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Constructing a Dictionary for Financial Stability, Accessible Data
Figure 1: Confidence intervals for the FSS index, IMF, ECB, and selected countries
FSS Index Bands - Lower (5%) and upper (95%) value of band for each level of Dictionary word removal
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Institution or Country | Year | Month | 5 Percent Word Removal | 20 Percent Word Removal | ||
---|---|---|---|---|---|---|
Lower | Upper | Lower | Upper | |||
ECB | 2005 | 06 | -0.013 | -0.008 | -0.013 | -0.005 |
ECB | 2005 | 12 | -0.011 | -0.006 | -0.012 | -0.003 |
ECB | 2006 | 06 | -0.014 | -0.010 | -0.014 | -0.006 |
ECB | 2006 | 12 | -0.019 | -0.013 | -0.018 | -0.009 |
ECB | 2007 | 06 | -0.021 | -0.016 | -0.020 | -0.011 |
ECB | 2007 | 12 | -0.026 | -0.022 | -0.025 | -0.016 |
ECB | 2008 | 06 | -0.036 | -0.029 | -0.033 | -0.023 |
ECB | 2008 | 12 | -0.038 | -0.033 | -0.035 | -0.026 |
ECB | 2009 | 06 | -0.036 | -0.030 | -0.033 | -0.023 |
ECB | 2009 | 12 | -0.014 | -0.008 | -0.015 | -0.004 |
ECB | 2010 | 06 | -0.021 | -0.015 | -0.021 | -0.010 |
ECB | 2010 | 12 | -0.022 | -0.016 | -0.022 | -0.011 |
ECB | 2011 | 06 | -0.017 | -0.011 | -0.017 | -0.007 |
ECB | 2011 | 12 | -0.030 | -0.025 | -0.028 | -0.019 |
ECB | 2012 | 06 | -0.022 | -0.018 | -0.020 | -0.013 |
ECB | 2012 | 12 | -0.023 | -0.019 | -0.022 | -0.014 |
ECB | 2013 | 05 | -0.020 | -0.016 | -0.019 | -0.011 |
ECB | 2013 | 11 | -0.018 | -0.014 | -0.018 | -0.010 |
ECB | 2014 | 05 | -0.014 | -0.009 | -0.014 | -0.006 |
ECB | 2014 | 11 | -0.013 | -0.009 | -0.014 | -0.005 |
ECB | 2015 | 05 | -0.015 | -0.011 | -0.015 | -0.007 |
ECB | 2015 | 11 | -0.015 | -0.011 | -0.015 | -0.008 |
ECB | 2016 | 05 | -0.021 | -0.016 | -0.020 | -0.012 |
IMF | 2005 | 04 | -0.007 | -0.003 | -0.008 | 0.000 |
IMF | 2005 | 09 | -0.013 | -0.009 | -0.013 | -0.006 |
IMF | 2006 | 04 | -0.017 | -0.012 | -0.016 | -0.008 |
IMF | 2006 | 09 | -0.032 | -0.025 | -0.032 | -0.018 |
IMF | 2007 | 04 | -0.022 | -0.016 | -0.021 | -0.011 |
IMF | 2007 | 09 | -0.039 | -0.032 | -0.036 | -0.024 |
IMF | 2008 | 04 | -0.038 | -0.030 | -0.035 | -0.024 |
IMF | 2008 | 10 | -0.036 | -0.031 | -0.033 | -0.024 |
IMF | 2009 | 04 | -0.028 | -0.023 | -0.026 | -0.018 |
IMF | 2009 | 10 | -0.021 | -0.015 | -0.020 | -0.010 |
IMF | 2010 | 04 | -0.019 | -0.014 | -0.019 | -0.010 |
IMF | 2010 | 10 | -0.032 | -0.027 | -0.030 | -0.020 |
IMF | 2011 | 04 | -0.028 | -0.024 | -0.026 | -0.018 |
IMF | 2011 | 09 | -0.043 | -0.037 | -0.039 | -0.028 |
IMF | 2012 | 04 | -0.030 | -0.025 | -0.028 | -0.019 |
IMF | 2012 | 10 | -0.033 | -0.027 | -0.030 | -0.020 |
IMF | 2013 | 04 | -0.022 | -0.017 | -0.021 | -0.012 |
IMF | 2013 | 10 | -0.030 | -0.024 | -0.028 | -0.018 |
