CMU LibGuides: Business: 45-912: Business Forecasting with Time Series: Start

This Guide

will help you find quarterly/monthly historical data for 45-912: Business Forecasting

Kenneth French data library
(of Fama/French fame) the data made available here gives historical returns for various industry, country, and index portfolios
OANDA Foreign Exchange Rates
daily rates for 164 currencies (and gold, silver and platinum) from1990 to the present.
UnctadStat Commodities Prices
Select "Commodity price long term trends" for international prices for 91 commodities, monthly 1960 - 2012, from the United Nations Conference on Trade & Development
U.S. Historical Climatology Network
daily and monthly climate observations
Yahoo Finance
daily, weekly, monthly historical prices for stocks, funds, indexes

International Financial Statistics
Includes this and all other databases from the International Monetary fund. Time series data used in economic analysis.
OECD Data
Multiple international datasets from the OECD, covering all topics: agriculture, health, economics, patents, R&D, migration, telecommunication, etc., plus all energy industry data from the IEA.
WRDS (Wharton Research Data Services)
(will ask for your email address first) 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.
Sage Data
Interdisciplinary datasets with mapping, graphing, and report-generating capability. Includes tons of datasets for business, industry, labor, energy, population, income, health, politics, and more.

FRED - Economic Data from the Federal Reserve
816,000 economic data time series from 107 national, international, public, and private sources, along with tools for interaction, display, and dissemination.
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.
Bureau of Labor Statistics
prices, employment, pay, productivity, etc.
Manufacturers' Shipments, Inventories and Orders (detailed product listing)
monthly data from 1958 on economic conditions in the domestic manufacturing sector.
Bank for International Settlements
international banking, derivatives, securities, exchange rates, debt, etc.
Commodity prices from the World Bank
monthly prices back to 1960 for over 70 commodities - see box in lower left
National Bureau for Economic Research
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 (St.Louis Fed)
worldwide economic indicators, linking to original sources.
Links to central banks for each country
which often have a statistical section for economic and financial data
Links to statistical agencies for each country/region
their versions of our Census Bureau