Primary data
| Variable | Sources | Obs | Mean | Std. Dev | Min | Max |
|---|---|---|---|---|---|---|
| Portfolio equity, net inflows (BoP, current US$) | WDI – World Bank | 336 | 2E+10 | 5E+10 | −2E+11 | 3E+11 |
| Portfolio investment, net (BoP, current US$) | WDI – World Bank | 332 | −3E+10 | 1E+11 | −8E+11 | 3E+11 |
| GDP (current US$) | WDI–World Bank | 336 | 2E+12 | 3E+12 | 7E+10 | 2E+13 |
| GDP growth (annual %) | WDI – World Bank | 336 | 2.67 | 3.49 | −9.13 | 25.56 |
| Stock market return (%, year-on-year) | GFDD – World Bank | 335 | 4.94 | 22.84 | −44.35 | 159.99 |
| Stock market capitalization to GDP (%) | GFDD – World Bank | 326 | 77.06 | 44.40 | 11.28 | 260.41 |
| Real effective exchange rate index (2010 = 100) | WDI – World Bank | 336 | 97.69 | 12.92 | 55.32 | 145.42 |
| GDP deflator (base year varies by country) | WDI – World Bank | 336 | 99.34 | 34.80 | 17.18 | 355.93 |
| Goods, Value of Exports, Free on board (FOB), US Dollars | DOT – IMF | 336 | 4E+11 | 4E+11 | 1E+10 | 2E+12 |
| Goods, Value of Imports, Cost, Insurance, Freight (CIF), US Dollars | DOT – IMF | 336 | 4E+11 | 5E+11 | 1E+10 | 2E+12 |
| Economic Policy Uncertainty – Yearly mean from monthly data | www.policyuncertainty.com | 332 | 120.54 | 55.31 | 27.00 | 542.77 |
| Economic Policy Uncertainty – Yearly Standard deviation from monthly data | www.policyuncertainty.com | 332 | 37.48 | 24.25 | 6.05 | 242.73 |
| World Uncertainty Index – Yearly mean from quarterly data | www.policyuncertainty.com | 336 | 128.24 | 32.73 | 97.61 | 206.05 |
| World Uncertainty Index – Yearly Standard deviation from quarterly data | www.policyuncertainty.com | 336 | 11.90 | 8.32 | 3.07 | 33.46 |
| Variable | Sources | Obs | Mean | Std. Dev | Min | Max |
|---|---|---|---|---|---|---|
| Portfolio equity, net inflows (BoP, current US$) | WDI – World Bank | 336 | 2E+10 | 5E+10 | −2E+11 | 3E+11 |
| Portfolio investment, net (BoP, current US$) | WDI – World Bank | 332 | −3E+10 | 1E+11 | −8E+11 | 3E+11 |
| GDP (current US$) | WDI–World Bank | 336 | 2E+12 | 3E+12 | 7E+10 | 2E+13 |
| GDP growth (annual %) | WDI – World Bank | 336 | 2.67 | 3.49 | −9.13 | 25.56 |
| Stock market return (%, year-on-year) | GFDD – World Bank | 335 | 4.94 | 22.84 | −44.35 | 159.99 |
| Stock market capitalization to GDP (%) | GFDD – World Bank | 326 | 77.06 | 44.40 | 11.28 | 260.41 |
| Real effective exchange rate index (2010 = 100) | WDI – World Bank | 336 | 97.69 | 12.92 | 55.32 | 145.42 |
| GDP deflator (base year varies by country) | WDI – World Bank | 336 | 99.34 | 34.80 | 17.18 | 355.93 |
| Goods, Value of Exports, Free on board (FOB), US Dollars | DOT – IMF | 336 | 4E+11 | 4E+11 | 1E+10 | 2E+12 |
| Goods, Value of Imports, Cost, Insurance, Freight (CIF), US Dollars | DOT – IMF | 336 | 4E+11 | 5E+11 | 1E+10 | 2E+12 |
| Economic Policy Uncertainty – Yearly mean from monthly data | 332 | 120.54 | 55.31 | 27.00 | 542.77 | |
| Economic Policy Uncertainty – Yearly Standard deviation from monthly data | 332 | 37.48 | 24.25 | 6.05 | 242.73 | |
| World Uncertainty Index – Yearly mean from quarterly data | 336 | 128.24 | 32.73 | 97.61 | 206.05 | |
| World Uncertainty Index – Yearly Standard deviation from quarterly data | 336 | 11.90 | 8.32 | 3.07 | 33.46 |
Note(s): WDI is World Development Indicators database (2018 version) and GFDD is Global Financial Development Database (2018 version) of World Bank; DOT is Direction of Trade database of IMF. The data from www.policyuncertainty.com is provided by Scott R Baker et al. (2016)