Dataset on Auto AAA-rated ABS tranches (2007-2012)

This dataset consists of Auto AAA-rated ABS tranches issued from 2007 to 2012 for 9 different issuers in the US automotive sector. Each tranche comprises of multiple notes and the data include notes’ amounts, interest rates (floating or fixed) and monthly cumulative net losses. Additional variables include the one-month Libor rate and an indicator variable whether the tranche was covered by TALF.

Download the dataset

Read the data explanation

Dataset on Public Insurance in Fiscal Federations Evidence from the USA*

This dataset contain the cost of the subsistence baskets (rent + thrifty food program) by state and year for the prototype family, as well as the simulated benefit and tax amounts for Experiment 1, when the household suffers a negative shock of 3.5 subsistence baskets, and the disposable income calculation.

Download the dataset

*Reference paper: ADEMU Working Paper 2018/138

Dataset on Macroeconomic imbalances and spillovers indicators – updated April 2018

The ADEMU team at CERGE-EI collected a comprehensive data set on macroeconomic imbalances and spillovers indicators used by the European Commission (Macroeconomic Imbalances Procedure), BIS, Financial Policy Committee at the Bank of England, the Office of Financial Research, ECB, or ESRB. Based on a literature survey, the data set includes the existing and expanded set of early-warning indicators, price-based indicators, credit-to-GDP, debt-to-service ratio, loan-to-deposit ratio, and other measures of instability based on liquidity and liability aggregates.

Download the Dataset A

Download the Dataset B

Download the Dataset C

Download the Dataset D

Overall list of indicators