26 lines
2.2 KiB
Markdown
26 lines
2.2 KiB
Markdown
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# FQBM Data Dictionary
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Definitions of state variables, sheet inputs/outputs, and regression variables.
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## 1. State vector (FQBMState)
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- **B**: Government securities (CB assets). **R**: Reserve balances. **C**: Currency in circulation. **Loans**: Commercial bank loans. **Deposits**: Commercial bank deposits. **E_cb**, **E_b**: Central bank and bank net assets/equity. **S**: Exchange rate (domestic per foreign). **K**: Capital flows. **Spread**: Sovereign spread. **O**: Oil/commodity index. **L_cb**: Central bank loans. **cbdc_liability**: CBDC liability (Part IX). **reporting_date**, **functional_currency**, **presentation_currency**: Optional.
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Identities: B + L_cb = R + C + E_cb; Loans = Deposits + E_b; Total assets (Dr) = Total liab (Dr) + Total liab (Cr).
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## 2. Sheet I/O
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Central bank / commercial bank: state + params -> updated state. Capital stress: state + StressParams -> stress_tables. FX parity: state + FXParams -> fx_parity. Sovereign: state + SovereignParams -> spread, sustainability. Commodity: state + CommodityParams -> commodity. Monte Carlo: state + ShockSpec, n_runs -> list of states. Dashboard: state + optional stress/mc -> dashboard_aggregate. IPSAS: state (and prior) -> presentation DataFrames.
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## 3. Regression columns (Part X)
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Model 1 (inflation pass-through): d_fx, pi/inflation; synthetic: generate_synthetic_inflation(n). Model 2 (sovereign spread): debt_gdp, reserves_gdp, fx_vol, growth_differential, spread; synthetic: generate_synthetic_spread(n). Model 3 (capital flow): spread/r_dom/r_foreign, growth, capital_flow; synthetic: generate_synthetic_capital_flow(n).
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## 4. Four-quadrant matrix
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Assets (Dr): B, L_cb, Loans. Liabilities (Dr): C, R, Deposits. Liabilities (Cr): E_cb, E_b. cross_sector_consistency_check(state) returns consistent, cb_balance, bank_balance, matrix_identity, message.
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## 5. Real data pipelines (fqbm.data.pipelines)
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fetch_fed_h41: Fed H.4.1 CSV (optional url, date_col). fetch_bis_series: BIS bulk CSV (dataset in credit_gap, debt_service, property, total_credit, cb_assets; optional country). fetch_imf_series: IMF data (optional api_key for API). Pipelines can be extended (e.g. more series, caching, retries). See RECOMMENDATIONS.md.
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