The Importance of Global Shocks for National Policymakers: Rising Challenges for Central Banks



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Data

In order to display the data sources, we have chosen the following format: series number;
data span, series description; original source and database provider.

Monetary aggregates

1

1984:1-2007:4

US money supply M2

Federal Reserve Board

Feri

2

1984:1-2007:4

EMU money supply M3

OECD

Feri

3

1984:1-2007:4

Japan money supply M2 plus
cash deposits

Bank of Japan

Feri

4

1984:1-2007:4

UK money supply M4

OECD

Feri

5

1984:1-2007:4

Canada money supply M2

Bank of Canada

Bloomberg

--------- GDP

6

1984:1-2007:4

US real GDP

Bureau of Economic

Analysis

Feri

7

1984:1-2007:4

EMU real GDP

ECB, Eurostat

ECB, Feri

8

1984:1-2007:4

Japan real GDP

Economic and Social

Research Institute

Feri

9

1984:1-2007:4

UK real GDP

Office for National

Statistics

Feri

10

1984:1-2007:4

Canada real GDP

Statistics Canada

Feri

--------- Short-term interest rates

11

1984:1-2007:4

Yield 3M US treasury bill

Federal Reserve Board

Feri

12

1984:1-2007:4

3M EMU interbank rate

ECB

ECB, Feri

13

1984:1-2007:4

Yield 2M Japanese treasury bill
until 1995, afterwards 3M
interbank rate

Japanese Bankers

Association, Bank of

Japan

Bank of Japan, Feri

14

1984:1-2007:4

Yield 3M UK treasury bill

Bank of England

Feri

15

1984:1-2007:4

Yield 3M Canada treasury bill

Bank of Canada

Feri



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