Long-term government bond yields (monthly, Maastricht)

Monthly 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, as reported by national central banks; national series start dates vary (1980 for most EU countries, later for newer members). Eurostat dataset irt_lt_mcby_m ('EMU convergence criterion series - monthly data'), indicator int_rt=MCBY ('EMU convergence criterion bond yields'), frequency M. Each row is one (month, country). Method: harmonized long-term interest rates for convergence assessment, compiled by Eurostat from national central bank data. 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, 1980-01 to the present. Provenance: Eurostat keyless JSON-stat API, free reuse with attribution (Commission Decision 2011/833/EU) - please cite Eurostat. Primary key: (month, country_code). Join keys: country_code (ISO 3166-1 alpha-3), month. Cadence: refreshed monthly; Eurostat updates the series each month. Sample use: filter country_code='ITA' to track Italy's 10-year borrowing costs, or compare spreads between country_code='GRC' and country_code='DEU'.

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