United States Indices 

• US Treasury Financing Uncertainty Index: A measure of uncertainty surrounding US Treasury financing conditions, debt issuance, government borrowing requirements, and fiscal financing risks. The index captures market perceptions regarding public debt sustainability and financing pressures.

Download

Egypt Indices

• JLN-Style Macroeconomic Uncertainty Index: Constructed following the methodology of Jurado, Ludvigson, and Ng (JLN), this index provides a comprehensive measure of aggregate macroeconomic uncertainty in Egypt using a large information set of macroeconomic and financial variables.

Download

• Solow Residual (Total Factor Productivity – TFP): A quarterly measure of total factor productivity growth derived from a standard growth-accounting framework. The series captures technological progress and efficiency gains beyond factor accumulation.

Download

• Monetary Policy Credibility Index: Measures the credibility of monetary policy by assessing the consistency between policy actions, inflation outcomes, and expectations. The index is useful for evaluating central bank performance and anchoring of inflation expectations.

Download

• Central Bank of Egypt (CBE) Monetary Surprises: A high-frequency measure of unexpected monetary policy shocks derived from market reactions around Central Bank of Egypt policy announcements. The series can be used to identify exogenous monetary policy innovations.

Download

All datasets are regularly updated and currently available through 2026:Q1. 

Researchers, students, policymakers, and practitioners are welcome to use these data for academic and non-commercial purposes, subject to appropriate citation and acknowledgement.