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MACROECONOMIC RESEARCH DATA SOURCES
The International Center for Finance subscribes to a wide variety of databases and publications
that are of use to scholars performing research on the financial markets. Macroeconomic data sources currently
available at the ICF are listed below. Please also check the list of comprehensive
databases such as WRDS, CRSP, Compustat, Global Financial Data, Datastream and Ibbotson Associates.
Foreign Exchange Rates (via WRDS)
The WRDS FX database is based upon the Federal Reserve Board H.10 release and contains Foreign Exchange (FX) rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. yen/$) and a few are also available in inverted form (e.g. $/pound). Available remotely via WRDS.
OECD Economic Statistics
Main Economic Indicators; Monthly Foreign Trade Series; Quarterly Labor Force ; Quarterly National Accounts; STAN Database. Available at all StatLab locations.
SourceOECD
SourceOECD includes publications - monographs, periodicals, and statistical databases - issued by the OECD. Arranged in 3 sections: studies by theme, periodicals, and statistics, this resource contains monographs and and serials on topics such as: agriculture & food; education & skills; emerging economics; employment; energy; enterprise, industry & trade; environment & sustainable development; finance & investment; general economics & future studies; goverance; international development; nuclear energy; science & information technology; social issues & migration; statistics sources & methods; taxation; territorial economy; transition economics; transport and more. Access restricted by IP address to Yale domain.
International Financial Statistics (IMF)
The IFS is a statistical product of the International Monetary Fund and corresponds to the printed International Financial Statistics which is located in the Social Science Library and Information Services Reference Section (HG 3881 I626). IFS contains time series of financial and economic variables: exchange rates, fund accounts, international liquidity, international banking, money, interest rates, prices, wages, production, employment, international transactions, government finance, national accounts and population are included for most members of the Fund. Consult the printed volume for definitions of variables. Data is available 1948-present for annual data, 1957-present for monthly and quarterly data. Available at the Social Science Library.
United Nations Statistics Division Common Database
The United Nations Statistics Division Common Database is a database which covers all countries and areas and selected economic and social indicators from more specialized international data sources. From the main menu, you may browse, access and retrieve statistics and look up information on data sources, definitions and classifications. Access restricted by IP address to Yale domain.
World Consumer Markets
This Euromonitor database provides global consumer market size data for over 330 products in 52 countries for the last five years. Categories covered include meat, fish, dairy products, confectionary, beverages, tobacco, household cleaning products, cosmetics, home furnishings, domestic electrical appliances, and leisure goods. For a breakdown of the categories, see the Euromonitor list. Access restricted by IP address to Yale domain.
World Debt Tables
This time series data offers information on external debt for 129 countries that reported to the World Bank through the Bank's Debtor Reporting System (DRS). Reporting countries are grouped into six geographic regions: (1) Africa, south of the Sahara, (2) East Asia and the Pacific, (3) Latin America and the Caribbean, (4) North Africa and the Middle East, (5) South Asia, and (6) Europe and Central Asia. Data are provided on public and publicly-guaranteed long-term debt as well as on private nonguaranteed debt, short-term debt, International Monetary Fund (IMF) credit, and major economic aggregates. For public and private long-term debt and for short-term debt, variables include debt outstanding, disbursements, principal repayments, and interest payments. In addition, detailed information on debt restructuring transactions is provided for public and publicly-guaranteed long-term debt. Variables include principal rescheduled, interest rescheduled, disbursements from rescheduling, and debt stock reductions. Data on IMF credit include use of credit, purchases, repurchases, and charges. Major economic aggregates include Gross National Product, export of goods and services, import of goods and services, international reserves, and current account balance. Available at all StatLab locations.
World Development Indicators
Provides over 500 time series of economic and socio-economic data from more than 230 countries, incorporating data from the World Bank publications World Tables, Social Indicators of Development, World Population Projections, the World Development Report, and the World Bank Atlas. Includes the majority of the information found in the print version of WDI (SSL HC59.15 W656), with some additional indicators and more extensive time series. Text providing commentary, definitions and source notes is also included. Available at the Social Science Library.
World Marketing Data and Statistics
This Euromonitor database provides data for the period 1977 to 2000 in 209 countries. Included are demographic trends and forecasts for the next 15 years, economic trends, banking and finance, import/export, labour force indicators, industrial production, environmental data, consumer expenditure patterns, retail sales, advertising and media patterns, consumer prices, household patterns, literacy rates, agricultural production, communications, automotive and transport figures, travel and tourism, income and earnings potential. Access restricted by IP address to Yale domain.
Statistical Universe (U.S. Government)
Provides access to U.S. Federal Government, international intergovernmental, state government and privately publications which contain statistics(comparable to the American Statistics Index, 1974-present, the Index to International Statistics, 1983-present, and Statistical Reference Index (1981-present)). Access restricted by IP address to Yale domain.
STAT-USA (U.S. Commerce Department)
STAT-USA, a service of the U.S. Department of Commerce, is designed to deliver vital ecoomic, business, and international trade information produced by the U.S. Federal government. It includes the State of the Nation, which provides current and historical economic and financial releases and economic data, and GLOBUS and the National Trade Data Bank, which provides current and historical trade-related releases, international market research, trade opportunities, and country analysis. Free and available to the public.
MMII Michigan Macro-Economic Forecast Data
Historical time series of forecasts and realizations of macro-economic variables. For more information, please contact William Goetzmann.
Annual National Accounts
This dataset contains the information from the printed OECD Annual National Accounts. Data corresponding to Volume 1 (about 2,200 series) contain for each OECD Member country, for Yugoslavia and groups of countries, the main aggregates of national accounts in national currency and the comparative tables (dollars, volume indices, price indices, population and exchange rates). Data corresponding to Volume II (about 20,000 series) contain for each OECD country and for Yugoslavia detailed national accounts statistics, in national currency. The files include all available historical data. Available at all StatLab locations.
