ccode | country | date | ncusdep | precp~12 | deval | tempcpi |
5 | Argentina | 2002m1 | .9991032 | 117.7919 | -69.49303 | .3336353 |
7 | Australia | 1989m1 | 1.126888 | 83.76093 | -13.3987 | .0779939 |
20 | Brazil | 2001m2 | 2.035467 | 74.89955 | -13.3032 | .0914023 |
29 | China | 1984m8 | 2.4196 | 231.7714 | -17.04608 | -.2707708 |
29 | China | 1989m11 | 3.7314 | 129.1318 | -28.72479 | .043798 |
29 | China | 1993m12 | 5.8145 | 79.85056 | -31.32102 | .2271347 |
30 | Colombia | 2002m6 | 2398.82 | 67.52859 | -14.85454 | .0696445 |
54 | Greece | 1991m2 | 163.3496 | 156.8637 | -13.58084 | .1576862 |
63 | Indonesia | 1986m8 | 1132.292 | 553.7112 | -30.93792 | .0881588 |
63 | Indonesia | 1997m6 | 2430.583 | 61.029 | -83.66028 | .3670013 |
67 | Israel | 1988m11 | 1.5855 | 190.0603 | -19.25134 | .1821845 |
70 | Japan | 1995m7 | 88.38814 | 81.24142 | -17.72081 | .0039606 |
75 | South Korea | 1997m9 | 914.4 | 83.43518 | -34.26312 | .0664587 |
89 | Malaysia | 1997m7 | 2.639 | 77.51146 | -36.33294 | .0423975 |
91 | Malta | 1992m9 | .3009864 | 102.0785 | -20.84933 | .0397878 |
94 | Mexico | 1982m1 | .02654 | 8504.664 | -82.14598 | .7421452 |
94 | Mexico | 1985m6 | .245 | 1979.982 | -61.62881 | .6052652 |
94 | Mexico | 1994m11 | 3.4386 | 167.5194 | -54.43571 | .3951592 |
104 | New Zealand | 1984m6 | 1.577287 | 67.23439 | -23.6593 | .1537352 |
115 | Philippines | 1983m5 | 10.083 | 322.3331 | -27.98885 | .2621531 |
115 | Philippines | 1997m6 | 26.384 | 107.2274 | -37.31676 | .0801048 |
116 | Poland | 1991m4 | .9500034 | 221.4435 | -30.80303 | .4270055 |
117 | Portugal | 1992m9 | 125.5 | 107.8306 | -24.94901 | .062161 |
121 | Russia | 1998m7 | 6.238 | 125.933 | -74.21249 | .4046242 |
129 | Slovenia | 1995m7 | 112.8545 | 126.0007 | -14.46881 | .0869267 |
131 | South Africa | 1996m1 | 3.6523 | 160.2984 | -19.96012 | .0862052 |
131 | South Africa | 2001m8 | 8.3963 | 68.81133 | -21.01243 | .0852447 |
132 | Spain | 1992m8 | 91.51575 | 111.5168 | -31.71966 | .0494118 |
136 | Sweden | 1982m9 | 6.28 | 92.05548 | -19.59027 | .090193 |
136 | Sweden | 1992m9 | 5.304 | 88.97937 | -34.35644 | .0413332 |
137 | Switzerland | 1987m12 | 1.2715 | 69.04295 | -15.3462 | .0187459 |
137 | Switzerland | 1991m1 | 1.258 | 72.56998 | -11.96641 | .0475683 |
137 | Switzerland | 1992m9 | 1.2372 | 72.46855 | -13.54298 | .0341811 |
142 | Thailand | 1997m6 | 24.69568 | 75.08898 | -41.46547 | .1005292 |
146 | Turkey | 1991m1 | .0030449 | 27510.29 | -44.55163 | .5306886 |
146 | Turkey | 2001m1 | .6807995 | 114.1013 | -48.58105 | .4906485 |
151 | UK | 1981m1 | .420964 | 122.173 | -20.71143 | .1079772 |
151 | UK | 1984m8 | .7634753 | 90.58382 | 6.619332 | .0514967 |
151 | UK | 1992m8 | .5039052 | 96.53842 | -25.00378 | .0171313 |
Thinking about a eurozone breakup
This project draws on post-Bretton Woods history of large-scale currency moves. Each observation marks the date at which the currency collapsed or went from slow fall to freefall. The penultimate column is the change in the nominal exchange rate over the following months. The final column is the cpi inflation rate from the breakup plus 12 months. To qualify as an event, the exchange rate must drop a minimum of 20% over six months. The events of interest are those which were not offset by inflation; we’re interested in big real depreciations.