List of Datasets - Data

Data

I originally created this website for Econ 221, “Evidence-Based Macroeconomics and Finance,” a second-year PhD class I taught at UCLA, to help students find macroeconomic data. It brings together what I found to be the main sources of macroeconomic datasets over the years, but is by no means exhaustive. Many more are listed in the UCLA Rosenfeld Library’s dictionary of databases.

Datasets

Themes

Sources

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.

Databanks

France

All Datasets

APIs - Application Programming Interfaces

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:

  • 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
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