Navier-Stokes-Inspired Global Liquidity-Flow and Systemic-Stress Modelling: Data and Replication Package for a Nondimensional Macro-Financial Stress-Testing Framework

This dataset provides the full data and replication package accompanying the manuscript “Navier-Stokes-Inspired Global Liquidity-Flow and Systemic-Stress Modelling: A Nondimensional Macro-Financial Stress-Testing Framework.” The package is designed as an external audit and reproducibility companion for the study’s global macro-financial stress-testing architecture. The manuscript develops a Navier-Stokes-inspired economic analogue for modelling systemic stress through a nondimensional flow-pressure-friction-shock-cycle-closure balance. The framework does not claim that financial liquidity is a physical fluid, does not solve the mathematical Navier-Stokes problem, and does not establish a universal crisis-prediction law. Instead, it constructs a transparent diagnostic system in which systemic stress is decomposed into liquidity velocity weakness, liquidity acceleration, macro-financial pressure gradients, liquidity friction/diffusion, stochastic shocks, Fourier GDP-cycle forcing, and a restricted hidden-adjustment term ε(t). The package contains the reported empirical tables, extracted numerical outputs, formula catalogue, figure files, references with DOI links, metadata files, source-ledger material, verification material, and checksum records required to document the manuscript’s reported calculations. The Excel workbook consolidates the reported results into structured sheets, including stress-index construction, weighting robustness, restricted ε(t) closure, global stress-resilience diagnostics, Fourier-cycle results, rolling one-year-ahead validation, benchmark comparison, fixed-effects estimates, regional stress rankings, equation-balance diagnostics, robustness tests, Monte Carlo scenarios, policy counterfactuals, external-target validation, residual diagnostics, numeric audit, formula catalogue, and reference documentation. The dataset reflects the manuscript’s evidence architecture: a 100-country annual panel design for 2010–2024, a World aggregate anchor, macro-regional aggregation, rolling validation windows, robustness layers, external-target validation, Monte Carlo uncertainty, and policy counterfactual analysis. Where the manuscript reports summarised tables, model outputs, derived indicators, and validation statistics, those reported values are preserved in machine-readable form. The package does not invent or reconstruct unreported raw country-year observations beyond what is documented in the manuscript; instead, it archives all reported calculations, tables, figures, formulas, numerical records, and replication-support files. This data package is intended for transparency, review, citation, replication checking, and methodological audit. It supports researchers interested in macro-financial stress testing, systemic-risk diagnostics, liquidity-flow modelling, financial-stress indices, panel econometrics, robustness testing, external validation, Monte Carlo stress scenarios, and policy-counterfactual interpretation under a bounded Navier-Stokes-inspired economic analogue.