uncertainty-investment dataset

This dataset contains the data for the paper titled "The Impact of Exchange Rate Uncertainty on Investment: Nonlinearity and Threshold Effects". This dataset is a panel dataset that covers the data for 54 countries (32 developing, 22 advanced) over the 1980-2022 period. It contains the data for the variables employed in the Panel Smooth Transition Regression estimations of the paper. The descriptions and the sources of the variables are given in a sepererate sheet in the data.