## ch1database (dataset overview)

## Source details

**Canonical URL:** [ch1database (dataset overview)](https://www.imf.org/-/media/files/publications/fiscal-monitor/2024/october/english/ch1database.xlsx)

## Other formats

- [Markdown version](/-/media/files/publications/fiscal-monitor/2024/october/english/ch1database.xlsx.md)
- [Structured JSON version](/-/media/files/publications/fiscal-monitor/2024/october/english/ch1database.xlsx.json)

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### Dataset scope and structure
- Excel workbook with multiple worksheets including: "Table of Contents", "FM Database Oct. 2024", and numerous figure worksheets (examples: "Figure 1.1", "Figure 1.2", "Figure 1.3.1" through "Figure 1.3.6", "Figure 1.4", "Figure1.5", "Figure1.6", ... up to "Figure 1.24" and others).
- Worksheets contain time series, kernel density data, regression output, kernel density functions, probability densities, and scenario/support grids.
- Column headers and cell formulas are preserved in the workbook (sample cells show formulas, error codes like "#N/A", and numeric results).

### Key figures and tables (worksheet examples and content types)
- Figure 1.1. Public Debt-to-GDP Ratio, 2000−29 (Percent of GDP): time series and distribution percentiles across years (p25, p50, p75), global median/average, country highlights (United States, China).
- Figure 1.2. Three-year-ahead distribution summary (mean, median, percentiles, error bars) for "All countries" and "Countries for which debt is projected to decline".
- Figures 1.3.x. Regression/quantile estimates linking debt_gdpg to indicators (fcis, spreads, rsuis, pdef_gdps, ngdp_rps, etc.) with estimates, standard errors, z, p, min95, max95, quantile, horizon.
- Figure 1.4 and Figure1.6. Probability density grids for "Global Debt-at-Risk and Its Evolution" and disaggregations for AEs/EMDEs: continuous support values (debt_gdpg_support) with associated tiny probability density values (scientific notation).
- Figure 1.9 and Figure 1.10. Monthly series and distributions (examples include AE and EMDE bond yield medians, percentiles, and time labels like "2005M1", "2009M1"...).
- Figure 1.12 and Figure 1.13. Drivers of volatility and kernel density functions (Advanced economies, Emerging market economies, Low-income developing countries).
- Figures 1.16–1.24. Miscellaneous panels: increases in unidentified debt, selected key indicators of debt vulnerabilities, definitions and variable lists, transparency and fiscal-rule related panels.
- Figure 1.20 and Figure 1.21. Macroeconomic effects and distributive impacts of fiscal adjustment across households (expenditure and revenue measures, percent of initial consumption).

