Name: Chinese Macroeconomic Data (2005 - 2022)
Creator: Kaggle
License: https://creativecommons.org/licenses/by-sa/4.0/

About this Dataset

Chinese Macroeconomic Data (2005 - 2022)

Macroeconomic data is an important source for both institutions and companies to have a rough sense of what government's policies and economy will head to. This dataset can help macroeconomic and fundamental analysts to do research on Chinese market or macroeconomics. Quantitative researchers can also use this dataset as a reference to assist them making better strategies.
The SHIBOR rate of different maturities is recorded at daily frequency. Users can construct the yield curve for economic research. Quantitative researchers can use it to see how SHIBOR influences the overall Chinese stock & fixed income market and etc.
Many Chinese Indices are also very important in conducting research about Chinese market & economy. These data are also at daily frequency.
Other macroeconomic data are recorded in monthly frequency and thus can be used to conduct broader area of economic and financial research and etc.

Tables

Chinese Indices

@kaggle.franciscofeng_chinese_macroeconomic_data_20052022.chinese_indices

139.79 KB
4136 rows
11 columns


CREATE TABLE chinese_indices (
  "date" TIMESTAMP,
  "wholesale_vegetable_basket" DOUBLE,
  "wholesale_agriculture" DOUBLE,
  "subsidiary_agricultural_products" DOUBLE,
  "energy" DOUBLE,
  "commodity_price" DOUBLE,
  "yiwu_electronic" DOUBLE,
  "construction" DOUBLE,
  "construction_price" DOUBLE,
  "bdti" DOUBLE,
  "bsi" DOUBLE
);

Chinese Macro Data

@kaggle.franciscofeng_chinese_macroeconomic_data_20052022.chinese_macro_data

57.54 KB
255 rows
33 columns


CREATE TABLE chinese_macro_data (
  "date" TIMESTAMP,
  "cpi" DOUBLE,
  "ppi" DOUBLE,
  "fdi" DOUBLE,
  "total_index" DOUBLE,
  "agricultural_index" DOUBLE,
  "mineral_index" DOUBLE,
  "fuel_electric_index" DOUBLE,
  "gdp" DOUBLE,
  "export" DOUBLE,
  "import" DOUBLE,
  "pmi" DOUBLE,
  "lpi_index" DOUBLE,
  "new_financial_credit" DOUBLE,
  "consumer_confidence_index" DOUBLE,
  "total_retail_sales" DOUBLE,
  "foreign_reserve" DOUBLE,
  "money_supply" DOUBLE,
  "issuance_of_inv_prod" DOUBLE,
  "insurance_income" DOUBLE,
  "domestic_phone_sales" DOUBLE,
  "consumption_index_national" DOUBLE,
  "consumption_index_city" DOUBLE,
  "consumption_index_rural" DOUBLE,
  "inv_in_fixed_asset" DOUBLE,
  "total_export" DOUBLE,
  "total_import" DOUBLE,
  "fiscal_revenue" DOUBLE,
  "forex_loan" DOUBLE,
  "deposit_in_currency" DOUBLE,
  "net_currency_inj" DOUBLE,
  "large_bank_reserve_ratio" DOUBLE,
  "small_bank_reserve_ratio" DOUBLE
);

Macro Leverage Ratio

@kaggle.franciscofeng_chinese_macroeconomic_data_20052022.macro_leverage_ratio

10.27 KB
69 rows
9 columns


CREATE TABLE macro_leverage_ratio (
  "date" TIMESTAMP,
  "resident" DOUBLE,
  "non_financial_enterprise" DOUBLE,
  "government" DOUBLE,
  "central_gov" DOUBLE,
  "state_gov" DOUBLE,
  "real_econ" DOUBLE,
  "finance_asset" DOUBLE,
  "finance_liabiity" DOUBLE
);

National Enterprise Index

@kaggle.franciscofeng_chinese_macroeconomic_data_20052022.national_enterprise_index

4.41 KB
68 rows
3 columns


CREATE TABLE national_enterprise_index (
  "date" TIMESTAMP,
  "enterprise_boom_index" DOUBLE,
  "entrepreneur_confidence_index" DOUBLE
);

Shibor

@kaggle.franciscofeng_chinese_macroeconomic_data_20052022.shibor

183.64 KB
3897 rows
8 columns


CREATE TABLE shibor (
  "date" TIMESTAMP,
  "overnight" DOUBLE,
  "n_1_week" DOUBLE,
  "n_2_week" DOUBLE,
  "n_1_month" DOUBLE,
  "n_3_month" DOUBLE,
  "n_6_month" DOUBLE,
  "n_1_year" DOUBLE
);

Tax Income

@kaggle.franciscofeng_chinese_macroeconomic_data_20052022.tax_income

3.26 KB
67 rows
2 columns


CREATE TABLE tax_income (
  "date" TIMESTAMP,
  "tax_income" DOUBLE
);