1. Moody's Analytics obtains business-daily monetary policy data from the Bank of England. We have changed the native frequency of the time series:
- Before: Business-daily frequency (seven days a week), with weekend values infilled by Moody's Analytics
- After: Daily frequency (five days a week), for consistency with BoE reporting
This does not change the values of the series (when viewed at its native frequency), but may affect the output of frequency conversions.
2. We produce a convenience supplement at a weekly frequency (average-over-week). Now that the fundamental series has changed, the supplement is also subject to change.
The two series reside in the historical catalog (United Kingdom » Financial » Monetary policy » Central Bank Policy Rates) and are:
- IR%CBPRUD.IGBR = Monetary Policy Rate, (% p.a., NSA) - Business-daily
- IR%CBPRUW.IGBR = Monetary Policy Rate, (% p.a., NSA) - Weekly average
Please be aware that:
- To perform a frequency conversion with default settings, use the "frequency" control in View, Basket and Chart modes.
- To override the default settings, write a custom formula using the CONVERT function (see related article). You can, for example, compute a lower frequency that is the final observation, the average over the period, or the sum.
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