Macroeconomic indicators

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Macroeconomic Time Series for Policy Shock Analysis

Creators: Alisdair McKay, Christian K. Wolf
Publication Date: 2023-09-01
Creators: Alisdair McKay, Christian K. Wolf

This dataset provides macroeconomic time-series variables prepared for structural vector autoregression (VAR) analysis. It includes indicators such as real output, inflation, interest rates, and monetary policy shocks. The variables are formatted to support empirical evaluation of policy scenarios through VAR-based counterfactual exercises. Metadata from the accompanying documentation clarifies variable transformations and modeling roles within the policy identification framework.

Consumer prices

Creators: BIS statistics
Publication Date: 2025-03-27
Creators: BIS statistics

The consumer price index data set contains long series that track the overall change in the prices of goods and services purchased by households. Consumer price indices are a key macroeconomic indicator, for instance to measure inflation and assess purchasing power over time.

The data set includes monthly and annual time series for more than 60 countries. Some annual series go back to the mid-19th century, or earlier for a few countries. The average length of the monthly series is more than 60 years. The BIS has constructed long consumer price indices, by joining the series available for consecutive periods.

Consumer price indices are commonly used as a deflator for other economic series. The series have been used, in particular, for the calculation of the real effective exchange rate and real residential property price series published by the BIS.

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