## Figure 3.10. Share of Domestic Financial Conditions Index Fluctuations Attributable to Global Financial and Monetary Policy Shocks

## Source details

**Canonical URL:** [Figure 3.10. Share of Domestic Financial Conditions Index Fluctuations Attributable to Global Financial and Monetary Policy Shocks](https://www.imf.org/-/media/files/publications/gfsr/2017/april/figure3-10d.csv)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2017/april/figure3-10d.csv.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2017/april/figure3-10d.csv.json)

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### Dataset description
- Unit: (Percent)
- Components measured:
  - Global financial shocks
  - Monetary policy shocks
  - Domestic financial conditions
  - Other domestic factors
- Estimation approaches reported:
  - Panel VAR
  - Individual VAR (average)

### Key statistics (exact values)
- Panel VAR:
  - Global financial shocks: 20.993202
  - Monetary policy shocks: 14.498059
  - Domestic financial conditions: 36.833998
  - Other domestic factors: 27.674742
- Individual VAR (average):
  - Global financial shocks: 40.71370044
  - Monetary policy shocks: 12.07697972
  - Domestic financial conditions: 27.91331219
  - Other domestic factors: 19.29600765

### Observations from the data
- The Panel VAR attributes the largest share to Domestic financial conditions (36.833998).
- The Individual VAR (average) attributes the largest share to Global financial shocks (40.71370044).
- Monetary policy shocks account for 14.498059 in the Panel VAR and 12.07697972 in the Individual VAR (average).
- Other domestic factors account for 27.674742 in the Panel VAR and 19.29600765 in the Individual VAR (average).

*Source: https://www.imf.org/-/media/files/publications/gfsr/2017/april/figure3-10d.csv*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2017/april/figure3-10d.csv_