Macrobond updates

Bi-weekly data additions

Bi-weekly data additions: 7 – 18 November 2022

By 
Arnaud Lieugaut
 on 
November 22, 2022

Highlights

United States

We’ve added uncertainty metrics for financial markets and the macroeconomic outlook as calculated by Sydney Ludvigson, professor of economics at New York University and a co-director of the National Bureau of Economic Research Asset Pricing Program. 

Her methodology in creating these metrics can be found in this research paper:

In the chart below, we calculated the average value, high-low range and percentiles for the indices on a historic basis, and compared them with the most recent value available (June 2022). While financial market uncertainty is historically high (a bit above the 80t percentile), broader macro uncertainty is even higher when compared with historic norms.

Macrobond users, access the chart here

US Macro and Financial Uncertainty Indices

Source & Release > United States [us, Region] > Sydney Ludvigson > Macro and Financial Uncertainty Indexes [rel_usslunc, Release]

Japan

We’ve expanded our real estate coverage for Japan with the addition of office rental prices from Sanko Estate. 

The dataset covers Tokyo, Osaka, Sendai, Nagoya, Fukuoka, and Sapporo and is also broken down by city districts. 

In the chart below, we looked at the year-on-year percentage change of rental prices in Tokyo. It appears that variation depends on the office size: larger buildings have been penalized the most since the beginning of the pandemic, and still are displaying negative growth year on year. 

Macrobond users, access the chart here

Sanko Office Market Data

Country & Region > Japan [jp, Region] > Construction & Real Estate [cons, Category] > Real Estate > Real Estate Prices > Commercial > Rental Prices > Sanko Estate

Paraguay

We’ve added macroeconomic expectations from the central bank. Various macroeconomic variables are available.

In the chart below, we focus on 12- and 24-month inflation expectations and compare them with IMF forecasts. A rapid slowdown is anticipated over the next year, but inflation will remain historically high for the coming 24 months. 

Macrobond users, access the chart here

Economic Variables Expectations Survey (EVE)

Country & Region > Paraguay [py, Region] > Surveys & Leading Indicators [surv, Category] > Economic Surveys > Central Bank of Paraguay > Economic Variables Expectations Survey (EVE)

Angola

We’ve expanded our data coverage with the addition of foreign-held debt, broken down by country, sourced from the National Bank of Angola. 

The chart below tracks ownership since 2012. Chinese investors currently hold almost half of Angola’s foreign debt. The second-largest holders are U.K.-based investors, whose percentage share has increased significantly since 2018. 

Macrobond users, access the chart here

External Public Debt by Country
Country & Region > Angola [ao, Region] > Foreign Finance [fofi, Category] > Foreign Debt > By Country

Complete list

Angola  

External Public Debt by Country

Country & Region > Angola [ao, Region] > Foreign Finance [fofi, Category] > Foreign Debt > By Country

Bosnia & Herzegovina

Domestic Trade, Retail Trade Turnover Indices (Volume and Value)

Country & Region > Bosnia & Herzegovina [ba, Region] > Trade [trad, Category] > Domestic Trade > Retail Trade > Retail Trade Turnover > Value

Dominican Republic

Balance of Payments – Primary Income

Country & Region > Dominican Republic [do, Region] > Balance of Payments [bopa, Category] > Current Account > Balance on Primary Income

Consolidated Public Debt by Sector (Quarterly)

Country & Region > Dominican Republic [do, Region] > Government & Public Finance [gpfi, Category] > Public Debt > Consolidated > By Sector

Euro Area

ECB Macro economic projections  - Fiscal stance

Source & Release > Euro Area [eu, Region] > ECB (European Central Bank) > Selected Releases > ECB Macroeconomic Projections (Press Release) [rel_ecbfcst, Release] > Middle of Period

Europe  

Physical Flow Indicators – Gas TSO UA, Sudzha/Ukraine, Entry, Russia

Country & Region > Europe [europe, Region] > Commodities & Energy [caes, Category] > Physical Flow > Energy > Gas

Israel

National Accounts, Production Approach, Arts, Entertainment & Recreation, Other Service Activities, Activities of Households as Employers

Country & Region > Israel [il, Region] > National Accounts [naac, Category] > Production Approach

Japan

Sanko Office Market Data

Country & Region > Japan [jp, Region] > Construction & Real Estate [cons, Category] > Real Estate > Real Estate Prices > Commercial > Rental Prices > Sanko Estate

Kyrgyzstan

Consumer Price Index by COICOP (2005=100)

