List of Datasets - Data
Data
I created this website for our 2nd year PhD class “Evidence-Based Macroeconomics and Finance”, to help you find macroeconomic datasets. You should find the main sources for macroeconomic datasets out there (as well as a selection of series in each), but this list is by no means not exhaustive. You may find more available at the UCLA Rosenfeld Library dictionary of databases:
- UCLA Rosenfeld Library’s List of Databases. html
Main Datasets
Javascript
Flat
| id | label | .html |
|---|---|---|
| ameco | Annual Macro-Economic database of the European COmmission - AMECO | [2024-06-17](https://fgeerolf.com/data/ameco/index.html) |
| bea | Bureau of Economic Analysis - BEA | [2024-06-17](https://fgeerolf.com/data/bea/index.html) |
| bis | Bureau of International Settlements - BIS | [2024-05-10](https://fgeerolf.com/data/bis/index.html) |
| bls | Bureau of Labor Statistics - BLS | [2024-01-06](https://fgeerolf.com/data/bls/index.html) |
| boe | Bank of England - BOE | [2023-02-19](https://fgeerolf.com/data/boe/index.html) |
| buba | Bundesbank - BUBA | [2023-02-19](https://fgeerolf.com/data/buba/index.html) |
| cbp | County Business Patterns - CBP | [2023-04-19](https://fgeerolf.com/data/cbp/index.html) |
| census | Census Bureau - census | [2023-02-19](https://fgeerolf.com/data/census/index.html) |
| comtrade | UN Comtrade Database - comtrade | [2023-02-19](https://fgeerolf.com/data/comtrade/index.html) |
| crosswalks | Crosswalks | [2023-02-19](https://fgeerolf.com/data/crosswalks/index.html) |
| dallas-fed | Federal Reserve Bank of Dallas - Dallas Fed | [2023-02-19](https://fgeerolf.com/data/dallas-fed/index.html) |
| destatis | Statistisches Bundesamt - destatis | [2023-02-19](https://fgeerolf.com/data/destatis/index.html) |
| ec | European Commission - EC | [2024-06-17](https://fgeerolf.com/data/ec/index.html) |
| ecb | European Central Bank - ECB | [2024-06-17](https://fgeerolf.com/data/ecb/index.html) |
| eurostat | European Statistical Office - Eurostat | [2024-06-17](https://fgeerolf.com/data/eurostat/index.html) |
| fhfa | Federal Housing Finance Agency - fhfa | [2023-09-24](https://fgeerolf.com/data/fhfa/index.html) |
| frb | Federal Reserve Board - FRB | [2024-06-07](https://fgeerolf.com/data/frb/index.html) |
| frb-ny | Federal Reserve Bank of New York - frb-ny | [2023-02-19](https://fgeerolf.com/data/frb-ny/index.html) |
| freddie | Freddie Mac House Price Index - Freddie | [2023-09-16](https://fgeerolf.com/data/freddie/index.html) |
| gfd | Global Financial Data - GFD | [2023-12-07](https://fgeerolf.com/data/gfd/index.html) |
| ilo | International Labour Organization - ILO | [2023-02-19](https://fgeerolf.com/data/ilo/index.html) |
| imf | International Monetary Fund - IMF | [2024-06-17](https://fgeerolf.com/data/imf/index.html) |
| investing | Financial Data from investing.com - investing | [2023-02-19](https://fgeerolf.com/data/investing/index.html) |
| john-fernald-tfp | John Fernald TFP - john-fernard-tfp | [2023-02-19](https://fgeerolf.com/data/john-fernald-tfp/index.html) |
| maddison | Maddison Data - maddison | [2023-02-19](https://fgeerolf.com/data/maddison/index.html) |
| oecd | Organization of Economic Cooperation and Development - OECD | [2024-06-17](https://fgeerolf.com/data/oecd/index.html) |
| ons | Office for National Statisics - ONS | [2023-02-19](https://fgeerolf.com/data/ons/index.html) |
| pwt | Penn World Tables - PWT | [2020-05-22](https://fgeerolf.com/data/pwt/index.html) |
