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.
All Datasets
All sources
By Source
- Datasets by source. html
Themes
Javascript
Flat
| theme | Title | Link |
|---|---|---|
| CPI-or-HICP | Inflation in France: CPI or HICP ? | Link |
| IPC-ou-IPCH | Inflation en France: IPC ou IPCH ? | Link |
| chomage | Statistiques sur le chômage et l'emploi | Link |
| commodities | Data on commodities | Link |
| conjoncture | Analyse de la Conjoncture Économique en France | Link |
| datasets | Datasets Overview | Link |
| debt | Data on debt | Link |
| demographie | Données sur la démographie | Link |
| demography | Data on demography | Link |
| depenses-publiques | Données sur les dépenses publiques | Link |
| dette-publique | Données sur la dette publique | Link |
| echelles-log | Echelles logarithmiques en économie | Link |
| ecologie | Indicateurs et chiffres clés de l'écologie | Link |
| emploi | Indicateurs et chiffres clés de l'emploi | Link |
| employment | Employment Data Analysis | Link |
| energie | Données au sujet de l'énergie | Link |
| energy | Data on energy | Link |
| epargne | Statistiques de l'épargne en France | Link |
| europe | Europe in Numbers | Link |
| finance | Data on finance / stock market indices | Link |
| finances-publiques | Analyse des Données sur les Finances Publiques | Link |
| fonction-publique | Données Clés de la Fonction Publique | Link |
| france | Economic data for France | Link |
| germany | Germany by the Numbers | Link |
| grece | Données sur la macroéconomie de la Grèce | Link |
| greece | Data on Greece's macroeconomy | Link |
| housing | Housing Market Insights | Link |
| immobilier | Analyse des Données du Secteur Immobilier | Link |
| industrie | Tableau de Bord de l'Industrie | Link |
| industry | Industry Data Overview | Link |
| inegalites | Données sur les inégalités en France | Link |
| inflation | Insights into Inflation Statistics | Link |
| inflation-europe | Overview of Inflation Data in Europe | Link |
| inflation-france | Évolution de l'inflation en France : Analyse et Tendances | Link |
| interest-rates | Data on interest rates | Link |
| international-finance | Data on international finance | Link |
| investment | Data on investment | Link |
| italy | Exploring Italy's Economic Indicators | Link |
| log | Data on Log | Link |
| log-scales | Why Economists Should Use Log Scales More Often | Link |
| macro | Key Macroeconomic Indicators | Link |
| macro-france | Indicateurs Macroéconomiques France | Link |
| macro-us | Data on US Macro | Link |
| matieres-premieres | Données sur les matières premières | Link |
| monetary-policy | Data on monetary policy | Link |
| money | Data on money | Link |
| pareto | Data on Pareto distributions | Link |
| patrimoine | Statistiques sur le patrimoine en France | Link |
| pauvrete | Quelques données clés sur la Pauvreté | Link |
| pensions | Data on pensions | Link |
| phillips | Data on Phillips curves | Link |
| poland | Data on Poland's macro | Link |
| pouvoir-achat | Données sur l'évolution du pouvoir d'achat | Link |
| productivite | Données sur la productivité | Link |
| productivity | Data on productivity | Link |
| public-debt | Overview of Public Debt Statistics | Link |
| retraites | Statistiques sur les retraites | Link |
| salaires | Analyse des Données de Salaires | Link |
| saving | Data on saving | Link |
| stocks | Data on stocks and indices | Link |
| taux-de-change | Données sur les taux de change | Link |
| taux-dinteret | Données de taux d'intérêt | Link |
| trade | Global Trade Data | Link |
| unemployment | Insights into Unemployment Rates | Link |
| us-eu | Comparing the United States and Europe | Link |
| us-fr | Comparing the United States and France | Link |
| wages | Wage Data | Link |
| wealth | Data on wealth | Link |
| xrates | Exchange Rate Data (X rates) | Link |
