United States Indices
US Treasury Financing Uncertainty Index (Oct 2001- Aug 2025): 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
Citation: Zahran, Mohamed & Nasir, Muhammad Ali (2025) "Treasury Financing Uncertainty, Private Credit, and Safe Yields" Available at SSRN
Egypt Indices
JLN-Style Macroeconomic Uncertainty Index (1997Q1-2025Q4): 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
Citation: Zahran, Mohamed (2022) "Macroeconomic Uncertainty in an External-Finance-constrained Emerging Market. Available at SSRN: https://ssrn.com/abstract=7524098 or http://dx.doi.org/10.2139/ssrn.7524098
Central Bank of Egypt (CBE) Monetary Surprises (2001Q3 - 2025Q4) : 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
Citation: Zahran, Mohamed (2023) "Monetary-policy Surprises and Sovereign Financing Composition under Refinancing Constraints". Available at SSRN: https://ssrn.com/abstract=7524219 or http://dx.doi.org/10.2139/ssrn.7524219
Solow Residual (Total Factor Productivity – TFP, 2001Q3 - 2025Q4) : 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
Citation: Zahran, Mohamed, Macroeconomic Uncertainty in an External-Finance-constrained Emerging Market (2026). Available at SSRN: https://ssrn.com/abstract=7524098 or http://dx.doi.org/10.2139/ssrn.7524098
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. Available Soon
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.