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The CFS international capital flow database: A user's guide

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  • Offermanns, Christian J.
  • Pramor, Marcus
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    Abstract

    This paper documents the methodology underlying the construction of a global database of gross foreign asset and liability positions for 153 countries over the period 1970 to 2004 and illustrates some key data characteristics. The data cover both inflows and outflows of capital and thus allow for an assessment of the degree of international financial integration. In addition to net foreign asset stocks, we also provide details on the composition of the main asset and liability categories, namely the foreign direct investment, equity investment and debt components. Finally, we report on valuation changes as one of the main sources of discrepancy between transaction-based capital flow data and stock values of investment positions. The dataset is available for download at www.ifk-cfs.de/fileadmin/downloads/data/cfs-icfd.zip. --

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    File URL: http://econstor.eu/bitstream/10419/25525/1/548222061.PDF
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    Bibliographic Info

    Paper provided by Center for Financial Studies (CFS) in its series CFS Working Paper Series with number 2007/24.

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    Date of creation: 2007
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    Handle: RePEc:zbw:cfswop:200724

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    Web page: http://www.ifk-cfs.de/
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    Related research

    Keywords: Net Foreign Assets; Valuation Adjustment; International Financial Integration;

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    References

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    1. Philip Lane & Gian Maria Milesi-Ferretti, 2001. "THE EXTERNAL WEALTH OF NATIONS: Measures of Foreign Assets and Liabilities For Industrial and Developing Countries," CEG Working Papers, Trinity College Dublin, Department of Economics 20012, Trinity College Dublin, Department of Economics.
    2. Philip R. Lane & Gian Maria Milesi-Ferretti, 2006. "The External Wealth of Nations Mark II: Revised and Extended Estimates of Foreign Assets and Liabilities,1970–2004," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp126, IIIS.
    3. Philip R. Lane & Gian-Maria Milesi-Ferretti, 2006. "The External Wealth of Nations Mark II," IMF Working Papers 06/69, International Monetary Fund.
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