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.
New! Check out the extensive dataset listings in Quest's
Statistical Data Catalog
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
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|
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|
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|
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|
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|
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Economics
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BC Sites
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Updated: 2011/01/30
Maintained: Department of Economics
URL: http://fmwww.bc.edu/ec-p/data/ecfindata.php
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