The french yield curve problem? (part 1)

Following our previous post on the USA yield curve inversion, we are going to evaluate the situation in other countries, starting with France. Preparation Let’s as usual load the libraries we need. library(xml2) library(dplyr) library(data.table) library(plotly) library(knitr) library(kableExtra) Sys.setlocale("LC_ALL","C") ## [1] "LC_CTYPE=C;LC_NUMERIC=C;LC_TIME=C;LC_COLLATE=C;LC_MONETARY=C;LC_MESSAGES=en_US.UTF-8;LC_PAPER=en_US.UTF-8;LC_NAME=C;LC_ADDRESS=C;LC_TELEPHONE=C;LC_MEASUREMENT=en_US.UTF-8;LC_IDENTIFICATION=C" Getting and cleaning the data for France Data source for France data is French central bank, known as “Banque de France” (see here.

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Do we have a yield curve problem ? (part 1)

It’s summer 2019, the so called “yield curve” inversion is on the news, a great (as usual) nytimes inforgraphics is explaining what is at stake, to make it short, it’s about prediction of economic future. The objective of these posts is to propose alternatives to these visuals and to extend to other countries such as France. As per NY Times, in A 3-D View of a Chart That Predicts The Economic Future: The Yield Curve :

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