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.

Themes

Javascript

English

Français

All

Flat

theme Title Compile
chomage Statistiques sur le chômage et l'emploi 2024-11-05
conjoncture Analyse de la Conjoncture Économique 2024-11-05
demographie Données sur la démographie 2024-11-05
demography Data on demography 2024-11-05
dette-publique Données sur la dette publique 2024-11-05
echelles-log Echelles logarithmiques en économie 2024-11-05
emploi Indicateurs et chiffres clés de l'emploi 2024-11-05
employment Employment Data Analysis 2024-11-05
energie Données au sujet de l'énergie 2024-11-05
energy Data on energy 2024-11-05
epargne Statistiques de l'épargne en France 2024-11-05
europe Europe in Numbers 2024-11-05
finances-publiques Analyse des Données sur les Finances Publiques 2024-11-05
fonction-publique Données Clés de la Fonction Publique 2024-11-05
germany Data on Germany 2024-11-05
greece Data on Greece's macroeconomy 2024-11-05
housing Housing Market Insights 2024-11-05
immobilier Analyse des Données du Secteur Immobilier 2024-11-05
industrie Données sur l'industrie 2024-11-05
industry Data on industry 2024-11-05
inflation-europe Overview of Inflation Data in Europe 2024-11-05
inflation-france Évolution de l'inflation en France : Analyse et Tendances 2024-11-05
inflation Insights into Inflation Statistics 2024-11-05
interest-rates Data on interest rates 2024-11-05
investment Data on investment 2024-11-05
italy Exploring Italy's Economic Indicators 2024-11-05
log-scales Why Economists Should Use Log Scales More Often 2024-11-05
log Data on Log 2024-11-05
macro-france Indicateurs Macroéconomiques de la France 2024-11-05
macro-us Data on US Macro 2024-11-05
macro Key Macroeconomic Indicators 2024-11-05
monetary-policy Data on monetary policy 2024-11-05
pareto Data on Pareto distributions 2024-11-05
pauvrete Données Clés sur la Pauvreté 2024-11-05
phillips Data on Phillips curves 2024-11-05
poland Data on Poland's macro 2024-11-05
pouvoir-achat Informations sur le pouvoir d'achat 2024-11-05
productivite Données sur la productivité 2024-11-05
productivity Data on productivity 2024-11-05
public-debt Overview of Public Debt Statistics 2024-11-05
retraites Statistiques sur les retraites 2024-11-05
salaires Analyse des Données de Salaires 2024-11-05
saving Saving 2024-11-05
stocks Data on stocks / stock market indices 2024-11-05
taux-dinteret Données de taux d'intérêt 2024-11-05
trade Global Trade Data 2024-11-05
unemployment Insights into Unemployment Rates 2024-11-05
us-eu Comparing the United States and Europe 2024-11-05
wages Wage Data 2024-11-05
xrates Exchange Rate Data Insights 2024-11-05

