Bild:Leitzinsen.png

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GNU R source code (just add new data at the right places!):

dat.eur=rev(c("05.10.06", "03.08.06", "08.06.06", "02.03.06", "06.12.05", "05.06.03", "06.03.03", "05.12.02", "08.11.01", "17.09.01", "30.08.01", "10.05.01", "05.10.00", "31.08.00", "08.06.00", "27.04.00", "16.03.00", "03.02.00", "04.11.99", "08.04.99", "01.01.99"))         
dat.eur=as.Date(dat.eur,format="%d.%m.%y")
hauptrefin=rev(c(0.0325, 0.0300, 0.0275, 0.0250, 0.0225, 0.0200, 0.0250, 0.0275, 0.0325, 0.0375, 0.0425, 0.0450, 0.0475, 0.0450, 0.0425, 0.0375, 0.0350, 0.0325, 0.0300, 0.0250, 0.0300))
einlagefaz=rev(c(0.0225, 0.0200, 0.0175, 0.0150, 0.0125, 0.0100, 0.0150, 0.0175, 0.0225, 0.0275, 0.0325, 0.0350, 0.0375, 0.0350, 0.0325, 0.0275, 0.0250, 0.0225, 0.0200, 0.0150, 0.0200, ))
spitzenrefin=rev(c(0.0425, 0.0400, 0.0375, 0.0350, 0.0325, 0.0300, 0.0350, 0.0375, 0.0425, 0.0475, 0.0525, 0.0550, 0.0575, 0.0550, 0.0525, 0.0475, 0.0450, 0.0425, 0.0400, 0.0350, 0.0450, ))

dat.us=rev(c("29.06.06", "10.05.06", "28.03.06", "31.01.06", "13.12.05", "01.11.05", "20.09.05", "09.08.05", "30.06.05", "03.05.05", "22.03.05", "02.02.05", "14.12.04", "10.11.04", "21.09.04", "10.08.04", "30.06.04", "25.06.03", "09.01.03", "06.11.02", "11.12.01", "06.11.01", "02.10.01", "17.09.01", "21.08.01", "27.06.01", "15.05.01", "18.04.01", "20.03.01", "31.01.01", "04.01.01", "03.01.01", "16.05.00", "21.03.00", "02.02.00", "16.11.99", "24.08.99", "30.06.99", "17.11.98", "15.10.98", "29.09.98", "25.03.97", "31.01.96", "19.12.95", "06.07.95", "01.02.95", "15.11.94", "16.08.94", "17.05.94", "18.04.94", "22.03.94", "04.02.94", "04.09.92", "02.07.92", "09.04.92", "20.12.91", "06.12.91", "06.11.91", "31.10.91", "13.09.91", "06.08.91", "30.04.91", "08.03.91", "01.02.91", "09.01.91", "18.12.90", "07.12.90", "13.11.90", "29.10.90", "13.07.90", "24.02.89", "09.08.88", "04.09.87", "21.08.86", ))
dat.us=as.Date(dat.us,format="%d.%m.%y")
fundsrate=rev(c(0.0525, 0.0500, 0.0475, 0.0450, 0.0425, 0.0400, 0.0375, 0.0350, 0.0325, 0.0300, 0.0275, 0.0250, 0.0225, 0.0200, 0.0175, 0.0150, 0.0125, 0.0100, 0.0100, 0.0125, 0.0175, 0.0200, 0.0250, 0.0300, 0.0350, 0.0375, 0.0400, 0.0450, 0.0500, 0.0550, 0.0600, 0.0600, 0.0650, 0.0600, 0.0575, 0.0550, 0.0525, 0.0500, 0.0475, 0.0500, 0.0525, 0.0550, 0.0525, 0.0550, 0.0575, 0.0600, 0.0550, 0.0475, 0.0425, 0.0375, 0.0350, 0.0325, 0.0300, 0.0325, 0.0375, 0.0400, 0.0450, 0.0475, 0.0500, 0.0525, 0.0550, 0.0575, 0.0600, 0.0625, 0.0675, 0.0700, 0.0725, 0.0750, 0.0775, 0.0800, ))
discount=rev(c(0.0625, 0.0600, 0.0575, 0.0550, 0.0525, 0.0500, 0.0475, 0.0450, 0.0425, 0.0400, 0.0375, 0.0350, 0.0325, 0.0300, 0.0275, 0.0250, 0.0225, 0.0200, 0.0225, 0.0075, 0.0125, 0.0150, 0.0200, 0.0250, 0.0300, 0.0325, 0.0350, 0.0400, 0.0450, 0.0500, 0.0550, 0.0575, 0.0600, 0.0550, 0.0525, 0.0500, 0.0475, 0.0450, 0.0450, 0.0475, 0.0500, 0.0500, 0.0500, 0.0525, 0.0525, 0.0525, 0.0475, 0.0400, 0.0350, 0.0325, 0.0300, 0.0300, 0.0300, 0.0300, 0.0350, 0.0350, 0.0450, 0.0450, 0.0500, 0.0500, 0.0550, 0.0550, 0.0600, 0.0600, 0.0600, 0.0650, 0.0700, 0.0700, 0.0700, 0.0700, 0.0700, 0.0650, 0.0600, 0.0550, ))

#add today for nice plots
dat.eur=c(dat.eur,as.Date(format(Sys.time(), "%d.%m.%y"),format="%d.%m.%y"))
hauptrefin=c(hauptrefin,hauptrefin[length(hauptrefin)])
einlagefaz=c(einlagefaz,einlagefaz[length(einlagefaz)])
spitzenrefin=c(spitzenrefin,spitzenrefin[length(spitzenrefin)])
dat.us=c(dat.us,as.Date(format(Sys.time(), "%d.%m.%y"),format="%d.%m.%y"))
fundsrate=c(fundsrate,fundsrate[length(fundsrate)])
discount=c(discount,discount[length(discount)])

cols=c("red","orangered","salmon","navy","blue")
png(filename="Leitzinsen.png", width=1230, height=830, pointsize=12)
par("bg"="whitesmoke")
plot(dat.eur,hauptrefin,type="s",ylim=range(0,spitzenrefin,fundsrate,discount),yaxt="n",main="Leitzinsen in den USA und in der EURO-Zone seit Bestehen der EZB",ylab="Leitzins",cex.main=1.6,col=cols[1],lwd=3,xaxs="i")
grid(NA, NULL, lwd=1)
yticks=axTicks(2)
axis(side=2,at=yticks,labels=paste(format(100*yticks,digits=3),"%",sep=""))
box()

lines(dat.eur,einlagefaz,type="s",col=cols[2],lwd=1,lty=3)
lines(dat.eur,spitzenrefin,type="s",col=cols[3],lwd=1,lty=3)
lines(dat.us[5:length(dat.us)],fundsrate,type="s",col=cols[4],lwd=3,lty=1)
lines(dat.us,discount,type="s",col=cols[5],lwd=1,lty=3)

legend(x="topright",inset=0.01,legend=c("EUR - Hauptrefinanzierungssatz", "EUR - Einlagefazilität", "EUR - Spitzenrefinanzierung", "US - Federal Funds Rate", "US - Diskontsatz"),col=cols,lwd=c(3,1,1,3,1),lty=c(1,3,3,1,3),bg="whitesmoke")
dev.off()