Indicators of Financial Integration [IFI]

Updated on DBnomics on March 21, 2024 (6:55 AM)

Frequency [FREQ]
Reference area [REF_AREA]
Financial market instrument [INSTRUMENT_FM]
Data type - IFI context [DATA_TYPE_IFI]
IFI input-output data [IN_OUT_DATA_IFI]
Maturity category [MATURITY_CAT]
Counterpart area [COUNT_AREA]
Currency of transaction [CURRENCY_TRANS]

Dataset has 66 series. Add search filters to narrow them.

Annual frequency

Series code 19731974197519761977197819791980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007
A.U2.EQ.1S.S010.ZZ.Z5.Z01 0.3667559 0.3667559 0.3667559 0.3667559 0.3667559 0.3667559 0.3667559 0.3667559 0.3667559 0.3667559 0.3667559 0.3667559 0.3667559 0.6780741 0.6780741 0.6780741 0.6780741 0.6780741 0.6780741 0.7352134 0.7352134 0.7352134 0.7352134 0.7352134 0.7352134 0.7352134 0.8250019 0.8250019 0.8250019 0.8250019 0.8250019 0.8250019 0.8250019 0.8250019 0.838839883
A.U2.EQ.1S.S020.ZZ.Z5.Z01 0.2473839 0.2473839 0.2473839 0.2473839 0.2473839 0.2473839 0.2473839 0.2473839 0.2473839 0.2473839 0.2473839 0.2473839 0.2473839 0.3213389 0.3213389 0.3213389 0.3213389 0.3213389 0.3213389 0.3915709 0.3915709 0.3915709 0.3915709 0.3915709 0.3915709 0.3915709 0.3390412 0.3390412 0.3390412 0.3390412 0.3390412 0.3390412 0.3390412 0.3390412 0.358133327
A.U2.EQ.4R.S010.ZZ.Z5.Z01 5.872963538 5.872963538 5.872963538 5.872963538 5.872963538 5.872963538 5.872963538 5.872963538 5.872963538 5.872963538 5.872963538 5.872963538 5.872963538 15.18756754 15.18756754 15.18756754 15.18756754 15.18756754 15.18756754 23.5368234 23.5368234 23.5368234 23.5368234 23.5368234 23.5368234 23.5368234 37.87036477 37.87036477 37.87036477 37.87036477 37.87036477 37.87036477 37.87036477 37.87036477 0.382052406
A.U2.EQ.4R.S020.ZZ.Z5.Z01 9.959925243 9.959925243 9.959925243 9.959925243 9.959925243 9.959925243 9.959925243 9.959925243 9.959925243 9.959925243 9.959925243 9.959925243 9.959925243 12.73226567 12.73226567 12.73226567 12.73226567 12.73226567 12.73226567 16.58342683 16.58342683 16.58342683 16.58342683 16.58342683 16.58342683 16.58342683 15.56319948 15.56319948 15.56319948 15.56319948 15.56319948 15.56319948 15.56319948 15.56319948 0.164841564

