Year
Country
ISO 3-letter code
IFS 3-number country-code
Population
Real GDP per capita (PPP, 1990 Int$, Maddison)
Real GDP per capita (index, 2005=100)
Real consumption per capita (index, 2006=100)
GDP (nominal, local currency)
Investment-to-GDP ratio
Consumer prices (index, 1990=100)
Current account (nominal, local currency)
Imports (nominal, local currency)
Exports (nominal, local currency)
Narrow money (nominal, local currency)
Broad money (nominal, local currency)
Short-term interest rate (nominal, percent per year)
Long-term interest rate (nominal, percent per year)
House prices (nominal index, 1990=100)
Public debt-to-GDP ratio
Government revenues (nominal, local currency)
Government expenditure (nominal, local currency)
USD exchange rate (local currency/USD)
Total loans to non-financial private sector (nominal, local currency)
Mortgage loans to non-financial private sector (nominal, local currency)
Total loans to households (nominal, local currency)
Total loans to business (nominal, local currency)
Banks, capital ratio (in %)
Banks, loans-to-deposits ratio (in %)
Banks, noncore funding ratio (in %)
Systemic financial crises (0-1 dummy)
Systemic financial crises (0-1 dummy, R1-R4 release)
Peg dummy
Strict peg dummy
Peg type (BASE, PEG, FLOAT)
Peg base (GBR, USA, DEU, HYBRID, NA)
JST trilemma instrument (raw base rate changes)
JST trilemma instrument (residualized base rate changes)
Equity total return, nominal. r[t] = [[p[t] + d[t]] / p[t-1] ] - 1
Housing total return, nominal. r[t] = [[p[t] + d[t]] / p[t-1] ] - 1
Government bond total return, nominal. r[t] = [[p[t] + coupon[t]] / p[t-1] ] - 1
Bill rate, nominal. r[t] = coupon[t] / p[t-1]
1 if housing rental yields interpolated e.g. wartime
1 if housing capital gains and total returns interpolated e.g. wartime
Housing capital gain, nominal. cg[t] = [ p[t] / p[t-1] ] - 1
Housing rental return. dp_rtn[t] = rent[t]/p[t-1]
Housing rental yield. dp[t] = rent[t]/p[t]
Equity capital gain, nominal. cg[t] = [ p[t] / p[t-1] ] - 1
Equity dividend yield. dp[t] = dividend[t]/p[t]
1 if equity cap. gain interpolated to cover exchange closure
1 if equity total return interpolated to cover exchange closure
1 if equity dividend interpolated or assumed zero to cover exchange closure
Gov. bond rate, rate[t] = coupon[t] / p[t-1], or yield to maturity at t
Equity dividend return. dp_rtn[t] = dividend[t]/p[t-1]
Tot. rtn. on wealth, nominal. Wtd. avg. of housing, equity, bonds and bills
Tot. rtn. on risky assets, nominal. Wtd. avg. of housing and equity
Tot. rtn. on safe assets, nominal. Equally wtd. avg. of bonds and bills