| statjp | Statistics Japan, Statistics Bureau, Ministry of Internal Affairs and Communication - statjp | [2023-02-19](https://fgeerolf.com/data/statjp/index.html) |
| uk | Other U.K. Data - uk | [2020-11-25](https://fgeerolf.com/data/uk/index.html) |
| un | United Nations - UN | [2023-02-19](https://fgeerolf.com/data/un/index.html) |
| us | Other U.S. Data - us | [2023-04-19](https://fgeerolf.com/data/us/index.html) |
| wb | World Bank - WB | [2023-02-19](https://fgeerolf.com/data/wb/index.html) |
| wdi | World Development Indicators - WDI | [2024-06-17](https://fgeerolf.com/data/wdi/index.html) |
| wid | World Income Database - WID | [2024-05-07](https://fgeerolf.com/data/wid/index.html) |
| yahoo | Yahoo! Finance - yahoo | [2024-06-17](https://fgeerolf.com/data/yahoo/index.html) |
| zillow | Housing Data - Zillow Research - zillow | [2023-12-24](https://fgeerolf.com/data/zillow/index.html) |
Themes
Flat
| theme | .html |
|---|---|
| dette-publique | [2024-06-17](https://fgeerolf.com/data/dette-publique.html) |
| employment | [2024-06-17](https://fgeerolf.com/data/employment.html) |
| energie | [2024-06-17](https://fgeerolf.com/data/energie.html) |
| energy | [2024-06-17](https://fgeerolf.com/data/energy.html) |
| germany | [2024-06-17](https://fgeerolf.com/data/germany.html) |
| greece | [2024-06-17](https://fgeerolf.com/data/greece.html) |
| housing | [2024-06-17](https://fgeerolf.com/data/housing.html) |
| immobilier | [2024-06-17](https://fgeerolf.com/data/immobilier.html) |
| industrie | [2024-06-17](https://fgeerolf.com/data/industrie.html) |
| industry | [2024-06-17](https://fgeerolf.com/data/industry.html) |
| inflation | [2024-06-17](https://fgeerolf.com/data/inflation.html) |
| inflation-france | [2024-06-17](https://fgeerolf.com/data/inflation-france.html) |
| interest-rates | [2024-06-17](https://fgeerolf.com/data/interest-rates.html) |
| macro | [2024-06-17](https://fgeerolf.com/data/macro.html) |
| macro-france | [2024-06-17](https://fgeerolf.com/data/macro-france.html) |
| macro-us | [2024-06-17](https://fgeerolf.com/data/macro-us.html) |
| monetary-policy | [2024-06-17](https://fgeerolf.com/data/monetary-policy.html) |
| phillips | [2024-06-17](https://fgeerolf.com/data/phillips.html) |
| pouvoir-achat | [2024-06-17](https://fgeerolf.com/data/pouvoir-achat.html) |
| public-debt | [2024-06-17](https://fgeerolf.com/data/public-debt.html) |
| salaires | [2024-06-17](https://fgeerolf.com/data/salaires.html) |
| wages | [2024-06-17](https://fgeerolf.com/data/wages.html) |
| xrates | [2024-06-17](https://fgeerolf.com/data/xrates.html) |
U.S. Data
Javascript
Flat
| id | label | .html |
|---|---|---|
| cbsa | CBSA Level Datasets (U.S.) | [NA](https://fgeerolf.com/data/cbsa.html) |
| country | Cross-Country Datasets | [NA](https://fgeerolf.com/data/country.html) |
| county | County Level Datasets (U.S.) | [NA](https://fgeerolf.com/data/county.html) |
| date | Time Series Datasets | [NA](https://fgeerolf.com/data/date.html) |
| state | State Level Datasets (U.S.) | [NA](https://fgeerolf.com/data/state.html) |
| zipcode | Zipcode Level Datasets (U.S.) | [NA](https://fgeerolf.com/data/zipcode.html) |
WRDS - Microeconomic Data
Probably the greatest resource for macro / finance data is provided through Wharton Research Data Services. It includes for example Compustat, CRSP, BlockHolders, TRACE, ExecuComp, I/B/E/S, Markit, and many more… All these resources are available through APIs. I provide only some examples below.
