FX Intervention Dataset: Adler, Chang, Mano, and Shao 2021

Please Cite: Adler, G., K. S. Chang, R. C. Mano and Y.Shao, 2021, "Foreign Exchange Intervention: A Dataset of Public Data and Proxies," IMF WP 21/47.

Files:     

• Excel: Monthly & Quarterly

• Stata:  Monthly and Quarterly

Vintages:  

• Current 12/01/2023

• Previous 3/30/2023; 10/12/2022; 4/06/2022; 2/24/2021; 2/18/2021

Variable Labels in the files -- Quick guiding principles

xxx_proxy_xxx = FXI as estimated by authors

xxx_pub_xxx = FXI as published by the central bank

xxx_USD_xxx  = variable in Millions of USD

xxx_GDP_xxx  = variable  in percentage points of 3-year moving-averaged GDP

xxx_q = quarterly frequency

xxx_m = monthly frequency

xxx_spot_xxx = FXI in the spot market

xxx_deriv_xxx = FXI measured as changes in the forward position

xxx_broad_xxx = Total FXI combining spot + deriv

Sterilization_dummy = 1 if FXI fully sterilized