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https://github.com/ilchen/eu_economic_data_analysis

Jupyter notebooks for analysis of Eurozone GDP, yields on government bonds, inflation expectations, unemployment and participation rates, money supply, personal consumption and savings, stock market. Using APIs from Eurostat, ECB, OECD and Yahoo-Finance.
https://github.com/ilchen/eu_economic_data_analysis

data-analysis disposable-income finance gdp hicp inflation interest-rates jupyter-notebook money-supply participation-rate risk-free-interest-rate savings stock-market unemployment-rate

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Jupyter notebooks for analysis of Eurozone GDP, yields on government bonds, inflation expectations, unemployment and participation rates, money supply, personal consumption and savings, stock market. Using APIs from Eurostat, ECB, OECD and Yahoo-Finance.

Awesome Lists containing this project

README 

          
# Eurozone Economic Data Analysis

This repository contains Jupyter notebooks that visually analyze Eurozone's Economic data as provided by [the Eurostat](https://ec.europa.eu/eurostat/web/main/data/database), [the ECB](https://data.ecb.europa.eu), the [OECD](https://stats.oecd.org), and [Yahoo-Finance](https://finance.yahoo.com/). The analysis is carried out using [Pandas](https://pandas.pydata.org), [Matplotlib](https://matplotlib.org/stable/index.html) and a combination of [Eurostat](https://pypi.org/project/eurostat/), [SDMX](https://sdmx1.readthedocs.io/en/latest/), and [yfinance](https://pypi.org/project/yfinance/) libraries for data retrieval via APIs.



So far I created the following notebooks (following a given link lets you see the most recent run of its notebook, I aim to refresh results monthly):

* [Analysis of consumer prices inflation, wage inflation, level of risk-free interest rates, and GDP](./HICP_and_ECB_Rates.ipynb), plus [a similar analysis for the the US by way of comparison](https://github.com/ilchen/US_Economic_Data_Analysis/blob/main/CPI_and_Fed_Funds_Rates.ipynb)

* [Analysis of Eurozone Past, Current, and Future Riskfree Rates](Current_Riskfree_Rates_Eurozone.ipynb), plus [a similar analysis for the US](https://github.com/ilchen/US_Economic_Data_Analysis/blob/main/Current_Riskfree_Rates.ipynb)

* [Analysis of Participation, Employment, Unemployment, Job-vacancy, and Unfilled Vacancies to Population Rates](./Unemployment_and_Participation_Rates_Eurozone.ipynb), plus [a similar analysis for the US by way of comparison](https://github.com/ilchen/US_Economic_Data_Analysis/blob/main/Unemployment_and_Participation_Rates.ipynb)

* [Analysis of Eurozone Money Supply](./Money_Supply_Eurozone.ipynb), plus [a similar analysis for the US](https://github.com/ilchen/US_Economic_Data_Analysis/blob/main/Money_Supply.ipynb)

* [Analysis of Quantitative Easing and Tapering by the ECB](./Quantitative_Easing_and_Tapering_Eurozone.ipynb)

* [Analysis of Eurozone GDP, its composition by industry, and trends in its make-up](./GDP_Composition_Eurozone.ipyn), plus [a similar analysis for the US](https://github.com/ilchen/US_Economic_Data_Analysis/blob/main/GDP_Composition.ipynb)

* [Analysis of Eurozone Labor productivity (incl. comparison with that in the US)](./Labor_Productivity.ipynb)

* [Analysis of disposable income and savings rates of Eurozone individuals](./Disposable_Income_and_Savings_Eurozone.ipynb), plus [a similar analysis for the US](https://github.com/ilchen/US_Economic_Data_Analysis/blob/main/Disposable_Income_and_Savings.ipynb)

* [Analysis for Stoxx Europe 600 Banks Index](./Stock_Market_Stoxx_Europe_Banks.ipynb) & [Analysis for the AEX Index](./Stock_Market_NL.ipynb), plus [a similar analysis of US Stock Market, including various metrics on the S&P 500 Index](https://github.com/ilchen/US_Economic_Data_Analysis/blob/main/Stock_Market.ipynb)



## Requirements

You'll need python3 and pip. `brew install python` will do if you are on macOS. You can even forgo installing anything and run these notebooks in Google cloud, as I outline below.



