data_euro {matrisk}R Documentation

Historical data for the eurozone (GDP and Financial Conditions) from 2008:Q4 to 2022:Q3

Description

data_euro contains: - Quarterly annualized GDP, from 2008:Q4 to 2022:Q3 - Financial Condition Index of the euro Area, from 2008:Q4 to 2022:Q3 - Composite Indicator of Systemic Stress, from 2008:Q4 to 2022:Q3 Sources : https://sdw.ecb.europa.eu/browseExplanation.do?node=9689686 https://webstat.banque-france.fr/ws_wsen/browseSelection.do?node=DATASETS_FCI https://fred.stlouisfed.org/series/CLVMEURSCAB1GQEA19

Usage

data("data_euro")

Format

A data frame with 57 observations on the following 4 variables.

DATE

Vector of dates.

GDP

Vector of annualized PIB.

FCI

Historical values of the Financial Condition Index (FCI).

CISS

Historical values of the Composite Indicator of Systemic Stress (CISS).


[Package matrisk version 0.1.0 Index]