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Datasets: Time Series  

Last Updated: May 11, 2012 URL: http://guides.library.cmu.edu/datasets Print Guide RSS UpdatesShareThis

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Databases to use

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.
  • ProQuest 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."
  • Mergent Online Economics
    over 1000 economics datasets covering retail, housing, trade, commodities, banking, energy, industry and other indicators
  • World dataBank
    (from the World Bank) - annual country data from 1960. 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 in the ProQuest database  
      
    Look down the list for the most recent (not in order.) Download the spreadsheet: 368 variables, covering 1980 to the present.
  • 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.
 

Something new to try

Data collections

A computational knowledge engine

Wolfram|Alpha generates output by doing computations from its own internal knowledge base, which includes significant financial data.  Its goal is to make it possible to compute whatever can be computed about anything.

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