Symbol | Variable | Measurement |
DLDSEGEN | Monthly Stock Market Returns | First difference of natural logarithm of normalized month end Dhaka Stock Exchange General Index. |
DLIPI | Monthly Growth of Industrial Production Index | First difference of natural logarithm of normalized monthly industrial production index. |
DLINT | Monthly Growth of Interest Rate | First difference of natural logarithm of 1 plus month end deposit interest rate in percent. |
DLCPI | Monthly Growth of Consumer Price Index | First difference of natural logarithm of normalized month end consumer price index. |
DLEXR | Monthly Growth of Exchange Rate | First difference of natural logarithm of normalized month end price of US dollar in Bangladeshi taka. |
DLM2 | Monthly Growth of Money Supply | First difference of natural logarithm of normalized month end broad money supply (M2). |
DLGDPRICE | Monthly Growth of Gold Price | First difference of natural logarithm of normalized month end gold price in Bangladesh. |
VDLDSEGEN | Variance of Stock Market Return | Conditional Variance of Monthly Stock Market Return. |
VDLIPI | Variance of growth of Industrial Production Index | Conditional Variance of Growth of Industrial Production Index. |
VDLINT | Variance of growth of Interest Rate | Conditional Variance of Growth of Interest Rate. |
VDLCPI | Variance of growth of Consumer Price Index | Conditional Variance of Growth of Consumer Price Index. |
VDLEXR | Variance of growth of Exchange Rate | Conditional Variance of Growth of Exchange Rate. |
DLM2 | Variance of growth of Money Supply | Conditional Variance of Growth of Money Supply. |
VDLGDPRICE | Variance of growth of Gold Price | Conditional Variance of Growth of Gold Price. |