Main Datasets

Javascript

Flat

id label .html
ameco Annual Macro-Economic database of the European COmmission - AMECO 2024-07-02
bea Bureau of Economic Analysis - BEA 2024-06-19
bis Bureau of International Settlements - BIS 2024-05-10
bls Bureau of Labor Statistics - BLS 2024-06-19
boe Bank of England - BOE 2023-02-19
buba Bundesbank - BUBA 2024-06-19
cbp County Business Patterns - CBP 2023-04-19
census Census Bureau - census 2024-06-19
comtrade UN Comtrade Database - comtrade 2024-06-19
crosswalks Crosswalks 2024-06-20
dallas-fed Federal Reserve Bank of Dallas - Dallas Fed 2023-02-19
destatis Statistisches Bundesamt - destatis 2024-06-19
ec European Commission - EC 2024-09-15
ecb European Central Bank - ECB 2024-10-08
eurostat European Statistical Office - Eurostat 2024-11-05
fhfa Federal Housing Finance Agency - fhfa 2024-06-20
frb Federal Reserve Board - FRB 2024-06-07
frb-ny Federal Reserve Bank of New York - frb-ny 2023-02-19
freddie Freddie Mac House Price Index - Freddie 2024-06-20
gfd Global Financial Data - GFD 2024-06-20
ilo International Labour Organization - ILO 2024-06-20
imf International Monetary Fund - IMF 2024-06-20
investing Financial Data from investing.com - investing 2024-10-24
john-fernald-tfp John Fernald TFP - john-fernard-tfp 2024-06-20
maddison Maddison Data - maddison 2023-02-19
oecd Organization of Economic Cooperation and Development - OECD 2024-07-01
ons Office for National Statisics - ONS 2024-06-20
pwt Penn World Tables - PWT 2020-05-22
statjp Statistics Japan, Statistics Bureau, Ministry of Internal Affairs and Communication - statjp 2024-06-20
uk Other U.K. Data - uk 2020-11-25
un United Nations - UN 2024-06-20
us Other U.S. Data - us 2023-04-19
wb World Bank - WB 2023-02-19
wdi World Development Indicators - WDI 2024-09-18
wid World Income Database - WID 2024-06-20
yahoo Yahoo! Finance - yahoo 2024-11-05
zillow Housing Data - Zillow Research - zillow 2023-12-24

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
crsp Center for Research for Security Prices - crsp 2021-01-06

Databanks

Javascript

Flat

id label .html
fred Federal Reserve bank of Saint Louis - fred 2024-11-01
quandl Quandl - Financial, Economic and Alternative Data 2024-06-20
rdb DBnomics - The World's Economic Database - rdb NA

France

Javascript

Flat

id label .html
acoss Agence centrale des organismes de sécurité sociale - ACOSS 2024-09-13
acpr Autorité de Contrôle Prudentiel et de Résolution - ACPR 2024-10-04
bdf Banque de France - BDF 2024-07-26
cepii Centre d’Etudes Prospectives et d’Informations Internationales - CEPII 2024-06-19
citepa Centre technique de référence en matière de pollution atmosphérique et de changement climatique - citepa 2024-01-25
cre Commission de Régulation de l’Energie - CRE 2024-10-07
dares Direction de l'Animation de la recherche, des Études et des Statistiques (Ministère du Travail) - DARES 2024-02-12
douanes Douanes - douanes 2024-06-19
drees Direction de la recherche, des études, de l'évaluation et des statistiques (Ministère de la Santé) - DREES 2023-02-19
dvf Déclarations de Valeurs Foncières - DVF 2023-02-19
france France - france NA
immobilier Données Immobilières, France - Immobilier NA
ined Institut National d'Etudes Démographiques - INED 2023-10-10
insee Institut National de la Statistique et des Etudes Economiques - INSEE 2024-11-05
ipp Institut des Politiques Publiques - IPP 2024-09-15
mtes Ministère de la Transition Ecologique et Solidaire - MTES 2023-02-19
olap Observatoire des Loyers de l’Agglomération Parisienne - OLAP 2023-09-24
rei Relevé des Elements d'Imposition - REI 2024-06-20
sdes Service des Données et des Etudes Statistiques - SDES 2023-05-31