Balance of Payment Statistics
These time series data provide information on the balance of payments among countries and geographical areas of the world. Detailed tabulations included in this collection describe (1) transactions in goods, services, and income between an economy and the rest of the world, (2) changes of ownership and other changes in that country's monetary gold, special drawing rights (SDRs), and claims and liabilities to the rest of the world, and (3)unrequited transfers and counterpart entries that are needed to balance, in the accounting sense, any entries for previous transactions and changes which are not mutually offsetting. Aggregated and detailed presentations show data for items such as investments, short- and long-term capital, reserves, and changes in reserves. Available at all StatLab locations.
Balance of Payment Statistics Database & Browser
The BOPS is a statistical product of the International Monetary Fund and corresponds to the printed Balance of Payments Statistics Yearbook (BOPSY) which is located in SSL Reference Section (HF1014+I5). BOPS offers annual & quarterly aggregate and detailed time series balance of payments and international investment position data for countries; world and regional tables of balance of payments components and aggregates; and descriptions of methodologies, compilation practices and data sources used by individual countries.This product incorporates a Windows-based browser facility, as well as the flat file of the [Balance of Payments Statistics] database in scientific notation...It includes three complementary views for browsing the database: (1) a table view corresponding to the tabes contained within the Balance of Payments Statistics Yearbook (BOPSY) publication; (2) an economic concept view that provides access to similar concepts across countries, to the extent that they exist; and (3) a view based on
the structure of the time series code. Available at the Social Science Library.
Direction of Trade
This time series dataset supplies detailed information on imports and exports for various countries and geographical areas of the world. Countries are grouped into three main categories: (1) Industrial Countries, (2) Developing Countries, and (3) USSR, Eastern Europe, etc. Along with data from reporting countries, estimates are provided by partner countries for nonreporting countries or for those that are slow to report. Type of commodity manufactured product is specified as well as the source of imports and destination of exports by country. Available at all StatLab locations.
DRI
This data (formerly called CITIBASE) include national income and product accounts and other aggregate time series for the United States since World War II. The data are drawn from U.S. Government publications as well as private sources. All data are on a national level and most time series go back to 1947. All revisions of data, concepts, and coverage made by source agencies are incorporated into the data bank. Each individual data series in the set is consistent and continuous and contains no breaks. Available in the Social Science Library and at all StatLab locations.
EIU Country Data
EIU Country Data contains a concise snapshot of the political and economic prospects of 181 countries, along with monthly, quarterly and annual series from 117 countries. Data range from exchange rates to inflation and interest rates to trade flows. Access restricted by IP address to Yale domain.
Global Development Finance
Presents data on selected regional income and indebtedness for 150 countries and regions, including total debt stocks and flows, major economic aggregates, total external debt, and long-term debt expressed in ratios. Other features include total debt outstanding, undisbursed debt, interest payments, commitments, disbursements, net flows, principal repayments, and currency composition of long-term debt. Data can be downloaded directly into Excel, SAS and other statistical software packages. Available at the Social Science Library.
International Finance Database
This data set contains a variety of financial information such as loan rates, bond yields, exchange rates, forward exchange rates, gold prices, and spot exchange rates. There are daily, weekly, monthly and average series, most of which cover the period 1970 through part of 1990. A few series begin earlier than 1970. Available at all StatLab locations.
National Income and Product Accounts
The National Income and Product Accounts data series show the value of the nation's output, and the incomes produced by its production. Available at the Social Science Library.
Survey of Consumer Finances
The Survey of Consumer Finances (SCF) is a triennial survey of the balance sheet, pension, income, and other demographic characteristics of U.S. families. The survey also gathers information on the use of financial institutions. The links to the surveys provide summary results of the surveys, codebooks and related documentation, and the publicly available data. Also included here are the data and related information from the 1962 Survey of Financial Characteristics of Consumers and the 1963 Survey of Changes in Family Finances. These surveys are the most direct precursors of the SCF. Similar information on the 1983 and 1989 Surveys of Pension Providers is provided as well. Online analysis is not available, but the data may be downloaded. StatLab locations.
United States Historical Data on Bank Market Structure, 1896-1955
This collection consists of annual statewide aggregates for a variety of bank market structure variables in the United States. The data span 60 years from 1896 to 1955 and include information for all 50 states. These time-series data, collected in 1992-1994, pertain to historical bank market structure, soundness, and performance. Balance sheet data are presented for national and non-national banks, while income statement data are available only for national banks. Other variables include state population, state branching law, total loans, total deposits, number of national banks, and bank debits. Available at the Social Science Library.
The Conference Board
The Conference Board's economic indicator package includes: Consumer Confidence, Business Cycle Indicators, Help-Wanted Advertising, and Business Executives Expectations. Available remotely via WRDS.
Country Political Indicators
Time series indics for corruption, democratic, civil and political, press freedom and corporate transparency from different sources. For more information, please contact William Goetzmann.
Opacity
PricewaterhouseCoopers has launched the first global index that measures the impact of business, economic, legal and ethical opacity on the cost of capital in 35 countries around the world. Using this tool, policy makers and investors can identify the specific incremental borrowing costs imposed by opacity in the areas of: Legal protections for business; Macro-economic policies; Corporate reporting
Corruption; Government regulations. For more information, please contact William Goetzmann.
Freedom House Indicators
Time-series indicators by Freedom House of political and social freedoms by country. Since 1972, Freedom House has published an annual assessment of state state of freedom by assigning each country and territory the status of "Free," "Partly Free," or "Not Free" by averaging their political rights and civil liberties ratings. For more information, please contact William Goetzmann.
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