Javascript
Flat
| id | label | .html |
|---|---|---|
| compustat | Compustat - compustat | [2020-11-22](https://fgeerolf.com/data/compustat/index.html) |
| crsp | Center for Research for Security Prices - crsp | [2021-01-06](https://fgeerolf.com/data/crsp/index.html) |
Databanks
Javascript
Flat
| id | label | .html |
|---|---|---|
| fred | Federal Reserve bank of Saint Louis - fred | [2024-06-17](https://fgeerolf.com/data/fred/index.html) |
| quandl | Quandl - Financial, Economic and Alternative Data | [2024-06-17](https://fgeerolf.com/data/quandl/index.html) |
| rdb | DBnomics - The World's Economic Database - rdb | [NA](https://fgeerolf.com/data/rdb/index.html) |
France
Javascript
Flat
| id | label | .html |
|---|---|---|
| acoss | Agence centrale des organismes de sécurité sociale - ACOSS | [2023-12-28](https://fgeerolf.com/data/acoss/index.html) |
| acpr | Autorité de Contrôle Prudentiel et de Résolution - ACPR | [2023-12-28](https://fgeerolf.com/data/acpr/index.html) |
| bdf | Banque de France - BDF | [2024-06-17](https://fgeerolf.com/data/bdf/index.html) |
| cepii | Centre d’Etudes Prospectives et d’Informations Internationales - CEPII | [2023-04-19](https://fgeerolf.com/data/cepii/index.html) |
| citepa | Centre technique de référence en matière de pollution atmosphérique et de changement climatique - citepa | [2024-01-25](https://fgeerolf.com/data/citepa/index.html) |
| cre | Commission de Régulation de l’Energie - CRE | [2023-03-13](https://fgeerolf.com/data/cre/index.html) |
| dares | Direction de l'Animation de la recherche, des Études et des Statistiques (Ministère du Travail) - DARES | [2024-02-12](https://fgeerolf.com/data/dares/index.html) |
| douanes | Douanes - douanes | [2023-02-19](https://fgeerolf.com/data/douanes/index.html) |
| drees | Direction de la recherche, des études, de l'évaluation et des statistiques (Ministère de la Santé) - DREES | [2023-02-19](https://fgeerolf.com/data/drees/index.html) |
| dvf | Déclarations de Valeurs Foncières - DVF | [2023-02-19](https://fgeerolf.com/data/dvf/index.html) |
| france | France - france | [NA](https://fgeerolf.com/data/france/index.html) |
| immobilier | Données Immobilières, France - Immobilier | [NA](https://fgeerolf.com/data/immobilier/index.html) |
| ined | Institut National d'Etudes Démographiques - INED | [2023-10-10](https://fgeerolf.com/data/ined/index.html) |
| insee | Institut National de la Statistique et des Etudes Economiques - INSEE | [2024-06-17](https://fgeerolf.com/data/insee/index.html) |
| ipp | Institut des Politiques Publiques - IPP | [2024-02-11](https://fgeerolf.com/data/ipp/index.html) |
| mtes | Ministère de la Transition Ecologique et Solidaire - MTES | [2023-02-19](https://fgeerolf.com/data/mtes/index.html) |
| olap | Observatoire des Loyers de l’Agglomération Parisienne - OLAP | [2023-09-24](https://fgeerolf.com/data/olap/index.html) |
| rei | Relevé des Elements d'Imposition - REI | [2023-02-19](https://fgeerolf.com/data/rei/index.html) |
| sdes | Service des Données et des Etudes Statistiques - SDES | [2023-05-31](https://fgeerolf.com/data/sdes/index.html) |
All Datasets
Javascript
Flat
| id | label | .html |
|---|---|---|
| acoss | Agence centrale des organismes de sécurité sociale - ACOSS | [2023-12-28](https://fgeerolf.com/data/acoss/index.html) |
| acpr | Autorité de Contrôle Prudentiel et de Résolution - ACPR | [2023-12-28](https://fgeerolf.com/data/acpr/index.html) |
| ameco | Annual Macro-Economic database of the European COmmission - AMECO | [2024-06-17](https://fgeerolf.com/data/ameco/index.html) |
| bdf | Banque de France - BDF | [2024-06-17](https://fgeerolf.com/data/bdf/index.html) |
| bea | Bureau of Economic Analysis - BEA | [2024-06-17](https://fgeerolf.com/data/bea/index.html) |
| bis | Bureau of International Settlements - BIS | [2024-05-10](https://fgeerolf.com/data/bis/index.html) |
| bls | Bureau of Labor Statistics - BLS | [2024-01-06](https://fgeerolf.com/data/bls/index.html) |
| boe | Bank of England - BOE | [2023-02-19](https://fgeerolf.com/data/boe/index.html) |
| buba | Bundesbank - BUBA | [2023-02-19](https://fgeerolf.com/data/buba/index.html) |