Main Datasets
Javascript
Flat
| id | label |
|---|---|
| ameco | Annual Macro-Economic database of the European COmmission - AMECO |
| bea | Bureau of Economic Analysis - BEA |
| bis | Bureau of International Settlements - BIS |
| bls | Bureau of Labor Statistics - BLS |
| boe | Bank of England - BOE |
| buba | Bundesbank - BUBA |
| cbp | County Business Patterns - CBP |
| census | Census Bureau - census |
| comtrade | UN Comtrade Database - comtrade |
| crosswalks | Crosswalks |
| dallas-fed | Federal Reserve Bank of Dallas - Dallas Fed |
| destatis | Statistisches Bundesamt - destatis |
| ec | European Commission - EC |
| ecb | European Central Bank - ECB |
| eurostat | European Statistical Office - Eurostat |
| fhfa | Federal Housing Finance Agency - fhfa |
| frb | Federal Reserve Board - FRB |
| frb-ny | Federal Reserve Bank of New York - frb-ny |
| freddie | Freddie Mac House Price Index - Freddie |
| gfd | Global Financial Data - GFD |
| ilo | International Labour Organization - ILO |
| imf | International Monetary Fund - IMF |
| investing | Financial Data from investing.com - investing |
| john-fernald-tfp | John Fernald TFP - john-fernard-tfp |
| maddison | Maddison Data - maddison |
| oecd | Organization of Economic Cooperation and Development - OECD |
| ons | Office for National Statisics - ONS |
| pwt | Penn World Tables - PWT |
| statjp | Statistics Japan, Statistics Bureau, Ministry of Internal Affairs and Communication - statjp |
| uk | Other U.K. Data - uk |
| un | United Nations - UN |
| us | Other U.S. Data - us |
| wb | World Bank - WB |
| wdi | World Development Indicators - WDI |
| wid | World Income Database - WID |
| yahoo | Yahoo! Finance - yahoo |
| zillow | Housing Data - Zillow Research - zillow |
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
Databanks
Javascript
Flat
| id | label |
|---|---|
| fred | Federal Reserve bank of Saint Louis - fred |
| quandl | Quandl - Financial, Economic and Alternative Data |
| rdb | DBnomics - The World's Economic Database - rdb |
France
Javascript
Flat
| id | label |
|---|---|
| acoss | Agence centrale des organismes de sécurité sociale - ACOSS |
| acpr | Autorité de Contrôle Prudentiel et de Résolution - ACPR |
| bdf | Banque de France - BDF |
| cepii | Centre d’Etudes Prospectives et d’Informations Internationales - CEPII |
| citepa | Centre technique de référence en matière de pollution atmosphérique et de changement climatique - citepa |
| cre | Commission de Régulation de l’Energie - CRE |
| dares | Direction de l'Animation de la recherche, des Études et des Statistiques (Ministère du Travail) - DARES |
| douanes | Douanes - douanes |
| drees | Direction de la recherche, des études, de l'évaluation et des statistiques (Ministère de la Santé) - DREES |
| dvf | Déclarations de Valeurs Foncières - DVF |
| france | France - france |
| immobilier | Données Immobilières, France - Immobilier |
| ined | Institut National d'Etudes Démographiques - INED |
| insee | Institut National de la Statistique et des Etudes Economiques - INSEE |
| ipp | Institut des Politiques Publiques - IPP |
| meteo | Données météorologiques |
| mtes | Ministère de la Transition Ecologique et Solidaire - MTES |
| olap | Observatoire des Loyers de l’Agglomération Parisienne - OLAP |
| rei | Relevé des Elements d'Imposition - REI |
| sdes | Service des Données et des Etudes Statistiques - SDES |
All Datasets
Javascript
Flat
| id | label |
|---|---|
| acoss | Agence centrale des organismes de sécurité sociale - ACOSS |
| acpr | Autorité de Contrôle Prudentiel et de Résolution - ACPR |
| ameco | Annual Macro-Economic database of the European COmmission - AMECO |
| bdf | Banque de France - BDF |
| bea | Bureau of Economic Analysis - BEA |
| bis | Bureau of International Settlements - BIS |
| bls | Bureau of Labor Statistics - BLS |
