Data sources
| Variables | Source |
|---|---|
| Economic Policy Uncertainty Index for United States | Federal Reserve Bank of St. Louis – USEPUINDXD |
| M1 for Canada | Federal Reserve Bank of St. Louis – MANMM101CAM189S |
| Consumer Price Index for Canada | Federal Reserve Bank of St. Louis – CANCPIALLMINMEI |
| Total Industry for Canada | Federal Reserve Bank of St. Louis – CANPROINDMISMEI |
| 3-Month or 90-Day Rates and Yields for Canada | Federal Reserve Bank of St. Louis – IR3TIB01CAM156N |
| M1 for Japan | Federal Reserve Bank of St. Louis – MANMM101JPM189S |
| Consumer Price Index for Japan | Federal Reserve Bank of St. Louis – JPNCPIALLMINMEI |
| Total Industry for Japan | Federal Reserve Bank of St. Louis – JPNPROINDMISMEI |
| 3-Month or 90-Day Rates and Yields for Japan | Federal Reserve Bank of St. Louis – IR3TIB01JPM156N |
| M1 for Mexico | Federal Reserve Bank of St. Louis – MANMM101MXM189N |
| Consumer Price Index for Mexico | Federal Reserve Bank of St. Louis – MEXCPIALLMINMEI |
| Total Industry for Mexico | Federal Reserve Bank of St. Louis – MEXPRINTO02IXOBSAM |
| 3-Month or 90-Day Rates and Yields for Mexico | Federal Reserve Bank of St. Louis – IR3TIB01MXM156N |
| M1 for Euro Area | Federal Reserve Bank of St. Louis – MANMM101EZM189S |
| Consumer Price Index for Euro Area | Federal Reserve Bank of St. Louis –CP0000EZ19M086NEST |
| Total Industry for Euro Area | Federal Reserve Bank of St. Louis – EA19PRINTO01IXNBSAM |
| 3-Month or 90-Day Rates and Yields for Euro Area | Federal Reserve Bank of St. Louis –IR3TIB01EZM156N |
| Variables | Source |
|---|---|
| Economic Policy Uncertainty Index for United States | Federal Reserve Bank of St. Louis – USEPUINDXD |
| M1 for Canada | Federal Reserve Bank of St. Louis – MANMM101CAM189S |
| Consumer Price Index for Canada | Federal Reserve Bank of St. Louis – CANCPIALLMINMEI |
| Total Industry for Canada | Federal Reserve Bank of St. Louis – CANPROINDMISMEI |
| 3-Month or 90-Day Rates and Yields for Canada | Federal Reserve Bank of St. Louis – IR3TIB01CAM156N |
| M1 for Japan | Federal Reserve Bank of St. Louis – MANMM101JPM189S |
| Consumer Price Index for Japan | Federal Reserve Bank of St. Louis – JPNCPIALLMINMEI |
| Total Industry for Japan | Federal Reserve Bank of St. Louis – JPNPROINDMISMEI |
| 3-Month or 90-Day Rates and Yields for Japan | Federal Reserve Bank of St. Louis – IR3TIB01JPM156N |
| M1 for Mexico | Federal Reserve Bank of St. Louis – MANMM101MXM189N |
| Consumer Price Index for Mexico | Federal Reserve Bank of St. Louis – MEXCPIALLMINMEI |
| Total Industry for Mexico | Federal Reserve Bank of St. Louis – MEXPRINTO02IXOBSAM |
| 3-Month or 90-Day Rates and Yields for Mexico | Federal Reserve Bank of St. Louis – IR3TIB01MXM156N |
| M1 for Euro Area | Federal Reserve Bank of St. Louis – MANMM101EZM189S |
| Consumer Price Index for Euro Area | Federal Reserve Bank of St. Louis –CP0000EZ19M086NEST |
| Total Industry for Euro Area | Federal Reserve Bank of St. Louis – EA19PRINTO01IXNBSAM |
| 3-Month or 90-Day Rates and Yields for Euro Area | Federal Reserve Bank of St. Louis –IR3TIB01EZM156N |
Source(s): Author’s own calculation
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