South African Macroeconomic Data

Here is a selection of the South African macroeconomic that I used for the empirical component of my masters thesis. All this data is freely available from various sources. As discussed in a previous post, I obtained this data from the websites of the South African Reserve Bank and Statistics South Africa.

time	CPI	interbank	NEER	GDP_2005
1990q1	25.267	19.590	225.450	1087779
1990q2	26.067	19.072	217.570	1086881
1990q3	26.867	18.132	212.460	1085968
1990q4	27.967	18.116	208.887	1086976
1991q1	28.900	17.787	208.327	1078330
1991q2	30.000	16.808	208.020	1075896
1991q3	31.067	16.797	204.783	1075479
1991q4	32.467	16.061	200.943	1073629
1992q1	33.500	15.764	198.987	1066105
1992q2	34.467	14.389	197.627	1059566
1992q3	35.467	13.273	192.067	1047299
1992q4	35.933	12.364	192.100	1038400
1993q1	36.633	11.259	190.737	1047599
1993q2	38.133	10.967	182.527	1059090
1993q3	38.767	11.056	176.743	1074336
1993q4	39.333	10.045	178.050	1082295
1994q1	40.167	9.632	178.523	1080753
1994q2	40.867	10.426	166.233	1092477
1994q3	42.367	9.789	160.597	1104765
1994q4	43.200	11.124	162.033	1123205
1995q1	44.200	11.705	158.527	1127262
1995q2	45.233	12.805	149.543	1132267
1995q3	45.600	13.504	154.347	1137155
1995q4	46.000	14.279	155.440	1141643
1996q1	47.033	14.227	153.710	1157662
1996q2	47.967	15.526	136.443	1179346
1996q3	49.100	15.642	130.580	1192729
1996q4	50.200	16.768	126.677	1204041
1997q1	51.600	16.411	136.833	1207500
1997q2	52.467	15.572	140.037	1214886
1997q3	53.333	15.440	138.110	1217424
1997q4	53.733	14.944	133.310	1219262
1998q1	54.400	14.117	133.893	1220803
1998q2	55.167	15.033	128.100	1222530
1998q3	57.433	20.526	106.037	1219850
1998q4	58.600	18.768	109.283	1221029
1999q1	59.000	16.131	105.640	1232258
1999q2	59.200	13.796	107.077	1242065
1999q3	59.333	11.809	106.820	1255629
1999q4	59.733	10.513	105.530	1269437
2000q1	60.667	9.660	105.380	1283716
2000q2	62.100	9.500	99.957	1295527
2000q3	63.300	9.500	100.007	1308358
2000q4	63.933	9.500	94.633	1319489
2001q1	65.167	9.500	90.390	1328058
2001q2	66.100	9.370	91.207	1334697
2001q3	66.300	8.480	86.597	1338242
2001q4	66.633	8.000	71.733	1348532
2002q1	68.867	8.985	64.040	1366030
2002q2	71.200	10.181	67.700	1382572
2002q3	73.200	11.194	64.690	1393913
2002q4	75.133	12.000	69.730	1403225
2003q1	76.200	12.000	77.397	1416210
2003q2	76.733	11.708	80.940	1423126
2003q3	76.633	9.767	84.940	1430849
2003q4	75.733	7.162	89.653	1439103
2004q1	76.533	6.500	86.027	1460889
2004q2	77.233	6.500	90.427	1481304
2004q3	77.633	6.227	92.810	1505525
2004q4	78.100	6.000	94.077	1521602
2005q1	78.733	6.000	93.633	1537071
2005q2	79.733	5.573	89.533	1564655
2005q3	80.600	5.500	89.857	1585991
2005q4	80.933	5.500	91.103	1596611
2006q1	81.700	5.500	95.807	1620881
2006q2	82.933	5.627	89.473	1647548
2006q3	84.833	6.321	79.963	1671028
2006q4	85.433	7.059	77.467	1697027
2007q1	86.567	7.500	77.620	1723976
2007q2	88.700	7.627	77.747	1737298
2007q3	90.767	8.250	76.547	1758806
2007q4	92.633	9.069	77.867	1784580
2008q1	95.100	9.500	68.597	1797349
2008q2	99.067	10.037	64.817	1817440
2008q3	102.933	10.500	66.487	1825568
2008q4	102.967	10.403	56.770	1817771
2009q1	104.367	9.309	57.513	1788410
2009q2	106.600	6.987	65.897	1775683
2009q3	108.533	5.733	69.080	1783569
2009q4	109.000	5.500	70.277	1798886
2010q1	110.267	5.468	72.320	1816688
2010q2	111.433	5.000	75.010	1829347
2010q3	112.300	4.887	75.733	1843316
2010q4	112.800	4.269	77.620	1863701
2011q1	114.500	4.000	76.087	1884627
2011q2	116.567	3.993	76.193	1889101
2011q3	118.400	4.000	72.900	1897054
2011q4	119.667	4.000	65.957	1911890
2012q1	121.500	4.000	69.587	1924873

As you can see the data set above consists of four variables over two decades. The variables of interest are South African real GDP (here measured in 2005 constant prices), The consumer price index (CPI), the interbank rate and the nominal effective exchange rate.