I am constantly amazed that people write stuff that is easily falsifiable, in an era of easily accessible databases (I am tempted to go into an old fogey rant about “in my day I had to go to the library and hand copy down numbers from the hard copy volumes of International Financial Statistics”…but I will resist). Or ask me for the “raw” data when it’s freely available.
Just to remind the frequent commenters on this blog, there exist freely available data here:
- St. Louis Fed economic database Thousands of time series on economic activity, in an easily downloadable form.
- IMF International Financial Statistics
- IMF World Economic Outlook databases.
- World Bank World Development Indicators.
- DBnomics (a “European FRED”)
- YCharts Macro and equity market data series.
- ino.com Futures data.
- Federal Reserve Board data Monetary, financial and output data collected by the Nation’s central bank.
- Bureau of Economic Analysis, Dept. of Commerce Data on GDP and components (the national income and product accounts) as well as other macroeconomic data.
- Bureau of the Census, Dept. of Commerce Data on the characteristics of the US population as well as of US firms.
- Bureau of Labor Statistics, Dept. of Labor Data on wages, prices, productivity, and employment and unemployment rates.
- Energy Information Agency, Dept. of Energy Data on energy (electricity, gas, petroleum) production, consumption and prices.
- Economic Report of the President, various years. The back portion of this annual publication contains about 70 tables of government economic data.
- Economic Indicators CEA and JEC Compilation of economic data in tabular form.
- Economic Time Series page A large collection of economic time series.
- NBER Data Specialized economic databases created by economists associated with the National Bureau of Economic Research.
- Penn World Tables.
I have readers on Econbrowser pestering me for “raw” data used. Usually I cite FRED or BLS via FRED, or from the above data sources. In certain cases, I have written papers using specialized data sources. Below are links to those data sources.
- “A Faith-based Initiative: Do We Really Know that a Flexible Exchange Rate Regime Facilitates Current Account Adjustment,” Review of Economics and Statistics (March 2013) (with Shang-Jin Wei) [PDF]. Data: Dataverse
- “A New Measure of Financial Openness,” Journal of Comparative Policy Analysis 10(3) (September 2008): 307-320 (with Hiro Ito) [PDF]. Chinn-Ito index used in World Bank, World Development Report 2009. Data: Chinn-Ito capital account index webpage
- Financial Spillovers and Macroprudential Policies,” mimeo (with Joshua Aizenman and Hiro Ito). Under revision. [PDF] ; “Balance Sheet Effects on Monetary and Financial Spillovers: The East Asian Crisis Plus 20,” paper presented at JIMF-University of Tokyo Conference “The Pacific Rim and the Global Economy: Future Financial and Macro Challenges” July 25 and 26, 2016.(with Joshua Aizenman and Hiro Ito). [PDF] Data: Aizenman-Chinn-Ito Trilemma indices webpage
- “The Predictive Power of the Yield Curve across Countries and Time,” International Finance (March 2015) [PDF] Cited in “Free Exchange: Bond yields reliably predict recessions. Why?”Economist (July 26, 2018) Data (Stata file): Chinn-Kucko data
- “Post-recession US employment through the lens of a non-linear Okun’s law,” Journal of Macroeconomics 42 (December 2014): 118–129, with Laurent Ferrara and Valérie Mignon. [PDF] Data: data [XLS] RATS program
- “The Predictive Content of Commodity Futures,” Journal of Futures Markets, July 2014 (with Olivier Coibion). [PDF] Data: Data [xlsx]
- “Monetary Policy and Long-Horizon Uncovered Interest Rate Parity,” IMF Staff Papers 51(3) (2004) (with Guy Meredith) [PDF] Data: [Excel file]; Notes [PDF].
And from teaching: