LN_CDS_5Y* |
Natural logarithm of the country risk premium CDS 5 Years.
|
J.P. Morgan |
LN_EMBI* |
Natural logarithm of the country risk premium EMBI+.
|
J.P. Morgan |
LN_CDS_5Y(-1)* |
One lag of the country risk premium CDS 5 Years natural logarithm. |
J.P. Morgan |
LN_EMBI(-1)* |
One lag of the country risk premium EMBI+ natural logarithm. |
J.P. Morgan |
GDP_DOM_YOY* |
GDP growth rate (%) concerning the same quarter of the previous year. Quarterly models. |
FRED Economic Data |
IND_PROD_YOY* |
Industrial production growth rate (%) concerning the same month of the previous year. Variable used for Brazil, Chile, Mexico, Russia, and Turkey. Monthly models. Proxy for the monthly economic growth. |
International Financial Statistics (IMF) |
IND_PROD_MANUF_YOY* |
Manufacturing industrial production growth rate (%) concerning the same month of the previous year. Variable used for South Africa, Colombia, and Indonesia. Monthly models. Proxy for the monthly economic growth. |
International Financial Statistics (IMF) |
RT4_LN_INT_RES* |
Natural logarithm of the international reserves stock (constant prices) concerning the same quarter of the previous period (growth rate (%)). Quarterly models. |
International Financial Statistics (IMF) |
RT12_LN_INT_RES* |
Natural logarithm of the international reserves stock (constant prices) concerning the same quarter of the previous period (growth rate (%)). Monthly models. |
International Financial Statistics (IMF) |
INF_YOY* |
The growth rate of inflation concerning the same period of the previous year. Monthly and quarterly models. |
FRED Economic Data and OECD |
CA* |
Net balance (constant prices) of the balance of payments current account. Quarterly models. |
International Financial Statistics (IMF) |
GDP_US_YOY* |
US GDP growth rate (%) concerning the same quarter of the previous year. Quarterly models. |
FRED Economic Data |
IND_PROD_US_YOY* |
U.S. industrial production growth rate (%) concerning the same month of the previous year. Monthly models. Proxy for the U.S. monthly economic growth. |
FRED Economic Data |
LN_INTEREST_5Y_US* |
Natural logarithm of the Market Yield On U.S. Treasury Securities at 5-Year Constant Maturity. End of period for monthly and quarterly models. |
FRED Economic Data |
LN_OIL* |
Natural logarithm of the international oil price (Brent crude). End of period constant prices for monthly and quarterly models. |
FRED Economic Data |
LN_VIX* |
Natural logarithm of the VIX Index, end of the period. Monthly and quarterly models. |
FRED Economic Data |
RT1_LN_CDS_5Y** |
Growth rate (%) of the country risk premium CDS 5 Years natural logarithm concerning the previous period. |
J.P. Morgan |
RT1_LN_EMBI** |
Growth rate (%) of the country risk premium EMBI+ natural logarithm concerning the previous period. |
J.P. Morgan |
RT1_LN_INT_RES** |
Growth rate (%) of the international reserves stock natural logarithm concerning the previous period. |
International Financial Statistics (IMF) |
INF_QOQ** |
Inflation rate (%) concerning the previous period. |
FRED Economic Data and OECD |
RT1_LN_VIX** |
Growth rate (%) VIX Index natural logarithm concerning the previous period. |
FRED Economic Data |
RT1_LN_OIL** |
Growth rate (%) international oil price (Brent crude) natural logarithm concerning the previous period. |
FRED Economic Data |