Long-term government bond yields (annual, Maastricht)

Annual long-term government bond yields — the EMU convergence criterion series (Maastricht reference rates), the harmonized secondary-market yields on 10-year government bonds used to assess convergence under the EU Treaty. Coverage: EU member states, EFTA countries, EU candidates and EU/euro-area aggregates; national series start in 1949 for the earliest reporters and later for newer members. Eurostat dataset irt_lt_mcby_a ('EMU convergence criterion series - annual data'), indicator int_rt=MCBY ('EMU convergence criterion bond yields'), frequency A. Each row is one (year, country). Method: harmonized long-term interest rates for convergence assessment, compiled by Eurostat from national central bank data; annual observations are averages of the monthly series. Units: annual percent. Caveats: the series is a secondary-market harmonized yield, not a constant-maturity par yield; yields can be negative (kept as published); the UK is dropped by the connector's commercial-use geo rule; the EU27_2020 and EA aggregates are included as published. Coverage: ~29 geographic units after the geo rule, 1949 to the present. Provenance: Eurostat keyless JSON-stat API, free reuse with attribution (Commission Decision 2011/833/EU) - please cite Eurostat. Primary key: (year, country_code). Join keys: country_code (ISO 3166-1 alpha-3), year. Cadence: refreshed yearly; Eurostat updates the series each year. Sample use: filter country_code='DEU' to track Germany's long-run borrowing costs, or compare country_code='GRC' against the EA aggregate.

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