Lebanon Macrofinancial Time Series for Crisis Analysis, 2005-2022

72 quarterly observations from 2005Q1 to 2022Q4 compiled by Nasser Chaabo to support replication of empirical results in Chaabo (2026). The dataset underpins structural VAR, local projections, and ARDL bounds tests examining the Banque du Liban's financial engineering as a crisis amplifier. Variables include central bank certificates of deposit, foreign assets, commercial bank deposits, and the parallel exchange rate premium.

Use Cases

• Replicating sign-restricted structural VAR and local projection analyses based on the described macrofinancial variables.
• Examining the relationship between central bank financial engineering and banking system collapse based on the forensic reconstruction of net foreign assets.
• Analyzing the dynamics of the parallel exchange rate premium and Eurobond spreads over time.
• Conducting ARDL bounds tests on the long-run relationships between the provided financial time series.

Strengths

• Covers 72 quarterly observations from 2005Q1 to 2022Q4, providing an 18-year time series.
• Includes data quality flags (REAL / CONFIRMED / ESTIMATED) for each variable and quarter.
• Primary sources are documented, including a forensic reconstruction for key variables and IMF International Financial Statistics.

Limitations

• Column-level documentation is absent; field semantics must be inferred after download.
• Some data points are estimated via cubic-spline interpolation, as noted in the description.
• Row count is unknown, which may limit suitability assessment.

Provenance

Source

Compiled by author Nasser Chaabo from primary sources including Gaspard (2024) forensic audit, IMF International Financial Statistics, FRED, and BLOMInvest Bank reports.

Collection Method

Forensic reconstruction, official statistics, market reports, and interpolation for some quarters.

Time Range

2005Q1–2022Q4

Freshness

Last updated 2026-05-29 16:30:56; freshness should be verified.

Geography

Lebanon