| cbp | County Business Patterns - CBP | [2023-04-19](https://fgeerolf.com/data/cbp/index.html) |
| census | Census Bureau - census | [2023-02-19](https://fgeerolf.com/data/census/index.html) |
| cepii | Centre d’Etudes Prospectives et d’Informations Internationales - CEPII | [2023-04-19](https://fgeerolf.com/data/cepii/index.html) |
| citepa | Centre technique de référence en matière de pollution atmosphérique et de changement climatique - citepa | [2024-01-25](https://fgeerolf.com/data/citepa/index.html) |
| compustat | Compustat - compustat | [2020-11-22](https://fgeerolf.com/data/compustat/index.html) |
| comtrade | UN Comtrade Database - comtrade | [2023-02-19](https://fgeerolf.com/data/comtrade/index.html) |
| cre | Commission de Régulation de l’Energie - CRE | [2023-03-13](https://fgeerolf.com/data/cre/index.html) |
| crosswalks | Crosswalks | [2023-02-19](https://fgeerolf.com/data/crosswalks/index.html) |
| crsp | Center for Research for Security Prices - crsp | [2021-01-06](https://fgeerolf.com/data/crsp/index.html) |
| dallas-fed | Federal Reserve Bank of Dallas - Dallas Fed | [2023-02-19](https://fgeerolf.com/data/dallas-fed/index.html) |
| dares | Direction de l'Animation de la recherche, des Études et des Statistiques (Ministère du Travail) - DARES | [2024-02-12](https://fgeerolf.com/data/dares/index.html) |
| destatis | Statistisches Bundesamt - destatis | [2023-02-19](https://fgeerolf.com/data/destatis/index.html) |
| douanes | Douanes - douanes | [2023-02-19](https://fgeerolf.com/data/douanes/index.html) |
| drees | Direction de la recherche, des études, de l'évaluation et des statistiques (Ministère de la Santé) - DREES | [2023-02-19](https://fgeerolf.com/data/drees/index.html) |
| dvf | Déclarations de Valeurs Foncières - DVF | [2023-02-19](https://fgeerolf.com/data/dvf/index.html) |
| ec | European Commission - EC | [2024-06-17](https://fgeerolf.com/data/ec/index.html) |
| ecb | European Central Bank - ECB | [2024-06-17](https://fgeerolf.com/data/ecb/index.html) |
| eurostat | European Statistical Office - Eurostat | [2024-06-17](https://fgeerolf.com/data/eurostat/index.html) |
| fhfa | Federal Housing Finance Agency - fhfa | [2023-09-24](https://fgeerolf.com/data/fhfa/index.html) |
| flags | Flag Colors - flags | [2023-04-19](https://fgeerolf.com/data/flags/index.html) |
| france | France - france | [NA](https://fgeerolf.com/data/france/index.html) |
| frb | Federal Reserve Board - FRB | [2024-06-07](https://fgeerolf.com/data/frb/index.html) |
| frb-ny | Federal Reserve Bank of New York - frb-ny | [2023-02-19](https://fgeerolf.com/data/frb-ny/index.html) |
| fred | Federal Reserve bank of Saint Louis - fred | [2024-06-17](https://fgeerolf.com/data/fred/index.html) |
| freddie | Freddie Mac House Price Index - Freddie | [2023-09-16](https://fgeerolf.com/data/freddie/index.html) |
| gfd | Global Financial Data - GFD | [2023-12-07](https://fgeerolf.com/data/gfd/index.html) |
| ilo | International Labour Organization - ILO | [2023-02-19](https://fgeerolf.com/data/ilo/index.html) |
| imf | International Monetary Fund - IMF | [2024-06-17](https://fgeerolf.com/data/imf/index.html) |
| immobilier | Données Immobilières, France - Immobilier | [NA](https://fgeerolf.com/data/immobilier/index.html) |
| ined | Institut National d'Etudes Démographiques - INED | [2023-10-10](https://fgeerolf.com/data/ined/index.html) |
| insee | Institut National de la Statistique et des Etudes Economiques - INSEE | [2024-06-17](https://fgeerolf.com/data/insee/index.html) |
| investing | Financial Data from investing.com - investing | [2023-02-19](https://fgeerolf.com/data/investing/index.html) |
| ipp | Institut des Politiques Publiques - IPP | [2024-02-11](https://fgeerolf.com/data/ipp/index.html) |
| john-fernald-tfp | John Fernald TFP - john-fernard-tfp | [2023-02-19](https://fgeerolf.com/data/john-fernald-tfp/index.html) |
| maddison | Maddison Data - maddison | [2023-02-19](https://fgeerolf.com/data/maddison/index.html) |
| mtes | Ministère de la Transition Ecologique et Solidaire - MTES | [2023-02-19](https://fgeerolf.com/data/mtes/index.html) |