### Selected numeric highlights (preserved exactly from sample rows)
- Figure 1.1 (year 2000): p25 35.148545806463844; p50 53.854234921571035; p75 78.17411314247354.
- Figure 1.1 (year 2001): p25 36.61959330044421; p50 52.302708330541094; p75 81.0302376607497; Global median 65.40998543690932; Global average 53.146247020272774; United States 24.574619985396488.
- Figure 1.2 (3-year ahead, All countries): Mean 6.230243682861328; p25 -3.470518112182617; 75th percentile 13.762588500976562; 95th percentile 36.47229; Error bar lower 9.700761795043945; Error bar upper 7.532344818115234; Median 4.111894607543945.
- Figure 1.3.1 (qtile, fcis): estimate 0.6829327920262287; stderr 0.29070067825966617; z 2.3492645291188627; p 0.018810537673938123; min95 0.11316993235591721; max95 1.2526956516965402; quantile 5.
- Figure 1.3.1 (qtile, fcis, quantile 50): estimate 1.2416988456926044; stderr 0.29150882399330674; z 4.259558351211744; p 0.000020483122294062057; min95 0.6703520494900977; max95 1.813045641895111.
- Figure 1.3.2 (qtile, spreads, quantile 50): estimate 0.7183783366621159; stderr 0.27676473394067047; z 2.5956281583769747; p 0.00944181840049085; min95 0.17592942594759164; max95 1.2608272473766402.
- Figure 1.3.3 (qtile, rsuis, quantile 50): estimate 0.9057326049477494; stderr 0.20065335013621105; z 4.513917182707909; p 0.00000636410769427903; min95 0.5124592653034707; max95 1.2990059445920281.
- Figure 1.3.4 (qtile, debt_gdpg, quantile 50): estimate 0.9240611342580373; stderr 0.0243096237879681; z 38.01215281313385; p 0; min95 0.8764151471559016; max95 0.9717071213601729.
- Figure 1.3.5 (qtile, pdef_gdps, quantile 50): estimate -1.7576327460192098; stderr 0.2623837910635147; z -6.698709317732752; p 2.102683774538012e-11.
- Figure 1.3.6 (qtile, ngdp_rps, quantile 50): estimate -1.3313131168964476; stderr 0.2583022807143136; z -5.154089670500823; p 2.5486597148278856e-7.
- Figure 1.4 (probability density samples): debt_gdpg_support 30 → 4.120806717328221e-10; 30.1 → 4.296121804305874e-10; 30.200000000000003 → 4.478989289943402e-10; 30.3 → 4.66973784439309e-10; 30.400000000000002 → 4.868710550307966e-10.
- Figure1.5 (example): qtile ngdp_rpq3_1 estimate -0.10823394260478728; min95 -0.5183116944897115; max95 0.3018438092801369.
- Figure1.6 (AEs/EMDEs sample): debt_gdpg_support 30 → AEs(2020) 2.0685539044322535e-39; AEs(2023) 2.9268382519150046e-19; EMDEs(2020) 4.328638554469052e-9; EMDEs(2023) 6.251036412597016e-10.
- Figure 1.7 (fciae): estimate 2.940224346609551 (Advanced economies); linked min95 0.9892552916055926; max95 4.89119340161351.
- Figure 1.9 (monthly sample 2005M1): ae_median 3.6675; ae_p25 3.5532500000000002; ae_p75 4.1925; emde_median 7.4975000000000005; emde_25 5.975; emde_75 9.88775; emde_external 5.01638.
- Figure 1.11 (pairwise correlations sample): Geopolitical risk index 0.1653469055891037; Volatility of US sovereign yields 0.5078591704368591; diff (Volatility of US sovereign yields) 0.02904456853866577.
- Figure 1.12 (drivers sample): Domestic nonbank investors' share 0.14256535113146107; Foreign investors' share 0.17713843842094334; Primary deficit surprise 0.01041882626093038; Ratio of interest expense to tax revenue 0.04520761407533058; Ratio of government expenditure to GDP 0.08752467388199126.
- Figure 1.13 (kernel density sample): x -10 → Advanced economies 0.0025546198195105355; Emerging market economies 0.004314898790497013; Low-income developing countries 0.006208664479649144.
- Figure 1.14 (explained SFA/contingent liabilities sample): "% points of GDP" Total 138.3 (heading context); SOE-related 71.00000000000001 (share under "Materialization of contingent liabilities / fiscal risks"); Loan guarantees 19.7; Bank recapitalization 21.700000000000003; Natural disasters 9.6; Legal claims against the state 10.8; Other 5.5.
- Figure 1.15 (distribution sample): Mean 0.8461538461538461; Median 0.8461538461538461; p25 0.8461538461538461; p75 0.8461538461538461 (first column).
- Figure 1.16 (Increase in Unidentified Debt sample): for b=0 → up90 1; dn90 2; annotated: "Figure 1.16. Increase in Unidentified Debt after a Banking Crisis and Financial Stress (Percent of GDP)".
- Figure 1.17.2 (Interest Payment to Total Revenues sample): Global 2000–08 8.92912507792988; Advanced economies (excluding the United States) 7.270725010830528; Emerging market and developing economies (excluding China) 14.35758577656683. For period 2024–29: Global 9.82729563745789; Advanced economies (excluding the United States) 4.8786072576771575; EMDEs (excluding China) 14.460067262357194.
- Figure 1.18 (medians sample): "Median AM" 54.67999999999999; "Median EMDE" 60.22; "Median All" 58.230000000000004; "United States" 20.51; "China" 20.51.
- Figure 1.19 (median fiscal adjustment across scenarios): WEO baseline Median 1.3378407442984357; Historical 2.3014209984534553; High probability to stabilize 3.621781038675544. For "Countries with debt not projected to stabilize" WEO baseline Median 0.18425983822243475; Historical 2.2357357746800828; High probability to stabilize 4.45003983450149.
- Figure 1.20 / 1.21 (macroeconomic effects, Advanced economies sample): Output -0.78; Government consumption (some measures) -1.37; Government investment -1.7; Transfers (untargeted) -0.8; Transfers (targeted) -0.99; Energy subsidies -0.8105439035272595; Consumption aggregate 0.12; Consumption under government investment -0.48; Inflation (percent) -0.1; Real interest rates (percent) -0.18.

### Data quality and notable workbook features
- Some cells show spreadsheet error codes (e.g., "#N/A", "#REF!") and stored formulas (examples visible in "Figure 1.1-old" and other sheets).
- Numeric precision is present to many decimal places (no rounding in the source samples).
- Worksheets mix numeric arrays, textual labels (including richText formatting), and explanatory footnote strings embedded in cells.

### Usage notes (from dataset content)
- The workbook provides granular numeric arrays for plotting probability densities, kernel densities, and regression quantile outputs suitable for reproducing figures in narrative chapters.
- Many sheets include percentile/quantile decomposition (p25, p50, p75, p95), regression diagnostics (estimate, stderr, z, p, min95, max95), and scenario grids (support vs. density).
- Time indices are mixed (annual years like 1999–2029, monthly labels like "2005M1", and horizon/quantile markers).

*Dataset: ch1database (FM Database Oct. 2024 worksheet set) — canonical file ch1database.xlsx*

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_Source: https://www.imf.org/-/media/files/publications/fiscal-monitor/2024/october/english/ch1database.xlsx_