| boe | Bank of England - BOE |
| buba | Bundesbank - BUBA |
| cbp | County Business Patterns - CBP |
| census | Census Bureau - census |
| cepii | Centre d’Etudes Prospectives et d’Informations Internationales - CEPII |
| citepa | Centre technique de référence en matière de pollution atmosphérique et de changement climatique - citepa |
| compustat | Compustat - compustat |
| comtrade | UN Comtrade Database - comtrade |
| cre | Commission de Régulation de l’Energie - CRE |
| crosswalks | Crosswalks |
| crsp | Center for Research for Security Prices - crsp |
| dallas-fed | Federal Reserve Bank of Dallas - Dallas Fed |
| dares | Direction de l'Animation de la recherche, des Études et des Statistiques (Ministère du Travail) - DARES |
| destatis | Statistisches Bundesamt - destatis |
| douanes | Douanes - douanes |
| drees | Direction de la recherche, des études, de l'évaluation et des statistiques (Ministère de la Santé) - DREES |
| dvf | Déclarations de Valeurs Foncières - DVF |
| ec | European Commission - EC |
| ecb | European Central Bank - ECB |
| eurostat | European Statistical Office - Eurostat |
| fhfa | Federal Housing Finance Agency - fhfa |
| flags | Flag Colors - flags |
| france | France - france |
| frb | Federal Reserve Board - FRB |
| frb-ny | Federal Reserve Bank of New York - frb-ny |
| fred | Federal Reserve bank of Saint Louis - fred |
| freddie | Freddie Mac House Price Index - Freddie |
| gfd | Global Financial Data - GFD |
| ilo | International Labour Organization - ILO |
| imf | International Monetary Fund - IMF |
| immobilier | Données Immobilières, France - Immobilier |
| ined | Institut National d'Etudes Démographiques - INED |
| insee | Institut National de la Statistique et des Etudes Economiques - INSEE |
| investing | Financial Data from investing.com - investing |
| ipp | Institut des Politiques Publiques - IPP |
| john-fernald-tfp | John Fernald TFP - john-fernard-tfp |
| maddison | Maddison Data - maddison |
| meteo | Données météorologiques |
| mtes | Ministère de la Transition Ecologique et Solidaire - MTES |
| oecd | Organization of Economic Cooperation and Development - OECD |
| olap | Observatoire des Loyers de l’Agglomération Parisienne - OLAP |
| ons | Office for National Statisics - ONS |
| pwt | Penn World Tables - PWT |
| quandl | Quandl - Financial, Economic and Alternative Data |
| rdb | DBnomics - The World's Economic Database - rdb |
| rei | Relevé des Elements d'Imposition - REI |
| sdes | Service des Données et des Etudes Statistiques - SDES |
| statjp | Statistics Japan, Statistics Bureau, Ministry of Internal Affairs and Communication - statjp |
| uk | Other U.K. Data - uk |
| un | United Nations - UN |
| us | Other U.S. Data - us |
| wb | World Bank - WB |
| wdi | World Development Indicators - WDI |
| wid | World Income Database - WID |
| yahoo | Yahoo! Finance - yahoo |
| zillow | Housing Data - Zillow Research - zillow |
APIs - Application Programming Interfaces
- Link. html
List
| id | label |
|---|---|
| bea | Bureau of Economic Analysis Datasets - BEA |
| compustat | Compustat - compustat |
| crsp | Center for Research for Security Prices - crsp |
| dbnomics | DBnomics - The World's Economic Database - dbnomics |
| ecb | European Central Bank - ECB |
| imf | International Monetary Fund - IMF |
| insee | Institut National de la Statistique et des Etudes Economiques - INSEE |
| oecd | Organization of Economic Cooperation and Development - OECD |
| wrds | Wharton Research Data Services - WRDS |
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 |
| IMF_DATA | International Monetary Fund - Data Portal |
| 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_LEGACY | Istituto nazionale di statistica (Italia) |
| 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 |
| BBK | Bundesbank |
| KNOEMA | KNOEMA knowledge plateform |