Data

The GVAR quarterly data vintages extending back to 2006 are provided below and can be downloaded separately from the GVAR toolbox (in source form for the 2006-2013 Vintages). The most recent 2016 Vintage contains the (transformed) GVAR data transformed into logs for direct use within the GVAR Toolbox 2.0. The GVAR data vintage currently included in the GVAR Toolbox 2.0 is the (transformed) 2013 Vintage, which is also the vintage used for illustration purposes in the GVAR user guide included in the toolbox.
       

GVAR data (2016 Vintage): Revises and extends up to 2016Q4 the GVAR 2013 Vintage.
Prepared by Kamiar Mohaddes (University of Cambridge) and Mehdi Raissi (International Monetary Fund).

GVAR data (2013 Vintage): Revises and extends up to 2013Q1 the GVAR 2011 Vintage.
Prepared by Rodrigo Mariscal, Ambrogio Cesa Bianchi and Alessandro Rebucci at the Inter-American Development Bank, Washington DC, US.

GVAR data (2011 Vintage): Revises and extends up to 2011Q2 the GVAR 2009 Vintage, used in Chapter 2 of the GVAR Handbook.
Prepared by Ambrogio Cesa Bianchi, Alessandro Rebucci, and Gang Zhang at the Inter-American Development Bank, Washington DC, US.

GVAR data (2009 Vintage): Revises and extends up to 2009Q4 the GVAR 2006 Vintage, used in Pesaran, Schuermann and Smith (2009b).
Prepared by Ambrogio Cesa Bianchi, and Alessandro Rebucci at the Inter-American Development Bank, Washington DC, US

GVAR data (2006 Vintage): Revises and extends up to 2006Q4 the GVAR 2005 Vintage (1979Q1-2005Q4), used in Pesaran, Schuermann and Smith (2009a, PSSa), *

 

 
*PSSa extend the original dataset used in Dees, di Mauro, Pesaran and Smith (2007), which covers the period 1979Q1-2003Q4.