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.
Files:
Excel: Monthly & Quarterly
Vintages:
Current 17/04/2024
Previous 12/01/2023; 3/30/2023; 10/12/2022; 4/06/2022; 2/24/2021; 2/18/2021
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