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Table 2 Descriptive statistics

From: Confederation debt management since 1970

  Unit Mean Median Max Min Standard deviation Skewness Observations
MD mn CHF 46108.27 31946.71 111072.75 5268.64 36934.29 0.41 188
TD mn CHF 69622.98 71613.50 130000.00 8606.00 42430.72 -0.03 47
Mout days 2137.93 2037.73 3749.08 1279.26 531.94 0.61 188
MDb mn CHF 39231.47 22160.96 97436.65 4383.00 32587.60 0.53 188
Mout,b days 2499.91 2511.81 3862.92 1458.50 572.96 0.26 188
SSTD % 13.06 10.67 32.40 2.67 7.62 1.22 188
Libor 3M % 3.02 2.24 11.06 -0.79 2.84 0.89 172
Slope 10Y-3M pp 0.58 0.72 3.86 -4.43 1.59 -0.91 172
MD/GDP % 10.36 8.43 21.06 3.75 5.25 0.41 188
(TD-MD)/GDP % 6.10 6.46 12.77 2.10 2.97 0.17 47
dummy 85-89 binary 0.11 0.00 1.00 0.00 0.31 2.55 188
dummy 95-04 binary 0.21 0.00 1.00 0.00 0.41 1.40 188
dummy 10-16 binary 0.15 0.00 1.00 0.00 0.36 1.97 188
∆ MD mn CHF 361.18 205.85 4802.25 -7195.65 1699.73 -1.02 187
∆ TD mn CHF 1985.28 1143.50 15000.00 -11000.00 5174.55 0.26 46
∆ M out days 9.66 2.63 276.49 -234.40 74.59 0.39 187
∆ MDb mn CHF 355.54 226.17 3601.02 -4810.22 1317.43 -1.00 187
∆ Mout,b days 8.38 -6.69 273.98 -92.00 74.93 0.94 187
∆ SSTD pp -0.01 -0.12 9.68 -6.66 1.67 0.90 187
∆ Libor 3M pp -0.07 -0.02 2.49 -3.69 0.78 -0.68 171
∆ Slope 10Y-3M pp 0.03 -0.00 3.22 -2.16 0.67 1.07 171
∆ MD/GDP pp 0.03 -0.01 1.00 -1.23 0.35 -0.19 187
∆ (TD-MD)/GDP pp 0.02 0.04 2.77 -2.78 1.04 -0.29 46