| oecd | Organization of Economic Cooperation and Development - OECD | [2024-06-17](https://fgeerolf.com/data/oecd/index.html) |
| olap | Observatoire des Loyers de l’Agglomération Parisienne - OLAP | [2023-09-24](https://fgeerolf.com/data/olap/index.html) |
| ons | Office for National Statisics - ONS | [2023-02-19](https://fgeerolf.com/data/ons/index.html) |
| pwt | Penn World Tables - PWT | [2020-05-22](https://fgeerolf.com/data/pwt/index.html) |
| quandl | Quandl - Financial, Economic and Alternative Data | [2024-06-17](https://fgeerolf.com/data/quandl/index.html) |
| rdb | DBnomics - The World's Economic Database - rdb | [NA](https://fgeerolf.com/data/rdb/index.html) |
| rei | Relevé des Elements d'Imposition - REI | [2023-02-19](https://fgeerolf.com/data/rei/index.html) |
| sdes | Service des Données et des Etudes Statistiques - SDES | [2023-05-31](https://fgeerolf.com/data/sdes/index.html) |
| statjp | Statistics Japan, Statistics Bureau, Ministry of Internal Affairs and Communication - statjp | [2023-02-19](https://fgeerolf.com/data/statjp/index.html) |
| uk | Other U.K. Data - uk | [2020-11-25](https://fgeerolf.com/data/uk/index.html) |
| un | United Nations - UN | [2023-02-19](https://fgeerolf.com/data/un/index.html) |
| us | Other U.S. Data - us | [2023-04-19](https://fgeerolf.com/data/us/index.html) |
| wb | World Bank - WB | [2023-02-19](https://fgeerolf.com/data/wb/index.html) |
| wdi | World Development Indicators - WDI | [2024-06-17](https://fgeerolf.com/data/wdi/index.html) |
| wid | World Income Database - WID | [2024-05-07](https://fgeerolf.com/data/wid/index.html) |
| yahoo | Yahoo! Finance - yahoo | [2024-06-17](https://fgeerolf.com/data/yahoo/index.html) |
| zillow | Housing Data - Zillow Research - zillow | [2023-12-24](https://fgeerolf.com/data/zillow/index.html) |
APIs - Application Programming Interfaces
- Link. html
List
| source | dataset |
|---|---|
| bdf | api |
| bea | api |
| bis | api |
| bls | api |
| ecb | api |
| eurostat | api |
| imf | api |
| insee | api |
| oecd | api |
| rdb | api |
| wdi | api |
getSDMXServiceProviders
An Application Programming Interface (API) is an interface or communication protocol between different parts of a computer program intended to simplify the implementation and maintenance of software. Nowadays, many institutionally provided database are available through APIs. Below, I introduce you to some of these APIs, but there are actually many more you can use.
We will use the rsdmx package to read in SDMX data into R statistics:
rsdmxquickstart guide. html
You can easily get a list of providers through getSDMXServiceProviders:
| agencyId | name |
|---|---|
| BIS | Bank for International Settlements |
| ECB | European Central Bank |
| ESTAT | Eurostat (Statistical office of the European Union) |
| ESTAT | Eurostat (Statistical office of the European Union) - COMEXT |
| ESTAT | Eurostat (Statistical office of the European Union) - DG COMP |
| ESTAT | Eurostat (Statistical office of the European Union) - DG GROW |
| ESTAT | Eurostat (Statistical office of the European Union) - DG EMPL |
| IMF | International Monetary Fund |
| OECD | Organisation for Economic Cooperation and Development |
| UNICEF | United Nations International Children's Emergency Fund |
| CD2030 | United Nations International Children's Emergency Fund |
| UNSD | United Nations Statistics Division |
| ILO_Legacy | International Labour Organization of the United Nations |
| ILO | International Labour Organization of the United Nations |
| WBG_WITS | World Integrated Trade Solution |
| WB | World Bank |
| PDH | Pacific Data Hub DotStat |
| ABS | Australian Bureau of Statistics |
| NBB | National Bank of Belgium |
| INSEE | Institut national de la statistique et des études économiques |
| INEGI | Instituto Nacional de Estadística y Geografía (Méjico) |
| ISTAT | Istituto nazionale di statistica (Italia) |
| NOMIS | NOMIS - UK Official Labour Market Statistics |
| LSD | Statistics Lithuania |
| NCSI | Sultanate of Oman - National Center for Statistics & Information |
| STAT_EE | Statistics Estonia database |
| BBK | Bundesbank |
| KNOEMA | KNOEMA knowledge plateform |