Financial Stability Index of Turkey

Published: 5 January 2021| Version 1 | DOI: 10.17632/z75s94xb5f.1
K. Batu Tunay,


These data set and in particular the financial stability index series is give information about macro-financial structure and financial stability of Turkey which is an important emerging market economies. Since tend financial shocks in relatively large emerging market economies to be contagious, Turkey's financial stability data will be useful and important for empirical analyzes and policy evaluations.


Steps to reproduce

This data set consists the financial stability index obtained from a dynamic factor model estimated using macro-financial data, and raw data. World crude oil prices and the US policy rate were also used as exogenous variables in the estimation process.


Marmara Universitesi


Financial Economics, Financial Crisis, Financial Econometrics, Economic Stabilization