Tanzania Stock Market and Macroeconomic Indicators for SVAR Analysis

Monthly data for the Tanzania Share Index, gold returns, inflation, and electricity consumption used in a Structural VAR analysis. The study finds macroeconomic factors account for a modest share of equity variation, with own shocks explaining 75–80% of TSI fluctuations. Author Michael Peter published the supporting data under CC-BY-4.0 in May 2026.

Use Cases

• Modeling impulse responses between stock indices and inflation based on the SVAR framework described
• Investigating gold as an inflation hedge based on the persistent positive response to inflation shocks noted
• Analyzing the decoupling of financial markets from real-sector growth based on the negative TSI response to economic activity shocks
• Forecasting error variance decomposition for a four-variable macroeconomic system as outlined in the study

Strengths

• Data is structured for a four-variable SVAR model, including a high-frequency proxy for economic activity
• Findings are specific, citing that shocks dissipate within three to five months and own shocks explain 75–80% of TSI variance

Limitations

• Description metadata is limited; actual data quality requires manual inspection after download
• Column-level documentation is absent; field semantics must be inferred after download
• Row count is unknown, which may limit suitability assessment

Provenance

Source

figshare, author Michael Peter

Collection Method

Likely compiled from public sources for academic research, as described in the study

Time Range

Monthly data, but specific date range is not provided

Freshness

Last updated 2026-05-20 04:32:52; freshness should be verified

Geography

Tanzania, a frontier market in sub-Saharan Africa