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Fix policy rates: switch IRSTCB01 (stale/missing) to IR3TIB01 (3M interbank)

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IRSTCB01AUM156N, IRSTCB01CHM156N, IRSTCB01NZM156N don't exist on FRED.
IRSTCB01JPM156N and IRSTCB01CAM156N exist but stale since 2023-12.
Replace all with IR3TIB01*M156N (3-month interbank rate, updated monthly 2026)
which closely tracks each central bank's policy rate.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Capucine Gest
2026-05-28 22:27:19 +02:00
parent 6310b37a91
commit 0a42e93d01
1 changed files with 5 additions and 5 deletions
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lib/constants.ts
+5 -5
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@@ -53,7 +53,7 @@ export const FRED_SERIES: Record<Currency, {
employment: null, // pas de série mensuelle FRED pour GBP
},
JPY: {
policyRate: "IRSTCB01JPM156N",
policyRate: "IR3TIB01JPM156N", // 3M interbank (IRSTCB01JPM156N stale 2023)
cpiCore: null, // JPNCPIALLMINMEI stale depuis 2021 sur FRED
gdp: "JPNRGDPEXP", // indice niveau → QoQ%
retailSales: "JPNSLRTTO01GPSAM", // déjà MoM%
@@ -61,7 +61,7 @@ export const FRED_SERIES: Record<Currency, {
employment: "LFEMTTTTJPM647S", // niveau mensuel → MoM%
},
CHF: {
policyRate: "IRSTCB01CHM156N",
policyRate: "IR3TIB01CHM156N", // 3M interbank — IRSTCB01CHM156N n'existe pas
cpiCore: "CHECPICORMINMEI", // indice niveau → MoM%
gdp: "CHNGDPNQDSMEI", // indice niveau → QoQ% (peut être stale)
retailSales: "CHESLRTTO01GPSAM", // déjà MoM%
@@ -69,7 +69,7 @@ export const FRED_SERIES: Record<Currency, {
employment: null, // pas de série FRED pour CHF
},
CAD: {
policyRate: "IRSTCB01CAM156N",
policyRate: "IR3TIB01CAM156N", // 3M interbank (IRSTCB01CAM156N stale 2023)
cpiCore: "CANCPICORMINMEI", // indice niveau → MoM%
gdp: "NGDPRSAXDCCAQ", // Real GDP Canada (BEA/StatCan) indice niveau → QoQ%
retailSales: "CANSLRTTO01GPSAM", // déjà MoM%
@@ -77,7 +77,7 @@ export const FRED_SERIES: Record<Currency, {
employment: "LFEMTTTTCAM647S", // niveau mensuel → MoM%
},
AUD: {
policyRate: "IRSTCB01AUM156N",
policyRate: "IR3TIB01AUM156N", // 3M interbank — IRSTCB01AUM156N n'existe pas
cpiCore: "AUSCPIALLMINMEI", // trimestriel
gdp: "NGDPRSAXDCAUQ", // Real GDP Australia (ABS) indice niveau → QoQ%
retailSales: null, // pas de série mensuelle FRED pour AUD
@@ -85,7 +85,7 @@ export const FRED_SERIES: Record<Currency, {
employment: "LFEMTTTTAUM647S", // niveau mensuel → MoM%
},
NZD: {
policyRate: "IRSTCB01NZM156N",
policyRate: "IR3TIB01NZM156N", // 3M interbank — IRSTCB01NZM156N n'existe pas
cpiCore: "NZLCPIALLMINMEI", // trimestriel
gdp: "NAEXKP01NZQ661S", // indice niveau → QoQ% (stale ~2023, best available)
retailSales: null, // pas de série mensuelle FRED pour NZD