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comment How to see the impact of one variable on a set of other variables?
Also, if the end goal is to look at building a Model that incorporates macro impacts, there are several papers about their impact onto the equity portfolios / market. A more recent paper is (papers.ssrn.com/sol3/papers.cfm?abstract_id=2445086)
comment Components of an index in a specific date
To add to Chris's information on historical changes, you could look at their quarterly index review announcements - these list the additions / deletions from their benchmark indices. This [link] (ftse.com/Indices/UK_Indices/Index_Reviews.jsp) here has the announcements for FTSE UK indices and they provide this information in excel files (HTML pre 2004, I think). The information on this website however does not go back to the 90s so you'll have to combine the PDF mentioned above with these files to work backwards into point in time constituents