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Exchange rates
Housing
Interest rates
Output and activity
Prices and inflation
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Exchange rates
Database: Exchange rate arrangements
Description: Exchange rate regime classification used in Carmen M. Reinhart and Kenneth S. Rogoff (2004) "The Modern History of Exchange Rate Arrangements: A Reinterpretation" Quarterly Journal of Economics 119(1):1-48 (Working paper version, from 2002.) Carmen Reinhart has posted both their "coarse" and the "fine" classifications, as well as the IMF classification, and monthly official and black market exchange rates.
Original source and data host: Carmen Reinhart.
Period: 1946 - 2007 (monthly or annual).
Continuously Updated?: No.
Link to data: [xls] Annual (coarse), annual (fine), monthly (coarse), monthly (fine).
Database: Wharton/NUS/Tsinghua Chinese Residential Land Price Indexes
Description: Series on real constant quality land prices across 35 major markets in China, as well as a national composite. Methodology paper.
Original source and data host: Joseph Gyourko.
Period: 2004 - current (quarterly)
Continuously Updated?: Yes
Link to data: [zip].
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Database: Dallas Fed international housing price database
Description: House price index for a group of developed countries, in nominal and real terms, and seasonally adjusted. The indexes are designed to be consistent with with the quarterly U.S. house price index for existing single-family houses produced by the Federal Housing Finance Agency.
Original source and data host: Federal Reserve Bank of Dallas
Period: 1975 - current (quarterly)
Continuously Updated?: Yes
Link to data: website.
Database: Historical U.S. Treasury yield curve, daily
Description: Treasury yield curve estimates of the Federal Reserve Board at a daily frequency from 1961 to the present. The authors use a smoothing method that is shown to fit the data very well. The resulting estimates can be used to compute yields or forward rates for any horizon. The methodology paper was written in 2006.
Original source and data host: R. S. Gurkaynak, B. Sack, and J. H. Wright, hosted here.
Period: 1961 - present (daily).
Continuously Updated?: Yes.
Link to data: [xls]
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Database: Wu-Xia shadow policy rates
Description: Estimates from the Wu-Xia model of the shadow monetary policy rate: Jing Cynthia Wu and Fan Dora Xia (2014) "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound," University of Chicago mimeo.
Original source and data host: Wu and Xia, hosted at the Federal Reserve Bank of Atlanta.
Period: 2009 - present (monthly)
Continuously Updated?: Yes
Link to data: [xlsx]
Output and activity
Database: Macroeconomic "crises" since 1870
Description: Barro and Ursúa compile international time series from before 1870 on real per capita consumption expenditure and GDP. They date "crises" for consumption and output (defined as cumulative declines of at least 10 percent). The dataset and the crises are described in this Robert Barro and José Ursúa (2008), "Macroeconomic Crises since 1870," Brookings Papers of Economic Activity, Spring 2008.
Original source and data host: Robert Barro. Data hosted at his website.
Period: 1870 - 2006 (annual)
Continuously Updated?: No
Link to data: [xls]
Prices and inflation
Database: Grilli and Yang commodity prices
Description: 24 primary commodity prices, deflated by an index of manufactured goods' unit values. The original data set was assembled in 1988 and is described in Grilli, Enzo, and Maw Cheng Yang. (1988), “Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows.” The World Bank Economic Review 2 (1): 1–47. In 2007 the World Bank published a note on how to update the dataset, and subsequently the data were updated through 2011.
Original source and data host: Stephan Pfaffenzeller, and data hosted at his website.
Period: 1900 - 2011 (annual)
Continuously Updated?: Yes
Link to data: [csv]
