I asked here about data on a data source for historical yield curves for many countries. Many central banks (linked there, in Helin's answer) publish estimates for their nominal yield curves.

But most do not do so for historical real yield curves, i.e. the yields on inflation-indexed bonds. The US and UK do; I have not found any other country that does so.

Partially this is because not all countries issue inflation-linked bonds; and among those that do, many do not (or have not historically) issued at enough different maturities to fit a yield curve.

Does any data source have more comprehensive cross-country coverage for REAL yield curves?

Thank you!



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