Holding-period returns for the UK government debt portfolio, constructed from bond-level data.
The series extends Ellison and Scott (2020) through 2025:Q2 and adds returns net of Bank of England holdings (QE/QT-adjusted). Methodology follows Hall and Sargent (2011), and Ellison and Scott (2020).
- Annual data
- Quarterly data

Debt supply shocks.
Shocks to the level and maturity of US public debt supply.  Positive level shocks are exogenous increases in the total debt level, distributed uniformly across maturities. Positive maturity shocks capture an exogenous shift in issuance from short-term to long-term bonds, conditional on the total debt level. Methodology based on Mustafi (2025).  
-  Daily data
- Monthly data