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EO Sources - Notes to statistical annex tables 34-37: Interest rates and exchange rates

 

A compact file detailing sources and notes by country and account are given in the Economic Outlook Statistical Sources file

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Table 34 Short-term interest rates
Table 35 Long-term interest rates
Table 36 Nominal exchange rates (vis-à-vis the US dollar)
Table 37 Effective exchange rates

Annex Table 34 - Short-term interest rates

Definition: The short-term interest rates are based on three-month money market rates where available, or rates on similar financial instruments.
For individual country notes see Economic Outlook Statistical Sources file.
Sources: OECD, Main Economic Indicators , subject: Interest rates, European Central Bank.
Related links: Long-term interest rates (Annex Table 35)
Last updated: December 2011

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Annex Table 35 - Long-term interest rates

Definition: The long-term interest rates are based on the 10-year benchmark government bonds yields where available or yield on similar financial instruments. Some series are not strictly comparable over time due to changes in definitions or in institutional arrangements.
For individual country notes see Economic Outlook Statistical Sources file
Sources: OECD, Main Economic Indicators , subject Interest rates

Related links: Short-term interest rates (Annex Table 34)

Last updated: December 2011

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Annex Table 36 - Nominal exchange rates (vis-à-vis the US dollar)

Definition: Nominal exchange rates vis-à-vis the US dollar.
Sources: International Herald Tribune, Financial Times, Central bank of Iceland, Central bank of the Republic of Turkey and the IMF.
Last updated: December 2011

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Annex Table 37 - Effective exchange rates

Definition and Notes: Nominal effective exchange rates are calculated for 34 OECD countries and 15 non-OECD countries (Argentina; Brazil; China; Chinese Taipei; Hong Kong, China; India; Indonesia; Malaysia; the Philippines; Russia; Singapore; South Africa; Thailand; Vietnam and Saudi Arabia). The Czech Republic, Hungary, Poland, the Slovak Republic and Russia are included only since January 1993. Estonia; Slovenia; Israel; and South Africa are included only since January 1997. Forty-six export markets are considered: 34 OECD countries, 13 non-OECD countries and 3 non-OECD zones.
The calculation of competitiveness indicators and effective exchange rates uses a system of weights based on a double-weighting principle, which takes account of the structure of competition in both export and import markets. The effective exchange rate index is a chain-linked index with base period 2005. Percentage changes in the index are calculated by comparing the change in the nominal exchange rate index of a given country to a weighted average of changes in its competitors’ nominal exchange rate indices, using the weighting matrix of the previous year. The indices of nominal effective exchange rates are then calculated from a starting period by cumulating percentage changes. This gives a set of effective exchange rates based on moving weights. See Annex table 43.
A discussion of this methodology is given in Durand et al. (1992)Le Fouler et al (2001) and Brézillon et al (2010).

Sources: OECD calculations
Last updated: December 2011

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