7	US current account balances and net foreign assets	86
V.8	Spot and forward exchange rates of the Chinese renminbi	88
V.9	Net equity and net debt	90
V.10	Income yields of US direct investment assets and liabilities	91
V.11	US foreign direct investment	93
V.12	US external position scenarios	95
V.13	Net portfolio debt assets and income of the United States	96
VI.1	Interest rates	99
VI.2	Forecasts for 2006 and inflation compensation measures	99
VI.3	Forward curves	100
VI.4	Implied volatilities and term premium estimates	101
VI.5	Pension funds and bond spreads	103
VI.6	Investment in long-term US securities	104
VI.7	Equity prices	105
VI.8	Shareholder-friendly actions	107
VI.9	Mergers and acquisitions	108
VI.10	Valuations and volatility in equity markets	109
VI.11	US valuations and earnings	110
VI.12	Corporate bond spreads	111
VI.13	Risk appetite in credit markets	112
VI.14	Corporate leverage	114
VI.15	Outlook for corporate credit quality	115
VI.16	Emerging market bond spreads and credit ratings	117
VI.17	Predicting sovereign ratings and spreads	118
VII.1	Credit growth	122
VII.2	Indicators of investment banking activity	123
VII.3	Hedge fund size, performance and leverage	124
VII.4	Size of private equity funds	126
VII.5	Private equity: cash flows and performance	126
VII.6	LBO loan size and risk	127
VII.7	Insurance companies: equity holdings and performance	128
VII.8	Pricing of risk in syndicated loan and bond markets	131