 JSTdatasetR5(1).xlsx 
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Abbreviations of variables
year    Year
country    Country
iso    ISO 3-letter code
ifs    IFS 3-number country-code
pop    Population
rgdpmad    Real GDP per capita (PPP, 1990 Int$, Maddison)
rgdppc    Real GDP per capita (index, 2005=100)
rconpc    Real consumption per capita (index, 2006=100)
gdp    GDP (nominal, local currency)
iy    Investment-to-GDP ratio
cpi    Consumer prices (index, 1990=100)
ca    Current account (nominal, local currency)
imports    Imports (nominal, local currency)
exports    Exports (nominal, local currency)
narrowm    Narrow money (nominal, local currency)
money    Broad money (nominal, local currency)
stir    Short-term interest rate (nominal, percent per year)
ltrate    Long-term interest rate (nominal, percent per year)
hpnom    House prices (nominal index, 1990=100)
debtgdp    Public debt-to-GDP ratio
revenue    Government revenues (nominal, local currency)
expenditure    Government expenditure (nominal, local currency)
xrusd    USD exchange rate (local currency/USD)
tloans    Total loans to non-financial private sector (nominal, local currency)
tmort    Mortgage loans to non-financial private sector (nominal, local currency)
thh    Total loans to households (nominal, local currency)
tbus    Total loans to business (nominal, local currency)
lev    Banks, capital ratio (in %)
ltd    Banks, loans-to-deposits ratio (in %)
noncore    Banks, noncore funding ratio (in %)
crisisJST    Systemic financial crises (0-1 dummy)
crisisJST_old    Systemic financial crises (0-1 dummy, R1-R4 release)
peg    Peg dummy
peg_strict    Strict peg dummy
peg_type    Peg type (BASE, PEG, FLOAT)
peg_base    Peg base (GBR, USA, DEU, HYBRID, NA)
JSTtrilemmaIV    JST trilemma instrument (raw base rate changes)
JSTtrilemmaIV_R    JST trilemma instrument (residualized base rate changes)
eq_tr    Equity total return, nominal. r[t] = [[p[t] + d[t]] / p[t-1] ] - 1
housing_tr    Housing total return, nominal. r[t] = [[p[t] + d[t]] / p[t-1] ] - 1
bond_tr    Government bond total return, nominal. r[t] = [[p[t] + coupon[t]] / p[t-1] ] - 1
bill_rate    Bill rate, nominal. r[t] = coupon[t] / p[t-1] 
rent_ipolated    1 if housing rental yields interpolated e.g. wartime
housing_capgain_ipolated    1 if housing capital gains and total returns interpolated e.g. wartime
housing_capgain    Housing capital gain, nominal. cg[t] = [ p[t] / p[t-1] ] - 1 
housing_rent_rtn    Housing rental return. dp_rtn[t] = rent[t]/p[t-1]
housing_rent_yd    Housing rental yield. dp[t] = rent[t]/p[t]
eq_capgain    Equity capital gain, nominal. cg[t] = [ p[t] / p[t-1] ] - 1 
eq_dp    Equity dividend yield. dp[t] = dividend[t]/p[t]
eq_capgain_interp    1 if equity cap. gain interpolated to cover exchange closure
eq_tr_interp    1 if equity total return interpolated to cover exchange closure
eq_dp_interp    1 if equity dividend interpolated or assumed zero to cover exchange closure
bond_rate    Gov. bond rate, rate[t] = coupon[t] / p[t-1], or yield to maturity at t
eq_div_rtn    Equity dividend return. dp_rtn[t] = dividend[t]/p[t-1]
capital_tr    Tot. rtn. on wealth, nominal. Wtd. avg. of housing, equity, bonds and bills
risky_tr    Tot. rtn. on risky assets, nominal. Wtd. avg. of housing and equity
safe_tr    Tot. rtn. on safe assets, nominal. Equally wtd. avg. of bonds and bills
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