This guide is no longer being updated. For the new one, please go to http://guides.library.cmu.edu/datasets
Time Series Datasets
Library Resource Guide for Finding Data Series
Databases:
If you’re off campus, login here first to use the databases.
- International Financial Statistics (from the IMF) - thousands of data points on international finance, including balance of payments, liquidity, money and banking, exchange rates, interest rates, prices, production, transactions, national accounts, and population. Important hint: when starting in this database, and also whenever you think it needs a reset, click first on "Options" and then "Restore to system default settings." You will also want to set your "Retrieval Period" - both the years and the intervals (yearly, quarterly or monthly) which is located under the "Log off" link in the upper left. Then, click on "Browse" to select your initial criteria. When you do, you will see all available variables - check off all the codes you want, click on the plus sign (after the word "Series") and then on "Retrieve." You can create a spreadsheet of whatever you have selected.
- LexisNexis Statistical Datasets - thousands of datasets in a wide range of categories; for countries other than the U.S., open the "International" category. When you select a specific variable, you'll see frequency (yearly, monthly, weekly or daily) and time span at the top. Tools for mapping, graphing, analysis and exporting are available. For the source of each data element, click on "Citations."
- World Development Indicators (from the World Bank) - you will first choose your country, then your “series” (choose from 869 variables; expand the categories to see them all) , and then your time frame; ultimately you'll get a spreadsheet that you can download; mapping is also an option.
- EIU (Economist Intelligence Unit) reports can be found in the ProQuest database - for individual countries, the specific EIU report with annual time series data is called "CountryData." How to find it: in the search box at the top, enter the country name, and in the box where it says "Publication title" enter: eiu. Click Search, and then scroll through the reports until you see the one called "CountryData" - where there is an an option to download a spreadsheet. There are 368 variables, covering 1980 to the present. Other reports may also be of interest.
- WRDS - a uniform web interface to current and historical datasets in finance, economics and banking, from multiple sources. Some of those are: Standard & Poor’s Compustat, the Center for Research in Security Prices (CRSP,) Mergent, Dow Jones, the Federal Reserve, and the Chicago Board of Options Exchange.
Some other sources:
- FRED - Federal Reserve Economic Data - 20,318 U.S. economic time series from 25 sources. Click on "Updates" to search by frequency and starting date.
- Bureau of Labor Statistics - prices, employment, pay, productivity, etc.
- Bureau of Economic Analysis - US production, consumption, investment, exports/imports, income and saving, industry input-output accounts, foreign direct investment and balance of payments, etc.
- LABORSTA - from the International Labour Office, labor data for 200 countries, from 1969 to the present.
- OECD - both historical data from 1950 and projections to 2030 for 30 primarily developed countries.
- Penn World Tables (Univ. of Penn.) - national accounts denominated in a common set of prices in a common currency so that real quantity comparisons can be made, both between countries and over time. It also provides information about relative prices within and between countries, demographic data and capital stock estimates. The latest release covers 189 countries, 1950-2007, with 2005 as base year. Also available in database form on WRDS.
- Manufacturers' Shipments, Inventories and Orders - monthly data from 1958 on economic conditions in the domestic manufacturing sector - detailed product listing.
- Bank for International Settlements (BIS) - international banking, derivatives, securities, exchange rates, debt, etc.
- Yahoo Finance - daily, weekly, monthly historical prices for stocks, funds, indexes
- National Bureau for Economic Research (NBER) - many historical datasets of all kinds used by the NBER, such as "the 1947-2005 quarterly job flow series for US Manufacturing."
- International Economic Statistics Database (St. Louis Fed) - worldwide economic indicators, linking to original sources.
- OANDA Foreign Exchange Rates - daily rates for 164 currencies (and gold, silver and platinum) from1990 to the present.
- US Historical Climatology Network - daily and monthly climate observations.
- Links to central banks for each country - which often have a statistical section for economic and financial data.
- Links to the statistical agencies for each country - their versions of our Census Bureau.
- Econstats - aggregator of international official datasets
Questions?
Contact the librarians: