You can download the template here.
Also see our Taylor rule calculator
A. Monetary aggregates: Bankstats
- M1, M2 and M3: A2.3 "M3 (estimate of EMU aggregate for the UK)"
- M3 SA is VWYQ
- MA via Kaleidic Economics
- Broad money: A2.2.3 "Monthly M4 and M4 lending excluding intermediate OFCs"
- M4ex SA is B56Q
- M4ex NSA is B3DC
- Divisia: A6.1 "Sectoral deposits and Divisia money"
- For a Eurozone measure of Divisia M3 see here
- Monetary Base: A1.1.1 "Notes and coin and reserve balances"
- CPI: "Time Series"
- RPI: "Time Series"
- See Table 2 for RPI and RPIJ (see this article for an explanation of RPIJ)
- See here for background notes
- PPI: "Producer Price Indices"
- For data click on statistical bulletin and then "data in this release" (top right). Download PPI Reference Tables and see Table 1 for output prices and Table 2 for input prices.
- For the US economy the Atlanta Fed has an excellent dashboard here.
C. Inflation expectations
D. House prices
- Mortgage Lending: Look at Statistical Releases for "Mortgage Lenders and Administrators statistics", then Table C
E. Stock market: Yahoo! Finance
F. Nominal GDP:
- See our "Guide to using the UK National Accounts"
- RGDP (IHYQ) + GDP deflator (IHYT) = NGDP (IHYN)
- RGDP (IHYR) + GDP deflator (IHYU) = NGDP (IHYO)
- RGDP (IHYP) + GDP deflator (IHYS) = NGDP (IHYM)
- See NGDP
H. Labour Market
- See "Key figures" on the right hand side of http://www.ons.gov.uk/ons/index.html
- Average weekly earnings
- On the ONS site look at the unemployment rate (key figures) > UK Labour Market Statistical Bulletin > See "Data in this release" (top right) > Download EARN01
J. Commodity prices
K. Yields: Bankstats
- UK 5yr, 10yr and 20yr gilts: Table G1.2
L. Current account
M. Effective exchange rates:
- Bank of England effective exchange indice: Table G1.2
- BIS effective exchange rate index (see Table I1 in Statistical Bulletin)
N. Interest rates: Bankstats
- 5yr 75% LTV, SVR, 2yr bond: Table G1.3
For an example of a well designed and useful dashboard see the TUC's Touchstone Blog: