Dummy Event Dataset for US–China Decoupling (1990–2023)

This dataset provides a monthly panel of manually coded dummy events relevant to US–China relations and technology decoupling, covering the period 1990–2023. Events are classified into four categories: trade, technology, finance, and political. For each event, the dataset includes the event title, description, type, impact direction, and binary dummy variables (0/1). The dataset is designed for use in econometric modeling, including ARMAX–GARCH volatility frameworks, and can be applied to study the spillover effects of geopolitical, financial, and policy shocks on global financial markets.