five

Data for: Dating currency crises in emerging market economies

收藏
Mendeley Data2026-04-18 收录
下载链接:
https://data.mendeley.com/datasets/vy6rbfyh97
下载链接
链接失效反馈
官方服务:
资源简介:
The data is centered around 35 emerging market economies, from 1990 to 2016, on a monthly basis. The data can be divided in three areas. First, the data to construct the currency crisis dummy variables. I specify the sources of the raw data and transformations. I include the spreadsheet with all operations, including macro’s to replicate and extend the country base. The spreadsheet contains a brief description in the first sheet. The original, raw data is not included due to publication restrictions. Second, the narrative contains a detailed description around events that are considered currency crises in other studies or that the six definitions employed identify as a currency crisis. The narrative is very useful to distinguish currency crises from other type of events. For each potential crisis date, we review academic papers and articles from Bloomberg, Economist, BBC News and similar sources, and where possible use more than one source per event. Third, a list of alternative currency crisis definitions. I have included the definitions of more than 70 papers on currency crises. Although not complete, the overview is comprehensive and can be helpful to anyone interested in the different definitions that are being used in the literature.

本数据集以1990年至2016年间的35个新兴市场经济体(emerging market economies)为核心研究样本,数据频率为月度。本数据集可划分为三大板块: 第一板块:用于构建货币危机虚拟变量(currency crisis dummy variables)的相关数据。本文明确了原始数据的来源与预处理流程,并提供了涵盖所有操作步骤(含可用于复现及扩展样本国家范围的宏命令)的电子表格。该电子表格的首工作表包含简要说明。受出版限制,原始未加工数据未随本数据集一同发布。 第二板块:事件梳理文本,详细记述了其他研究中认定的货币危机,或是通过本文采用的六种定义所识别出的货币危机事件。该梳理文本可有效区分货币危机与其他类型的经济事件。针对每一个潜在危机时点,研究团队均查阅了彭博(Bloomberg)、《经济学人》(The Economist)、BBC新闻等渠道的学术论文与媒体报道,且尽可能为每个事件援引至少两个独立信源。 第三板块:替代性货币危机定义列表。本文收录了70余篇货币危机相关学术论文中的危机识别定义。尽管未穷尽所有文献,但该综述内容全面,可为关注该领域不同研究范式的学者提供参考。
创建时间:
2019-04-18
二维码
社区交流群
二维码
科研交流群
商业服务