All Datasets

Javascript

Flat

id label .html
acoss Agence centrale des organismes de sécurité sociale - ACOSS 2024-09-13
acpr Autorité de Contrôle Prudentiel et de Résolution - ACPR 2024-10-04
ameco Annual Macro-Economic database of the European COmmission - AMECO 2024-07-02
bdf Banque de France - BDF 2024-07-26
bea Bureau of Economic Analysis - BEA 2024-06-19
bis Bureau of International Settlements - BIS 2024-05-10
bls Bureau of Labor Statistics - BLS 2024-06-19
boe Bank of England - BOE 2023-02-19
buba Bundesbank - BUBA 2024-06-19
cbp County Business Patterns - CBP 2023-04-19
census Census Bureau - census 2024-06-19
cepii Centre d’Etudes Prospectives et d’Informations Internationales - CEPII 2024-06-19
citepa Centre technique de référence en matière de pollution atmosphérique et de changement climatique - citepa 2024-01-25
compustat Compustat - compustat 2020-11-22
comtrade UN Comtrade Database - comtrade 2024-06-19
cre Commission de Régulation de l’Energie - CRE 2024-10-07
crosswalks Crosswalks 2024-06-20
crsp Center for Research for Security Prices - crsp 2021-01-06
dallas-fed Federal Reserve Bank of Dallas - Dallas Fed 2023-02-19
dares Direction de l'Animation de la recherche, des Études et des Statistiques (Ministère du Travail) - DARES 2024-02-12
destatis Statistisches Bundesamt - destatis 2024-06-19
douanes Douanes - douanes 2024-06-19
drees Direction de la recherche, des études, de l'évaluation et des statistiques (Ministère de la Santé) - DREES 2023-02-19
dvf Déclarations de Valeurs Foncières - DVF 2023-02-19
ec European Commission - EC 2024-09-15
ecb European Central Bank - ECB 2024-10-08
eurostat European Statistical Office - Eurostat 2024-11-05
fhfa Federal Housing Finance Agency - fhfa 2024-06-20
flags Flag Colors - flags 2023-04-19
france France - france NA
frb Federal Reserve Board - FRB 2024-06-07
frb-ny Federal Reserve Bank of New York - frb-ny 2023-02-19
fred Federal Reserve bank of Saint Louis - fred 2024-11-01
freddie Freddie Mac House Price Index - Freddie 2024-06-20
gfd Global Financial Data - GFD 2024-06-20
ilo International Labour Organization - ILO 2024-06-20
imf International Monetary Fund - IMF 2024-06-20
immobilier Données Immobilières, France - Immobilier NA
ined Institut National d'Etudes Démographiques - INED 2023-10-10
insee Institut National de la Statistique et des Etudes Economiques - INSEE 2024-11-05
investing Financial Data from investing.com - investing 2024-10-24
ipp Institut des Politiques Publiques - IPP 2024-09-15
john-fernald-tfp John Fernald TFP - john-fernard-tfp 2024-06-20
maddison Maddison Data - maddison 2023-02-19
mtes Ministère de la Transition Ecologique et Solidaire - MTES 2023-02-19
oecd Organization of Economic Cooperation and Development - OECD 2024-07-01
olap Observatoire des Loyers de l’Agglomération Parisienne - OLAP 2023-09-24
ons Office for National Statisics - ONS 2024-06-20
pwt Penn World Tables - PWT 2020-05-22
quandl Quandl - Financial, Economic and Alternative Data 2024-06-20
rdb DBnomics - The World's Economic Database - rdb NA
rei Relevé des Elements d'Imposition - REI 2024-06-20
sdes Service des Données et des Etudes Statistiques - SDES 2023-05-31
statjp Statistics Japan, Statistics Bureau, Ministry of Internal Affairs and Communication - statjp 2024-06-20
uk Other U.K. Data - uk 2020-11-25
un United Nations - UN 2024-06-20
us Other U.S. Data - us 2023-04-19
wb World Bank - WB 2023-02-19
wdi World Development Indicators - WDI 2024-09-18
wid World Income Database - WID 2024-06-20
yahoo Yahoo! Finance - yahoo 2024-11-05
zillow Housing Data - Zillow Research - zillow 2023-12-24

APIs - Application Programming Interfaces

List

source dataset .html
bdf api 2024-07-01
bea api 2024-06-19
bis api 2024-04-19
bls api 2024-06-17
dbnomics api 2024-06-07
ecb api 2024-10-08
eurostat api 2024-06-08
imf api 2024-06-20
insee api 2024-11-05
oecd api 2024-05-07
wdi api 2024-04-14

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:

  • rsdmx quickstart 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