Country & Region > Kyrgyzstan [kg, Region] > Prices [pric, Category] > Consumer Price Index > All Items

Malawi  

Public Debt (Annual)

Country & Region > Malawi [mw, Region] > Government & Public Finance [gpfi, Category] > Public Debt

Malaysia

Banking System: Loan to Fund Ratio, Loan to Fund & Equity Ratio & Outstanding Surplus Liquidity Placed with Bank Negara Malaysia

Country & Region > Malaysia [my, Region] > Money, Banking & Credit [bank, Category] > Deposits & Loans > All Institutions > Loan to Fund Ratio, Loan to Fund & Equity Ratio & Outstanding Ringgit Liquidity Placed with Bank Negara Malaysia

New Zealand

RBNZ Business Expectations Survey – Official Cash Rate

Country & Region > New Zealand [nz, Region] > Surveys & Leading Indicators [surv, Category] > Business Surveys > Reserve Bank of New Zealand > Business Expectations

Norway  

Financial Accounts

Country & Region > Norway [no, Region] > Financial Accounts [flof, Category] > Stock & Transactions. All Sectors

Oman

International Reserves, Foreign Exchange Reserves

Country & Region > Oman [om, Region] > Foreign Finance [fofi, Category] > International Reserves

Paraguay

Economic Variables Expectations Survey (EVE)

Country & Region > Paraguay [py, Region] > Surveys & Leading Indicators [surv, Category] > Economic Surveys > Central Bank of Paraguay > Economic Variables Expectations Survey (EVE)

Source & Release > Paraguay [py, Region] > Central Bank of Paraguay > Economic Variables Expectations Survey (EVE) [rel_pybancosurv, Release]

Poland

Raw Milk Prices

Country & Region > Poland [pl, Region] > Prices [pric, Category] > Wholesale Food Prices > Sale Price of Selected Dairy Products Market > Liquid Products

Oilseeds Prices

Country & Region > Poland [pl, Region] > Prices [pric, Category] > Wholesale Food Prices > Oilseeds Market

Portugal  

Justice Statistics (Declared Insolvencies & Case Flow)

Country & Region > Portugal [pt, Region] > ESG [esgc, Category] > Socio-Political > Government Statistics > Safety & Rule of Law > Rule of Law & Justice

Serbia

Bank Claims on Non-Monetary Sector

Country & Region > Serbia [rs, Region] > Money, Banking & Credit [bank, Category] > Deposits & Loans > Banks > Claims > By Entity > to Non-Monetary Sector

Deposits & Loans, Banks, Claims, By Entity, to Households

Country & Region > Serbia [rs, Region] > Money, Banking & Credit [bank, Category] > Deposits & Loans > Banks > Claims > By Entity > to Households  

Singapore

Reserves Management Government Securities

Country & Region > Singapore [sg, Region] > Government & Public Finance [gpfi, Category] > Reserves Management Government Securities

South Korea

Financial Stability Report

Country & Region > South Korea [kr, Region] > Surveys & Leading Indicators [surv, Category] > Leading Indicators > Bank of Korea

Spain  

Banking Statistics, Interest Rates

Country & Region > Spain [es, Region] > Money, Banking & Credit [bank, Category] > Deposits & Loans > MFIs > Interest Rates > Of Euro Area Residents > Loans to Households & NPISHs


Tunisia

Budget of State

Country & Region > Tunisia [tn, Region] > Government & Public Finance [gpfi, Category] > Government Finance > Total

Outstanding Public Debt

Country & Region > Tunisia [tn, Region] > Government & Public Finance [gpfi, Category] > Public Debt

Turkey

Credit Card Usage

Country & Region > Turkey [tr, Region] > Money, Banking & Credit [bank, Category] > Debit & Credit Cards Usage

United States

Income, Wealth & Labor Inequality

Source & Release > United States [us, Region] > Realtime Inequality > Income, Wealth & Labor Inequality [rel_usiwli, Release]

Country & Region > United States [us, Region] > ESG [esgc, Category] > Socio-Political > Wealth & Poverty > Income, Wealth & Labor Inequality

US Macro and Financial Uncertainty Indexes

Source & Release > United States [us, Region] > Sydney Ludvigson > Macro and Financial Uncertainty Indexes [rel_usslunc, Release]

World

UNCTAD

Nowcasts

Source & Release > World [world, Region] > United Nations Conference on Trade & Development (UNCTAD) > UNCTAD Nowcasts [rel_unctadnowcasts, Release] > Nowcasts