Daily frequency

Series code 1998-06-121998-11-271999-05-141999-10-292000-04-142000-09-292001-03-162001-08-312002-02-152002-08-022003-01-172003-07-042003-12-192004-06-042004-11-192005-05-062005-10-212006-04-072006-09-222006-12-152007-03-092007-08-242007-12-14
D.AT.BC.1E.M040.ZZ.Z5.EUR -8.25576833333333 -0.701559551666667 0.573749076666667 -0.281092263333333 0.70007038 1.85758144833333 4.45352303333333 1.80633422833333 7.24862606666667 3.167905228 10.5752563 4.701031755 -3.43536195 -4.32180965166667 -5.3771009 -3.01489158 -2.599754 -5.1187594 -4.638163543 -6.111299867 -4.156666667 -1.119 5.6225
D.DE.BC.1E.M040.ZZ.Z5.EUR 5.99915471666667 3.6097485 0.42264952 1.362362794355 0.502688286666667 -1.16601253 -2.48267718333333 -3.21905556666667 -1.32350263333333 -10.4200099833333 -12.0804610166667 3.41998315 2.14222492 -1.77634419666667 -1.23179515 -4.65340477666667 -5.2809355 -3.77358195 -1.701497514 -0.129258833 -0.888333333 -2.281666667 -4.125
D.ES.BC.1E.M040.ZZ.Z5.EUR -3.67440353833333 3.14290315166667 5.50152696666667 1.98835721333333 -1.38504584966667 1.77320249166667 4.58200831666667 5.08790454833333 7.37488544 8.1075926 7.98303830666667 2.28021138333333 -0.115900483333333 3.19684079333333 3.56332165 3.25362011666667 1.58625685333333 0.212116718 5.134828729 6.311742633 -0.535333333 4.261666667 7.32
D.FR.BC.1E.M040.ZZ.Z5.EUR -3.81815306666667 -6.29397301666667 -8.01808565 -10.8658095666667 -9.0098761 -6.50020633333333 -11.897731 -3.44447331666667 -8.18149395 3.26575668833333 -15.6534643333333 -12.3533635666667 -8.22343375 -4.47212733333333 -2.56592831666667 -7.65390233333333 -4.5782836 -1.392819219 0.522697176 1.681656733 0.505333333 0.487333333 0.50275
D.IE.BC.1E.M040.ZZ.Z5.EUR 3.6154251 3.12203009 1.96237176166667 3.33530689166667 2.791629925 9.56752688333333 10.4694312166667 10.6626003166667 0.3132709 2.76698091666667 8.3568391 8.04893556666667 -4.41349896666667 -5.22075766666667 -3.19514055 -0.136847803333333 1.03476592333333 -1.827642067 -1.97718663 -0.877070843 -2.656666667 -2.071666667 -2.5075
D.IT.BC.1E.M040.ZZ.Z5.EUR -3.055166667 -3.171833333 -3.186833333 -2.655833333 -2.609833333 -2.1765 -1.539833333 -0.8365 -0.258166667 -7.0789542 -11.8205594333333 -2.27739811833333 -1.48714233333333 -1.57019115333333 3.78057131666667 6.198476883 11.77139969 12.373608 10.105 5.195 3.40825
Dimension codes and labels
[FREQ] Frequency
  • [A] Annual
  • [D] Daily
  • [M] Monthly
  • [Q] Quarterly
[REF_AREA] Reference area
  • [AT] Austria
  • [BE] Belgium
  • [DE] Germany
  • [ES] Spain
  • [FI] Finland
  • [FR] France
  • [GR] Greece
  • [IE] Ireland
  • [IT] Italy
  • [NL] Netherlands
  • [PT] Portugal
  • [U2] Euro area (changing composition)
[INSTRUMENT_FM] Financial market instrument
  • [BC] Corporate bond
  • [BG] Government bond
  • [CR] Credit
  • [EQ] Equity
  • [MM] Money Market
[DATA_TYPE_IFI] Data type - IFI context
  • [1D] Cross-sectional standard deviation of average rates, end of period
  • [1E] Estimated coefficient
  • [1S] Spillover intensity
  • [2D] Dispersion in yield spreads
  • [3D] Cross-sectional dispersion with imposed mean
  • [3R] Proportion of outstanding amounts
  • [4D] Cross-sectional dispersion in parameters
  • [4R] Proportion of explained variance
  • [6D] HP-filtered dispersion
[IN_OUT_DATA_IFI] IFI input-output data
  • [B010] OMFI loans granted to non-MFIs
  • [B020] OMFI loans granted to MFIs
  • [B030] OMFI securities holdings issued by non-MFIs
  • [B031] OMFI government securities holdings
  • [B032] OMFI corporate securities holdings
  • [B040] OMFI securities holdings issued by MFIs
  • [C000] Constant regressor
  • [D010] Country indices on equity returns by Datastream
  • [D020] Sector indices on equity returns by Datastream
  • [E000] EONIA
  • [G000] Government bond
  • [I011] New business MFI interest rate on loans to non-financial corporations up to and including EUR 1 million
  • [I012] New business MFI interest rate on loans to non-financial corporations over EUR 1 million
  • [I020] New business MFI interest rate on consumer loans to households
  • [I030] New business MFI interest rate on mortgage loans to households
  • [I042] New business MFI interest rate on deposits with agreed maturity from household
  • [M010] Regression
  • [M020] Common, maturity and coupon effect
  • [M030] Rating effect
  • [M040] Country effect
  • [P000] EUREPO rate
  • [R000] EURIBOR rate
  • [S010] European shock
  • [S020] US shock
[MATURITY_CAT] Maturity category
  • [BF] Over 1 and up to 5 years
  • [BI] Over 5 years and up to 10 years
  • [BJ] Over 5 years
  • [CA] 2 years
  • [CD] 5 years
  • [CI] 10 years
  • [MA] Overnight
  • [MB] 1 month (20-40 days)
  • [ME] 12 months
  • [ZZ] Not applicable
[COUNT_AREA] Counterpart area
  • [U3] EU member states not belonging to the Euro area
  • [U5] Other Euro area member states (all countries except the reference area)
  • [Z5] World not allocated (geographically)
[CURRENCY_TRANS] Currency of transaction
  • [EUR] Euro
  • [Z01] All currencies combined
Technical links