IMF | 2014 | 04 | -0.026 | -0.021 | -0.025 | -0.015 |
IMF | 2014 | 10 | -0.016 | -0.010 | -0.017 | -0.006 |
IMF | 2015 | 04 | -0.021 | -0.016 | -0.020 | -0.011 |
IMF | 2016 | 04 | -0.038 | -0.033 | -0.035 | -0.025 |
IMF | 2016 | 10 | -0.020 | -0.013 | -0.020 | -0.008 |
Korea | 2005 | 04 | -0.011 | -0.006 | -0.011 | -0.003 |
Korea | 2005 | 10 | -0.007 | -0.003 | -0.008 | 0.000 |
Korea | 2006 | 04 | -0.006 | 0.000 | -0.007 | 0.003 |
Korea | 2006 | 10 | -0.006 | -0.001 | -0.007 | 0.001 |
Korea | 2007 | 04 | -0.013 | -0.009 | -0.013 | -0.006 |
Korea | 2007 | 10 | -0.013 | -0.007 | -0.014 | -0.003 |
Korea | 2008 | 04 | -0.023 | -0.017 | -0.022 | -0.012 |
Korea | 2008 | 10 | -0.032 | -0.027 | -0.030 | -0.021 |
Korea | 2009 | 04 | -0.041 | -0.036 | -0.038 | -0.027 |
Korea | 2009 | 11 | -0.011 | -0.005 | -0.013 | -0.002 |
Korea | 2010 | 04 | 0.001 | 0.007 | -0.003 | 0.010 |
Korea | 2010 | 11 | -0.008 | -0.003 | -0.009 | 0.000 |
Korea | 2011 | 04 | -0.007 | -0.002 | -0.009 | 0.001 |
Korea | 2011 | 10 | -0.027 | -0.023 | -0.026 | -0.017 |
Korea | 2012 | 04 | -0.023 | -0.018 | -0.022 | -0.013 |
Korea | 2012 | 10 | -0.030 | -0.024 | -0.028 | -0.018 |
Korea | 2013 | 04 | -0.026 | -0.022 | -0.024 | -0.016 |
Korea | 2013 | 10 | -0.024 | -0.019 | -0.022 | -0.014 |
Korea | 2014 | 04 | -0.020 | -0.016 | -0.019 | -0.012 |
Korea | 2014 | 10 | -0.016 | -0.010 | -0.016 | -0.007 |
Korea | 2015 | 06 | -0.014 | -0.009 | -0.014 | -0.005 |
Korea | 2015 | 12 | -0.018 | -0.012 | -0.018 | -0.007 |
Sweden | 2005 | 05 | -0.012 | -0.004 | -0.013 | -0.001 |
Sweden | 2005 | 11 | -0.011 | -0.004 | -0.013 | -0.001 |
Sweden | 2006 | 05 | -0.015 | -0.007 | -0.016 | -0.003 |
Sweden | 2006 | 12 | -0.014 | -0.008 | -0.014 | -0.005 |
Sweden | 2007 | 05 | -0.015 | -0.008 | -0.016 | -0.005 |
Sweden | 2007 | 12 | -0.027 | -0.021 | -0.026 | -0.016 |
Sweden | 2008 | 06 | -0.023 | -0.018 | -0.022 | -0.013 |
Sweden | 2008 | 11 | -0.034 | -0.027 | -0.031 | -0.020 |
Sweden | 2009 | 06 | -0.033 | -0.023 | -0.031 | -0.018 |
Sweden | 2009 | 11 | -0.017 | -0.007 | -0.017 | -0.003 |
Sweden | 2010 | 06 | -0.015 | -0.009 | -0.015 | -0.005 |
Sweden | 2010 | 12 | -0.014 | -0.008 | -0.015 | -0.004 |
Sweden | 2011 | 05 | -0.016 | -0.010 | -0.016 | -0.006 |
Sweden | 2011 | 11 | -0.029 | -0.022 | -0.029 | -0.016 |
Sweden | 2012 | 06 | -0.017 | -0.011 | -0.017 | -0.007 |
Sweden | 2012 | 11 | -0.017 | -0.011 | -0.017 | -0.006 |
Sweden | 2013 | 05 | -0.016 | -0.010 | -0.016 | -0.006 |
Sweden | 2013 | 11 | -0.009 | -0.004 | -0.009 | -0.001 |
Sweden | 2014 | 06 | -0.009 | -0.004 | -0.009 | -0.001 |
Sweden | 2014 | 12 | -0.012 | -0.009 | -0.012 | -0.005 |
Sweden | 2015 | 06 | -0.022 | -0.015 | -0.022 | -0.010 |
Sweden | 2015 | 11 | -0.021 | -0.013 | -0.021 | -0.008 |
Last Update:
June 28, 2017