Real & Policy Rates
Ex-ante and ex-post real policy rates, Korea Treasury Bond real rates, and the monetary-policy stance from the Taylor rule, the natural rate of interest, and the real-rate gap.
Policy Rates
Korea Treasury Bond Rates
- South Korea 1-Year Real Interest RateAdrian, Crump, and Moench (2013); Stock and Watson (2007)KRRR1Daily
- South Korea 3-Year Real Interest RateAdrian, Crump, and Moench (2013); Stock and Watson (2007)KRRR3Daily
- South Korea 5-Year Real Interest RateAdrian, Crump, and Moench (2013); Stock and Watson (2007)KRRR5Daily
- South Korea 10-Year Real Interest RateAdrian, Crump, and Moench (2013); Stock and Watson (2007)KRRR10Daily
Monetary Policy Stance
- South Korea Taylor-Rule Prescribed Nominal Policy RateTaylor (1993); Taylor (1999); Holston, Laubach, and Williams (2023)KRTAYLORQuarterly
- South Korea Natural Rate of InterestHolston, Laubach, and Williams (2023)KRNRQuarterly
- South Korea Real Rate GapHolston, Laubach, and Williams (2023)KRRRGAPQuarterly
Monetary Policy Surprise
Market-Implied Expected Policy Rate
- South Korea Market-Implied Expected Policy Rate, Next MeetingGürkaynak, Sack, and Swanson (2007); Kuttner (2001)KRMPR1Per monetary policy meeting
- South Korea Market-Implied Expected Policy Rate, Second MeetingGürkaynak, Sack, and Swanson (2007); Kuttner (2001)KRMPR2Per monetary policy meeting
- South Korea Market-Implied Expected Policy Rate, Third MeetingGürkaynak, Sack, and Swanson (2007); Kuttner (2001)KRMPR3Per monetary policy meeting