FCIs_ABV_IMFER_v4.xlsx

	B	C	E	F
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2	Data in sheet "FCIs" are final Financial Condition Indices that appear in the paper: Arrigoni, S., Bobasu, A., Venditti, F., 2022. Measuring Financial Conditions using Equal Weights Combination. IMF Economic Review. This version (v4): data updated to August 2026!
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4	Identifiers and auxiliary variables		Aggregate FCIs
5	date	monthly date	global_ew_fci	Global aggregate FCI (ew_fci)
6	imfcode	IMF country codes	global_tvp_fci	Global aggregate FCI (tvp_fci)
7	country	Country	global_pca_fci	Global aggregate FCI (pca_fci)
8	iso_alpha3	ISO 3166 alpha-3	ae_ew_fci	Adv. Econ. aggregate FCI (ew_fci)
9	AE	1 = Advanced Economy, 0 = Emerging Market	ae_tvp_fci	Adv. Econ. aggregate FCI (tvp_fci)
10	EA	Euro Area Dummy (Changing composition)	ae_pca_fci	Adv. Econ. aggregate FCI (pca_fci)
11	EU	European Union Dummy (Changing composition)	eme_ew_fci	Emerg. Mkts. aggregate FCI (ew_fci)
12			eme_tvp_fci	Emerg. Mkts. aggregate FCI (tvp_fci)
13	Country specific FCIs		eme_pca_fci	Emerg. Mkts. aggregate FCI (pca_fci)
14	ew_fci	EW-FCI, std (equal weights averages)	ea_ew_fci	Euro Area aggregate FCI (ew_fci)
15	pca_fci	PCA-FCI, std (principal component)	ea_tvp_fci	Euro Area aggregate FCI (tvp_fci)
16	tvp_fci	TVP-FCI, std (factor model)	ea_pca_fci	Euro Area aggregate FCI (pca_fci)
17			share	GDP PPP shares (IMF)
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