For the Netherlands online electronic availability of long-run time series is rather limited. For some reason the official statistical agencies have decided to only publish short series of the most recent data, usually corresponding to the current definitions and statistical methodology. Even basic changes, such as a change in the base year for an index, frequently results in unavailability of historical data in the databases. Apparently, and unfortunately, there is little official interest in facilitating economic research on the Dutch economy. This would be greatly facilitated by a common, best-estimate dataset of long-run time series. Due to the lack of consensus datasets empirical researchers have to collect their own data and construct their own time series, again and again, and with a high risk of data errors. Historical data is available through the historical printed publications filed in various libraries. But again, so far, little progress has been made to make these publications available in online format.
Current official datasets for the Netherlands available at:
Centraal Bureau voor de Statistiek (CBS, Statline database)
De Nederlandsche Bank (DNB, Statistics website)
Centraal Planbureau (CPB, Data section).
Over time I have collected a lot of data and created several datasets for a range of Dutch financial - monetary research projects. I decided to make elements of these datasets available through this webpage.
DOWNLOADABLE DATA FILES
Time series
Interest rates: money market
Monthly average, end of month, Original sources DNB, Period 1947-2003
Interest rates: capital market
1. Government bond yields: various benchmark yields, averages of selected bonds
Monthly averages, end of month, Original sources DNB, CBS, Period 1947-2003
2. Government bond yield curve: averages of bond yields within maturity buckets
Monthly averages, end of month, Original sources CBS, Period 1984-2003
Note: collection of historical end of month data is still in progress
DNB Quarterly National Accounts:
seasonally adjusted, current prices and 1980 constant prices, Period 1957-1984
Note: Historical data constructed by DNB for monetary-economic policy analysis. See DNB (1986).
Note: System of National Accounts has changed.
CBS Quarterly National Accounts:
seasonally adjusted, current prices and 1995 constant prices, Period 1977-2000
Note: Current CBS QNA data are from 1987Q1.
Some references to other sources
CBS (2001), Tweehonderd jaar statistiek in tijdreeksen 1800-1999. http://www.cbs.nl/NR/rdonlyres/7934A2DE-B87C-4CDF-8BC7-D34F02225620/0/200jaarstattijdreeksen.pdf
DNB (1986), Kwartaalconfrontatie van middelen en bestedingen 1957-1984.
DNB (1987), Financiele instellingen in Nederland 1900-1985: balansreeksen en naamlijst van handelsbanken.
DNB (1985), Monetaire en financiele jaar- en kwartaalreeksen, 1957-1983
Boeschoten (1992), Hoofdlijnen van de economische geschiedenis van Nederland 1900-1990. NIBE-Katern nr.22
DNB (2003), Statistisch Bulletin Themanummer oktober 2003. DNB monetair-financiële statistieken 1982-2002.
Netherlands Historical Data Archive, Data Archiving and Networked Services (DNS), http://easy.dans.knaw.nl/dms
National Accounts of the Netherlands, 1800-1913, Dutch Science Foundation research project http://nationalaccounts.niwi.knaw.nl/start.htm
Nederlandsch Economisch-Historisch Archief http://www.neha.nl/index.php