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Constructing a Dictionary for Financial Stability, Accessible Data

Figure 1: Confidence intervals for the FSS index, IMF, ECB, and selected countries

FSS Index Bands - Lower (5%) and upper (95%) value of band for each level of Dictionary word removal

Institution or Country Year Month 5 Percent Word Removal 20 Percent Word Removal
Lower Upper Lower Upper
ECB 2005 06 -0.013 -0.008 -0.013 -0.005
ECB 2005 12 -0.011 -0.006 -0.012 -0.003
ECB 2006 06 -0.014 -0.010 -0.014 -0.006
ECB 2006 12 -0.019 -0.013 -0.018 -0.009
ECB 2007 06 -0.021 -0.016 -0.020 -0.011
ECB 2007 12 -0.026 -0.022 -0.025 -0.016
ECB 2008 06 -0.036 -0.029 -0.033 -0.023
ECB 2008 12 -0.038 -0.033 -0.035 -0.026
ECB 2009 06 -0.036 -0.030 -0.033 -0.023
ECB 2009 12 -0.014 -0.008 -0.015 -0.004
ECB 2010 06 -0.021 -0.015 -0.021 -0.010
ECB 2010 12 -0.022 -0.016 -0.022 -0.011
ECB 2011 06 -0.017 -0.011 -0.017 -0.007
ECB 2011 12 -0.030 -0.025 -0.028 -0.019
ECB 2012 06 -0.022 -0.018 -0.020 -0.013
ECB 2012 12 -0.023 -0.019 -0.022 -0.014
ECB 2013 05 -0.020 -0.016 -0.019 -0.011
ECB 2013 11 -0.018 -0.014 -0.018 -0.010
ECB 2014 05 -0.014 -0.009 -0.014 -0.006
ECB 2014 11 -0.013 -0.009 -0.014 -0.005
ECB 2015 05 -0.015 -0.011 -0.015 -0.007
ECB 2015 11 -0.015 -0.011 -0.015 -0.008
ECB 2016 05 -0.021 -0.016 -0.020 -0.012
IMF 2005 04 -0.007 -0.003 -0.008 0.000
IMF 2005 09 -0.013 -0.009 -0.013 -0.006
IMF 2006 04 -0.017 -0.012 -0.016 -0.008
IMF 2006 09 -0.032 -0.025 -0.032 -0.018
IMF 2007 04 -0.022 -0.016 -0.021 -0.011
IMF 2007 09 -0.039 -0.032 -0.036 -0.024
IMF 2008 04 -0.038 -0.030 -0.035 -0.024
IMF 2008 10 -0.036 -0.031 -0.033 -0.024
IMF 2009 04 -0.028 -0.023 -0.026 -0.018
IMF 2009 10 -0.021 -0.015 -0.020 -0.010
IMF 2010 04 -0.019 -0.014 -0.019 -0.010
IMF 2010 10 -0.032 -0.027 -0.030 -0.020
IMF 2011 04 -0.028 -0.024 -0.026 -0.018
IMF 2011 09 -0.043 -0.037 -0.039 -0.028
IMF 2012 04 -0.030 -0.025 -0.028 -0.019
IMF 2012 10 -0.033 -0.027 -0.030 -0.020
IMF 2013 04 -0.022 -0.017 -0.021 -0.012
IMF 2013 10 -0.030 -0.024 -0.028 -0.018
IMF 2014 04 -0.026 -0.021 -0.025 -0.015
IMF 2014 10 -0.016 -0.010 -0.017 -0.006
IMF 2015 04 -0.021 -0.016 -0.020 -0.011
IMF 2016 04 -0.038 -0.033 -0.035 -0.025
IMF 2016 10 -0.020 -0.013 -0.020 -0.008
Korea 2005 04 -0.011 -0.006 -0.011 -0.003
Korea 2005 10 -0.007 -0.003 -0.008 0.000
Korea 2006 04 -0.006 0.000 -0.007 0.003
Korea 2006 10 -0.006 -0.001 -0.007 0.001
Korea 2007 04 -0.013 -0.009 -0.013 -0.006
Korea 2007 10 -0.013 -0.007 -0.014 -0.003
Korea 2008 04 -0.023 -0.017 -0.022 -0.012
Korea 2008 10 -0.032 -0.027 -0.030 -0.021
Korea 2009 04 -0.041 -0.036 -0.038 -0.027
Korea 2009 11 -0.011 -0.005 -0.013 -0.002
Korea 2010 04 0.001 0.007 -0.003 0.010
Korea 2010 11 -0.008 -0.003 -0.009 0.000
Korea 2011 04 -0.007 -0.002 -0.009 0.001
Korea 2011 10 -0.027 -0.023 -0.026 -0.017
Korea 2012 04 -0.023 -0.018 -0.022 -0.013
Korea 2012 10 -0.030 -0.024 -0.028 -0.018
Korea 2013 04 -0.026 -0.022 -0.024 -0.016
Korea 2013 10 -0.024 -0.019 -0.022 -0.014
Korea 2014 04 -0.020 -0.016 -0.019 -0.012
Korea 2014 10 -0.016 -0.010 -0.016 -0.007
Korea 2015 06 -0.014 -0.009 -0.014 -0.005
Korea 2015 12 -0.018 -0.012 -0.018 -0.007
Sweden 2005 05 -0.012 -0.004 -0.013 -0.001
Sweden 2005 11 -0.011 -0.004 -0.013 -0.001
Sweden 2006 05 -0.015 -0.007 -0.016 -0.003
Sweden 2006 12 -0.014 -0.008 -0.014 -0.005
Sweden 2007 05 -0.015 -0.008 -0.016 -0.005
Sweden 2007 12 -0.027 -0.021 -0.026 -0.016
Sweden 2008 06 -0.023 -0.018 -0.022 -0.013
Sweden 2008 11 -0.034 -0.027 -0.031 -0.020
Sweden 2009 06 -0.033 -0.023 -0.031 -0.018
Sweden 2009 11 -0.017 -0.007 -0.017 -0.003
Sweden 2010 06 -0.015 -0.009 -0.015 -0.005
Sweden 2010 12 -0.014 -0.008 -0.015 -0.004
Sweden 2011 05 -0.016 -0.010 -0.016 -0.006
Sweden 2011 11 -0.029 -0.022 -0.029 -0.016
Sweden 2012 06 -0.017 -0.011 -0.017 -0.007
Sweden 2012 11 -0.017 -0.011 -0.017 -0.006
Sweden 2013 05 -0.016 -0.010 -0.016 -0.006
Sweden 2013 11 -0.009 -0.004 -0.009 -0.001
Sweden 2014 06 -0.009 -0.004 -0.009 -0.001
Sweden 2014 12 -0.012 -0.009 -0.012 -0.005
Sweden 2015 06 -0.022 -0.015 -0.022 -0.010
Sweden 2015 11 -0.021 -0.013 -0.021 -0.008

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Last Update: June 28, 2017