QM&RBC Data Online
This is a listing on links to online data useful to people working
on Quantitative Macroeconomics and Real Business
Cycle theory, but applicable to many others as well.
Do not forget to give credit to your sources, even if it
is on the Internet!
Data aggregators for the United States
The United States do not have a central statistical agency, thus it is difficult to know where to look for data. These aggregators do a good job at bringing everything under one roof.
Specific data of interest
- Federal Reserve Economic Data
(FRED) at the Federal Reserve Bank of Saint Louis, which covers most macroeconomic aggregates as well as aggregate banking data for the United States. Mow complemented by FRASER, which has scans of historical statistics, and ALFRED, which has real time historical data.
- The Penn World Tables allow a reasonable comparision of international data (and here is a nifty graphing facility).
- International Monetary Fund data: International Financial Statistics covers the basic macro aggregates and prices for most of the World; Exchange rate data, Other data.
- World Bank data: World Development Indicators, part of which has free access, Global Development Finance, other data
- OECD data: Main Economic Indicators, National Accounts, Economic Outlook, other data
- United Nations Common Database
- EH.net historical databases as well as their How Much Is That? page
- Various datasets available from the NBER, in particular official business cycle dates and macrohistory database
- Data on transition economies from the William Davidson Institute
Very specific data
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