In case you opt for a local installation, the rest of the dependencies can be installed as follows:

```commandline

python3 -m pip install -r requirements.txt

```

**NB**: I use Yahoo-Finance data in the `Current_Riskfree_Rates_Eurozone.ipynb` notebook. I switched fully to [yfinance](https://pypi.org/project/yfinance/) for working with Yahoo-Finance data due to its better maintenance and frequent new releases.



## How to run locally

If you want to run the notebooks locally on your laptop, clone the repo and `cd` into its directory, e.g.:

```commandline

git clone -l -s https://github.com/ilchen/EU_Economic_Data_Analysis.git

cd EU_Economic_Data_Analysis

```

run one of the below commands depending on which notebook you are interested in:

```commandline

jupyter notebook HICP_and_ECB_Rates.ipynb

```

or

```commandline

jupyter notebook Current_Riskfree_Rates_Eurozone.ipynb

```

or

```commandline

jupyter notebook Unemployment_and_Participation_Rates_Eurozone.ipynb

```

or

```commandline

jupyter notebook Money_Supply_Eurozone.ipynb

```

or

```commandline

jupyter notebook Quantitative_Easing_and_Tapering_Eurozone.ipynb

```

or

```commandline

jupyter notebook GDP_Composition_Eurozone.ipynb

```

or

```commandline

jupyter notebook Labor_Productivity.ipynb

```

or

```commandline

jupyter notebook Disposable_Income_and_Savings_Eurozone.ipynb

```

or

```commandline

jupyter notebook Stock_Market_Stoxx_Europe_Banks.ipynb

```

or

```commandline

jupyter notebook Stock_Market_NL.ipynb

```



## How to run in Google cloud

You can also run these notebooks in Google cloud. This way you don't need to install anything locally. This takes just a few seconds:

1. Go to [Google Colaboratory](https://colab.research.google.com/notebooks/intro.ipynb#recent=true) in your browser

2. In the modal window that appears select `GitHub`

3. Enter the URL of this repository's notebook, e.g.: `https://github.com/ilchen/EU_Economic_Data_Analysis/blob/main/HICP_and_ECB_Rates.ipynb`

or `https://github.com/ilchen/EU_Economic_Data_Analysis/blob/main/Current_Riskfree_Rates_Eurozone.ipynb`

or `https://github.com/ilchen/EU_Economic_Data_Analysis/blob/main/Unemployment_and_Participation_Rates_Eurozone.ipynb`

or `https://github.com/ilchen/EU_Economic_Data_Analysis/blob/main/Money_Supply_Eurozone.ipynb`

or `https://github.com/ilchen/EU_Economic_Data_Analysis/blob/main/Quantitative_Easing_and_Tapering_Eurozone.ipynb`

or `https://github.com/ilchen/EU_Economic_Data_Analysis/blob/main/GDP_Composition_Eurozone.ipynb`

or `https://github.com/ilchen/EU_Economic_Data_Analysis/blob/main/Labor_Productivity.ipynb`

or `https://github.com/ilchen/EU_Economic_Data_Analysis/blob/main/Disposable_Income_and_Savings_Eurozone.ipynb`

or `https://github.com/ilchen/EU_Economic_Data_Analysis/blob/main/Stock_Market_Stoxx_Europe_Banks.ipynb`

or `https://github.com/ilchen/EU_Economic_Data_Analysis/blob/main/Stock_Market_NL.ipynb`

5. Click the search icon

6. Enjoy  

  In some of the notebooks I make use of additional python code I developed (e.g. `Current_Riskfree_Rates_Eurozone.ipynb`) or dependencies that are not by default provisioned in Google Colaboratory. When running these notebooks in Colaboratory, it's important to clone this repository and `cd` to it. I crated a commented out cell at the beginning of these notebooks to make it easier. Please don't forget to uncomment its content and run it first. E.g. here's one from `Current_Riskfree_Rates_Eurozone.ipynb`:

  ```commandline

# Uncomment if running in Google Colaboratory, otherwise the import of the curves module in the cell below will fail

#!git clone -l -s https://github.com/ilchen/EU_Economic_Data_Analysis.git cloned-repo

#%cd cloned-repo



# Install the latest version of pandas-datareader and yfinance

# !pip install pandas-datareader -U

# !pip install yfinance -U

  ```