Skip to main content

The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 3 Summary statistics of all variables

From: Physical climate change and the sovereign risk of emerging economies

 

Obs.

Mean

Median

Std. Dev.

Min

Max

\(\Delta\)EMBI

10,006

0.686

0.729

3.921

− 16.23

13.47

\(\Delta\)EMBI (regression sample)

9957

0.691

0.729

3.898

− 16.23

13.47

HistoricalTempAnomaly

16,200

0.842

0.694

1.190

− 5.514

8.830

HistoricalTempAnomaly (regression sample)

9957

0.896

0.742

1.129

− 5.254

8.830

DeviationAdjustedTempAnomaly

16,200

0.355

0.223

0.514

− 1.627

4.007

DeviationAdjustedTempAnomaly (regression sample)

9957

0.418

0.257

0.574

− 1.627

4.007

\(\Delta\)Precipitation

16,200

0.0960

0.0610

0.0971

0

1.072

\(\Delta\)VIX

16,146

0.0656

− 0.0800

4.219

− 10.85

15.35

\(\Delta\)GlobalGovernmentBondIndex

16,146

0.367

0.307

1.817

− 4.967

5.365

\(\Delta\)US-TermSpread

16,146

− 0.00640

− 0.0430

0.272

− 0.551

0.800

\(\Delta\)US-CorporateRiskPremium

16,146

0.00347

− 0.0257

0.480

− 1.207

1.944

\(\Delta\)US-10-YearTreasuryYield

16,146

− 0.00858

− 0.0151

0.252

− 0.744

0.635

AgricultureToGDP

16,032

10.36

8.300

6.952

2

38.96

ManufacturingToGDP

15,624

14.85

15.09

5.688

0.650

35.01

ServicesToGDP

16,032

51.42

52.65

9.533

10.57

75.85

ResourceRentsToGDP

15,348

7.069

2.950

9.825

0

64.15

RuleOfLaw

14,904

41.50

42.09

20.29

0

89.47

ControlOfCorruption

14,904

41.88

42.55

21.25

0.510

91.88

CivilRights

16,032

3.513

3

1.474

1

7

PoliticalRights

16,044

3.426

3

1.933

1

7

ND-GAIN

14,904

46.82

46.40

6.640

29.00

63.66

ReadinessIndex

14,904

0.367

0.359

0.0899

0.133

0.613

VulnerabilityIndex

14,904

0.431

0.419

0.0590

0.323

0.574

GDPPerCapita

16,164

5556

4548

3882

541.6

17,709

\(\Delta\)EMBISpread

9694

− 0.589

− 2.406

80.76

− 310.2

371.9

\(\Delta\)CDSSpread

4328

1.911

− 0.260

71.05

− 281.1

410.7

PoliticalStability

14,904

38.72

38.37

21.91

0

93.75

\(\Delta\)GDP

16,038

0.981

1.056

1.546

− 5.230

5.512

Drought

16,200

0.0442

0

0.206

0

1

DroughtDamage

16,200

0.0312

0

0.174

0

1

Earthquake

16,200

0.0214

0

0.145

0

1

Flood

16,200

0.114

0

0.318

0

1

Storm

16,200

0.0496

0

0.217

0

1

Wildfire

16,200

0.00815

0

0.0899

0

1

  1. Sample period is 1994:m1–2018:m12. Variables with \(\Delta\) are in monthly growth rates and winsorized at the 1st and 99th percentile, all other variables are in levels. See Table 18 for information on data sources