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Eight Centuries of Global Real Interest Rates

Annual global real interest rates from 1311 to 2018, reconstructed from archival and primary sources by Paul Schmelzing (Bank of England Staff Working Paper No. 845, 2020). Covers 78% of advanced economy GDP and traces a long-run secular decline in real rates across successive monetary and fiscal regimes. Includes GDP-weighted headline global rates, safe-asset-provider rates, and country-level series for Italy, UK, Netherlands, Germany, France, United States, Spain, and Japan.

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Dataset Files

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/economic-history/eight-centuries-interest-rates/
https://datahub.io/economic-history/eight-centuries-interest-rates/_r/-/README.md
https://datahub.io/economic-history/eight-centuries-interest-rates/_r/-/data/country-rates.csv
https://datahub.io/economic-history/eight-centuries-interest-rates/_r/-/data/headline-rates.csv
https://datahub.io/economic-history/eight-centuries-interest-rates/_r/-/datapackage.json
https://datahub.io/economic-history/eight-centuries-interest-rates/_r/-/process.py
Key Files

Start with these files — they give you everything you need to understand and access the dataset.

datapackage.jsonmetadata & schema
https://datahub.io/economic-history/eight-centuries-interest-rates/_r/-/datapackage.json
README.mddocumentation
https://datahub.io/economic-history/eight-centuries-interest-rates/_r/-/README.md
Typical Usage
  1. 1. Fetch datapackage.json to inspect schema and resources
  2. 2. Download data resources listed in datapackage.json
  3. 3. Read README.md for full context

Data Views

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headline-rates

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Schema

nametypedescription
yearintegerCalendar year
global_nominal_7ynumberGlobal sovereign nominal rate, 7-year centred average (%)
global_inflation_7ynumberGlobal inflation, 7-year centred average (%)
global_real_7ynumberGlobal real interest rate, 7-year centred average (%). Primary long-run trend series.
safe_nominal_7ynumberSafe-asset-provider sovereign nominal rate, 7-year centred average (%)
safe_inflation_7ynumberSafe-asset-provider inflation, 7-year centred average (%)
safe_real_7ynumberSafe-asset-provider real rate, 7-year centred average (%)
global_nominalnumberGlobal sovereign nominal rate, annual (%)
global_inflationnumberGlobal inflation, annual (%)
global_realnumberGlobal real interest rate, annual (%). Ex-post real rate on a GDP-weighted basis.
safe_nominalnumberSafe-asset-provider sovereign nominal rate, annual (%)
safe_inflationnumberSafe-asset-provider inflation, annual (%)
safe_realnumberSafe-asset-provider real rate, annual (%)

country-rates

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Schema

nametypedescription
yearintegerCalendar year
countrystringCountry name
real_ratenumberReal interest rate, annual (%)

Data Files

FileDescriptionSizeLast modifiedDownload
headline-rates
Annual global real interest rates, 1311–2018. Includes GDP-weighted global sovereign rates and safe-asset-provider rates, in both raw annual form and 7-year centred moving average. All rates are expressed in percent (%). Real rates are ex-post (realised inflation basis).80.2 kBabout 1 month ago
headline-rates
country-rates
Country-level real interest rates (not averaged), 1314–2018. Long format: one row per country per year. Countries: Italy, UK, Netherlands, Germany, France, United States, Spain, Japan. Rates in percent (%).99.2 kBabout 1 month ago
country-rates
FilesSizeFormatCreatedUpdatedLicenseSource
2179 kBcsvabout 1 month agoOpen Government Licence v3.0Paul Schmelzing, 'Eight Centuries of Global Real Interest Rates, R-G, and the Suprasecular Decline, 1311–2018', Bank of England Staff Working Paper No. 845 (2020)

Eight Centuries of Global Real Interest Rates

Annual global real interest rates from 1311 to 2018, reconstructed by Paul Schmelzing for the Bank of England (Staff Working Paper No. 845, 2020).

Data

The dataset covers 78% of advanced economy GDP over time, drawing on archival, printed primary, and secondary sources across successive monetary and fiscal regimes.

Files

FileDescriptionRows
data/headline-rates.csvGlobal real rates, 1311–2018 (annual + 7yr avg)708
data/country-rates.csvCountry-level real rates, 1314–20184,414

Key fields

headline-rates.csv:

  • global_real_7y — global real rate, 7-year centred average (primary trend series)
  • global_real — global real rate, annual
  • safe_real_7y / safe_real — safe-asset-provider (e.g. UK gilts, US Treasuries)

country-rates.csv: Italy, UK, Netherlands, Germany, France, United States, Spain, Japan

Source

Paul Schmelzing, "Eight Centuries of Global Real Interest Rates, R-G, and the 'Suprasecular' Decline, 1311–2018", Bank of England Staff Working Paper No. 845, 2020.

Paper | Data (xlsx)

License: Open Government Licence v3.0

Key finding

Since the monetary upheavals of the late Middle Ages, real interest rates have followed a long-run secular decline of 0.6–1.6 basis points per annum. Currently depressed sovereign real rates are convergingback to this historical trend — not evidence of secular stagnation, but a continuation of an 800-year pattern.

This directly challenges Piketty (2014)'s assumption of stable capital returns: the R-G series shows a downward trend over the same timeframe.

Reproduce

pip install openpyxl
python process.py