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Data Resources for Econometrics (ECON 320)

International Data Sources

Bank for International Settlements (BIS)
https://www.bis.org/statistics/index.htm
The Bank for International Settlements collects and distributes data on topics such as cross-border lending, exchange rates, and debt positions. The BIS also has a collection of data on property prices in 54 countries.

Economic Policy Uncertainty Index
https://www.policyuncertainty.com/index.html
The Economic Policy Uncertainty Index project attempts to quantity economic uncertainty created by macroeconomic policy by coding media coverage, tax codes, and economic forecasts. The data are available in monthly increments.

International Monetary Fund (IMF) Macroeconomic and Financial Data
http://data.imf.org/
The IMF's data library covers topics such as investment flows, monetary aggregates, economic output, commodity prices, exchange rates, public finances, financial institutions and markets, and both public and private debt. The available databases include the Balance of Payments Statistics, the Direction of Trade Statistics, the Government Finance Statistics, and the International Financial Statistics. The Fund also has a data portal at https://www.imf.org/en/Data for access to other IMF data collections and sites.

NASDAQ Data/Quandl
https://data.nasdaq.com/
NASDAQ Data (formerly known as Quandl) is a data-aggregation site that provides access to roughly 7,000,000 indicators taken from multiple open, publicly-available sources such as government agencies (domestic and foreign) and international organizations. Note that Quandl classifies individual indicators as individual datasets. There are also tools to read datasets into various applications such as Excel and R and Stata.

OECD iLibrary (Organization for Economic Cooperation and Development)
http://www.oecd-ilibrary.org/
The OECD iLibrary is an online interface that provides full-text access to OECD studies, periodicals, and the OECD.Stat collection of statistical databases. The topical range of the iLibrary is considerable and covers areas such as agricultural policies, environmental indicators, social expenditures, labour markets, national accounts, foreign trade and FDI, and various industry-level data. While its focus is on wealthier developed countries, the iLibrary also includes OECD reports and publications on selected non-member countries such as the BRIC countries of Brazil, Russia, India, and China. OECD iLibrary is also accessible via Databases at Emory. For direct access to OECD statistical databases and sites, you can also go to OECD.Stat and OECD Data.

Penn World Tables
https://www.rug.nl/ggdc/productivity/pwt/
The Penn World Tables is a source for internationally-comparable macroeconomic data on economic output for the period 1950-2019. Older versions, some of which include variables not yet available in the newest release, can be found at https://datacentre.chass.utoronto.ca/pwt/.

Political Risk Services (PRS) Group Data
https://guides.libraries.emory.edu/main/Data_Services/Risk_Data
The Data Center's holdings include data resources from the PRS Group and other sources that measure "risk" in the form of political (in)stability and institutional quality (e.g. levels of corruption). The data are available in monthly increments for 1984 through 2021.

United Nations Commodity Statistics Trade Database (Comtrade)
https://comtrade.un.org/
The UN's Comtrade database is a good source for commodity-specific bilateral trade data. Users can create their own extracts of data for both value and quantity of trade using different industrial classification codes and download those extracts for later use. This resource is also available via Databases at Emory.

World Development Indicators (World Bank)
https://datacatalog.worldbank.org/search/dataset/0037712
The World Development Indicators provide convenient access to hundreds indicators on over 200 countries and territories. Data are available annually from 1960 forward, with variation across countries and indicators. The database is part of the Bank's Data Catalog of statistical databases and other data collections. There are also multiple tools available for importing WDI data directly into programs such as R and Stata.

World Economics and Politics (WEP) Dataverse
https://ncgg.princeton.edu/wep/dataverse.html
The WEP Dataverse is a joint undertaking by scholars at the University of Southern California and at Princeton. The Dataverse "provides researchers the ability to download custom datasets with information about the political and economic characteristics of countries," such as data on trade flows and policies, financial openness, central bank indepedence, regime types and political institutions, and basic socio-economic indicators. Most of the data are by country-year, but some of the data are bilateral and between countries (e.g. alliances, trade agreements, and similarity of votes in the UN General Assembly). Documentation for the data is available at https://ncgg.princeton.edu/wep/download.html. See also the International Political Economy Data Resource, which is a precursor to the WEP Dataverse.