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).
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 |