Variables | Symbols | Construction method |
---|---|---|
Global net export | GlobalNetExport | Original value |
Domestic net export | NetExport | (Exports − imports)/GDP |
Narrow money | NarrowMoney | Narrow money/GDP |
Domestic yield curve slope | YieldCurveSlope | Short-term interest rates–Long-term interest rates |
National financial concentration | FinancialConcentration | Government revenue/GDP |
Loan cost | CreditCostGrowth | Growth rate of loans*Long-term interest rates |
Domestic credit | Credit | Total credit/GDP |
Domestic credit annual increase | Credit-Dif | (Total credit/GDP)[t] − (Total credit/GDP)[t–1] |
CPI annual increase | CPI-Dif | CPI[t] − CPI[t–1] |
Dividend yield ratio | DidYield | Dividend / Share price |