FX Intervention Dataset: Adler, Chang, Mano, and Shao 2024

Please Cite: Adler, G., K. S. Chang, R. C. Mano and Y.Shao, 2021, "Foreign Exchange Intervention: A Data Set of Official Data and Estimates," Journal of Money, Credit and Banking. https://doi.org/10.1111/jmcb.13137.

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Variable Labels in the files -- Quick guiding principles, see metadata sheet in excel file for more details.

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


De_jure_EXR_regime = De jure exchange rate regime dummy based on IMF AREAER annual report (0 = Non Peg, 1= Peg)


De_facto_EXR_regime = De facto exchange rate regime dummy based on IMF AREAER annual report (0 = Non Peg, 1= Peg)


Sterilization_dummy = 1 if FXI fully sterilized