Access to Economic and Financial Data
at Boston College

A far from exhaustive list of sources of machine-readable data

C.F. Baum, Department of Economics

Note: most of these data sources are only available within the Boston College network, or require authentication as a BC user.

Macro | Firm Data | Bonds, Interest Rates | International | Instructional

Macroeconomic Data

• U.S. Macro Data: DRI-WEFA Basic Economics via browser

• Int'l Macro Data: IMF International Financial Statistics via browser

• Contextual Data Archive: U.S. Census data for states, cities, MSAs, counties via Stata

• Survey of Consumer Finances for 2004, 2001, 1998, 1995, 1992, 1989, 1986, 1983 via Stata

• 1983-89 Panel Survey of Consumer Finances via Stata

• Survey of Small Business Finances for 2003, 1998, 1993, 1987 via Stata

Firm and Stock Market Data

• Stock Indices (A/Q/M/D): CRSP via browser

• COMPUSTAT Industrial Annual, Industrial Quarterly datasets via Stata

• COMPUSTAT Bank Annual, Bank Quarterly datasets via Stata

• COMPUSTAT Executive Compensation dataset via Stata

• Bronwyn Hall's 'PStar' firm-level panel data, 1960-1991

• Bronwyn Hall's 'RVALUNI3' firm-level panel data, 1959-1991

• Daily Stock Prices, Returns: CRSP via WRDS

• Securities and Exchange Commission EDGAR data

Bond Market / Interest Rate Data

• US daily interest rates (Fed H.15 release) via Stata

• US Treasury and Inflation Indices (A/Q/M): CRSP via Netscape

• Monthly and Daily Government Bond Prices: CRSP US Government Bond Files

• Monthly and Daily Fixed Term Indices: CRSP Government Bond Indices via browser

• Monthly Riskfree Rates, 1925-2000 via browser

• Monthly Fama-Bliss Discount Bond prices and yields via browser

• McCulloch-Kwon term structure data

International Data

• Daily exchange rates vs USD: Fed H.10 release via Stata

• OECD International Sectoral Database (annual data, 1960-1995)

• World Bank Trade and Production Database via Stata

• World Bank Global Development Finance (2006 Edition) via browser or Stata

• World Bank World Development Indicators (2006 Edition) via browser or Stata

• Penn World Tables 6.3 via Stata

• UN World Telecommunication Indicators (2002 Edition) via Stata

• IMF International Financial Statistics via browser

• World Bank Cross-Country Database for Sectoral Investment, 1948-1992 via Stata

• World Bank Survey Research on Economic Development via Stata

• IMF Direction of Trade Statistics via browser: now 1948-present

• UNCTAD Trade Analysis and Information System (TRAINS), 1988-2001 (BC users only)

• United Nations Women's Indicators and Statistics database

• Bank of Italy Household Survey Data via Stata - now including 1998 Wave

• OECD Economic Outlook annual data, 1960-1999

• OECD Business Sector Database quarterly data, 1960-1997

• Polity III dataset on political openness

• NBER World Trade Flows Database, 1980-1997 update (BC users only)

• Non-Tariff Barriers by OECD Country Database (BC users only)

• Factor Endowments Databases for OECD | Many Countries

• Compatible Trade and Production Data (COMTAP) for 3-digit ISIC | 4-digit ISIC

• Input-Output Tables for the US and UK

• Data on Tariff and Non-Tariff Barriers

Instructional Datasets in Stata web-accessible format

• Datasets and do-files from Baum, An Introduction to Modern Econometrics Using Stata

• Datasets from Stock and Watson, Introduction to Econometrics (13 datasets)

• Datasets from Hayashi, Econometrics (8 datasets)

• Datasets from Wooldridge, Econometrics, and Econometric Analysis of Cross Section and Panel Data (89 datasets)

• Datasets from Greene, Econometric Analysis (30 datasets)

• Datasets from Mills, Econometric Analysis of Financial Time Series (9 datasets)

• Datasets from Ruud, An Introduction to Classical Econometric Theory (5 datasets)

ICPSR Links to Datasets related to published articles

Updated: 2011/01/30
Maintained: Department of Economics
URL: http://fmwww.bc.edu/ec-p/data/ecfindata.php
© 2012 The Trustees of Boston College.