macroKZ: macroKZ dataset

Description

macroKZ dataset

Usage

macroKZ

Arguments

Format

A time series data frame of 57 quarterly observations of 50 macroeconomic and 10 financial parameters for 2010-2024 period.

real_gdp: Real GDP
GDD_Agr_R: Real gross value added Agriculture
GDD_Min_R: Real gross value added Mining
GDD_Min_R: Real gross value added Mining
GDD_Man_R: Real gross value added Manufacture
GDD_Elc_R: Real gross value added Electricity
GDD_Con_R: Real gross value added Construction
GDD_Trd_R: Real gross value added Trade
GDD_Trn_R: Real gross value added Transportation
GDD_Inf_R: Real gross value added Information
GDD_R: Real gross value added
GDP_DEF: GDP deflator
Rincpop_q: Real population average monthly income
Rexppop_q: Real population average monthly expenses
Rwage_q: Real population average monthly wage
imp: Import
exp: Export
cpi: Inflation
realest_resed_prim: Real price for estate in primary market
realest_resed_sec: Real price for estate in secondary market
realest_comm: Real price for commercial estate
index_stock_weighted: Change in stock value for traded companies
ntrade_Agr: Change in stock value for non-traded companies Agriculture
ntrade_Min: Change in stock value for non-traded companies Mining
ntrade_Man: Change in stock value for non-traded companies Manufacture
ntrade_Elc: Change in stock value for non-traded companies Electricity
ntrade_Con: Change in stock value for non-traded companies Construction
ntrade_Trd: Change in stock value for non-traded companies Trade
ntrade_Trn: Change in stock value for non-traded companies Transportation
ntrade_Inf: Change in stock value for non-traded companies Information
fed_fund_rate: Federal Funds Rate
govsec_rate_kzt_3m: Return on government securities in KZT, 3 m
govsec_rate_kzt_1y: Return on government securities in KZT, 1 year
govsec_rate_kzt_7y: Return on government securities in KZT, 7 years
govsec_rate_kzt_10y: Return on government securities in KZT, 10 years
tonia_rate: TONIA
rate_kzt_mort_0y_1y: Weighted average mortgage lending rate for new loans, less than a year
rate_kzt_mort_1y_iy: Weighted average mortgage lending rate for new loans, more than a year
rate_kzt_corp_0y_1y: Weighted average mortgage lending rate for new loans to non-financial organizations in KZT, less than a year
rate_usd_corp_0y_1y: Weighted average mortgage lending rate for new loans to non-financial organizations in CKB, less than a year
rate_kzt_corp_1y_iy: Weighted average mortgage lending rate for new loans to non-financial organizations in KZT, more than a year
rate_usd_corp_1y_iy: Weighted average mortgage lending rate for new loans to non-financial organizations in CKB, more than a year
rate_kzt_indv_0y_1y: Weighted average mortgage lending rate for consumer loans in KZT, less than a year
rate_kzt_indv_1y_iy: Weighted average mortgage lending rate for consumer loans in KZT, less than a year
usdkzt: USD KZT exchange rate
eurkzt: EUR KZT exchange rate
rurkzt: RUB KZT exchange rate
poil: Price for Brent
realest_resed_prim_rus: Real price for estate in primary market in Russia
realest_resed_sec_rus: Real price for estate in secondary market in Russia
cred_portfolio: credit portfolio
coef_liq_k4: k4 prudential coefficient
coef_k1: k1 prudential coefficient
coef_k3: k3 prudential coefficient
provisions: provisions
percent_margin: percent margin
com_inc: commissionary income
com_exp: commissionary expenses
oper_inc: operational income
oth_inc: other income
DR: default rate

References

The Agency of the Republic of Kazakhstan for Regulation and Development of Financial Market