Visualising 'Crowding Out' The MICRO (or Market) Perspective
Monday, 25 July 2011 | 
John A Morrison
charts from the ECB SDW
John A Morrison's blog | 
4 comments | Tweet | Comments | 
Tags: analytics, Crowding out, EURIBOR, John Angus Morrison, LIBOR, LTRO, QE, term structure, Yield Curve
Visualising 'Crowding Out' The Macro Perspective
Monday, 25 July 2011 | John A Morrison
all charts from the European Central Bank Statistical Data Warehouse : http://sdw.ecb.europa.eu/
John A Morrison's blog | 4 comments | Tweet | Comments | Tags: Crowding out, ECB, EURIBOR, John Angus Morrison, LIBOR, LTRO, QE, term structure, Yield Curve
New asymptotix paper: Quantitative Easing and the Yield on the Ten Year Gilt
Wednesday, 2 March 2011 | John A Morrison
this intro page updated / edited 7th July 2012
(the paper probably needs a re-write & update too)
At the beginning of asymptotix, explaining our philosphy here, I said;-
Back in the day; the Monetarist / Keynesian debate, bursting out in the US when Reagan was elected, the Keynesians (e.g. Cowles Commission) could attack monetarists by saying that monetarists had no theory [the monetarists were 'Logical Positivists']. The monetarist response (Chicago School and Berkeley) was that the Keynesians did not understand science and particularly did not understand data.
ECB: The annual rate of change of M3 stood at 0.2% in July 2010
Sunday, 29 August 2010 | European Affairs
The annual rate of change of M3 stood at 0.2% in July 2010, unchanged from the previous month. The three-month average of the annual rates of change of M3 over the period May 2010 - July 2010 stood at 0.1%, compared with 0.0% in the period April 2010 - June 2010.
Regarding the main components of M3, the annual rate of growth of M1 decreased to 8.1% in July 2010, from 9.2% in June. The annual rate of change of short-term deposits other than overnight deposits increased to -6.0% in July, from -7.1% in the previous month. The annual rate of change of marketable instruments decreased to -8.3% in July, from -7.6% in June.
30-Year Government Bond Yield Near Record Low Before Central Bankers Talk
Friday, 27 August 2010 | Finance - Banki...
German 30-year government bond yields were near a record low on speculation Federal Reserve Governor Ben S. Bernanke will signal today his willingness to increase purchases of Treasuries. Ten-year yields were within six basis points of the lowest on record before a report forecast to show German consumer price growth stalled in August. The U.S. economy grew more slowly than initially estimated, a report from the Commerce Department will show, according to the median estimate of 81 economists in a Bloomberg survey. Bernanke is scheduled to speak at 3 p.m. London time in Jackson Hole, Wyoming.
Interest rates 'may hit 8pc' in two years
Sunday, 22 August 2010 | Finance - Banki...
Andrew Lilico, chief economist at the influential Policy Exchange think tank, has warned of an interest rate environment not seen since the 1990s. He said the rise could happen as the recovery beds in and Government measures to stave off a recession lead to an explosion in the money supply. Mr Lilico also warned of a return to "boom and bust", as ballooning inflation threatens to tip the economy back in to recession in 2013 or 2014.
ZERO COUPON YIELD CURVE: March 2010
Tuesday, 9 March 2010 | Risk - Research
My partners at Siag in Madrid are in a development process, at the finalisation of a Software product launch, for a new product called 'Price Manager', I get to see early screen shots, now and again, just glimpses of the future as it waits to be rolled out, growling like all good cyborgs do!
EURO Money Supply (M3) New Year's Eve 2009
Thursday, 31 December 2009 | Risk - Research
Dataset name: Balance Sheet Items; Frequency: Monthly; Reference area: Euro area (changing composition); Adjustment
indicator: Working day and seasonally adjusted; BS reference sector breakdown: MFIs, central government and post office
giro institutions; Balance sheet item: Monetary aggregate M3; Original maturity: Not applicable; Data type: Index of
Yield curve spot rate, spread between the 10-year and 3-month maturity
Sunday, 28 June 2009 | Risk - Research
Dataset name Financial market data - yield curve
Frequency Business
Reference area Euro area (changing composition)
Currency Euro
Financial market provider ECB
Financial market instrument Government bond, nominal, all triple A issuer companies
Financial market provider identifier Svensson model, continuous compounding, yield error minimisation
Financial market data type Yield curve spot rate, spread between the 10-year and 3-month maturity
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