Data Sources for Research
OPENICPSR articles replication packages https://www.openicpsr.org/openicpsr/
Zenodo: Open repository for EU-funded research https://zenodo.org/communities/eu/
ICPSR Data Excellence Research Impact of Michigan Uni https://www.icpsr.umich.edu/web/pages/ICPSR/index.html
Google data search website https://datasetsearch.research.google.com/
Google datasets https://research.google/resources/datasets/
Access to microdata from the ECB and national CB's https://www.ecb.europa.eu/stats/accessing-our-data/access-to-microdata/html/index.en.html
EU Barometer Surveys Themes https://europa.eu/eurobarometer/surveys/browse/theme
The official portal for European data https://data.europa.eu/en
UK Data Service https://ukdataservice.ac.uk/
ESG Ratings & Climate Search Tool https://www.msci.com/our-solutions/esg-investing/esg-ratings-climate-search-tool
Consumer Price Index (CPI) Databases https://www.bls.gov/cpi/data.htm
U.S Bureau of Labor Statistics Data https://www.bls.gov/data/
U.S Bureau of Economic Analysis Data https://www.bea.gov/data
U.S. Government's Open Data https://catalog.data.gov/dataset/
Federal Reserve Economic Data https://fred.stlouisfed.org/
Database of Global Economic Indicators https://www.dallasfed.org/research/international/dgei
International Labour Organization Data https://ilostat.ilo.org/data/
World Bank Data https://data.worldbank.org/
OECD Data Explorer https://data-explorer.oecd.org/?lc=en
OECD Database on migration https://www.oecd.org/en/data/datasets/oecd-databases-on-migration.html
OECD Income and wealth distribution databases https://www.oecd.org/en/data/datasets/income-and-wealth-distribution-database.html
R & D Statistics https://www.oecd.org/en/data/datasets/research-and-development-statistics.html
Social Benefit Recipients (SOCR) Database https://web-archive.oecd.org/temp/2022-09-19/583978-social-benefit-recipients-database.htm
PISA Test Scores Data https://www.oecd.org/en/about/programmes/pisa.html#test
World Bank Enterprise Surveys https://www.enterprisesurveys.org/en/data
World Bank Development Indicators https://databank.worldbank.org/reports.aspx?source=world-development-indicators
IMF World Economic Outlook Data https://www.imf.org/en/Publications/WEO/weo-database/2024/April
IMF International Financial Statistics (IFS) https://data.imf.org/?sk=4c514d48-b6ba-49ed-8ab9-52b0c1a0179b&sid=1409151240976
Coordinated Portfolio Investment Survey https://data.imf.org/?sk=b981b4e3-4e58-467e-9b90-9de0c3367363
Financial Development Index Database https://data.imf.org/?sk=f8032e80-b36c-43b1-ac26-493c5b1cd33b
Historical Financial Statistics https://www.centerforfinancialstability.org/hfs.php
The Trilemma Indexes https://web.pdx.edu/~ito/trilemma_indexes.htm
The Chinn-Ito Index Financial Openness Index https://web.pdx.edu/~ito/Chinn-Ito_website.htm
Bruegel Data https://www.bruegel.org/datasets
China economic database https://www.bruegel.org/dataset/china-economic-database
Eurostat Data https://ec.europa.eu/eurostat/web/main/data/database
EPFR: Emerging Portfolio Fund Research Data https://epfr.com/
BIS Portal Data https://data.bis.org/
Exchange Rate Regime Classification Data https://www.ilzetzki.com/irr-data
Banking-Crisis Intervention Database https://som.yale.edu/centers/program-on-financial-stability/metrick-schmelzing-paper-and-database
The Billion Prices Project Data https://thebillionpricesproject.com/datasets/
Climate Data IMF https://climatedata.imf.org/
Working from Home Data https://wfhresearch.com/
Data on Central Bank Independence https://dromelli.github.io/cbidata/index.html
Political Pressure on Central Banks' data https://osf.io/d9sqe
Office for the National Statistics (ONS) UK Data https://www.ons.gov.uk/
Banco de Portugal Microdata Research Laboratory https://bplim.bportugal.pt/datasets
Bank of Spain Micro Datasets https://www.bde.es/wbe/en/para-ciudadano/servicios/belab/
US State Consumer Price Index https://sites.google.com/view/jadhazell/state-consumer-price-index
The Long Term Housing Yield https://sites.google.com/view/jadhazell/long-term-housing-yield
Shadow Rates Data https://sites.google.com/view/jingcynthiawu/shadow-rates
Yield Data https://sites.google.com/view/jingcynthiawu/yield-data
Bank of England Datasets https://www.bankofengland.co.uk/statistics/research-datasets
Oil and Economic Index Data https://sites.google.com/site/cjsbaumeister/datasets
Carbon Pricing and Oil Shocks https://www.diegokaenzig.com/data
Economic Policy Uncertainty Index https://www.policyuncertainty.com/
World Uncertainty Index https://worlduncertaintyindex.com/
Stock Market Jumps https://www.stockmarketjumps.com/
Fiscal Rules and Fiscal Councils Index https://www.imf.org/external/datamapper/datasets/FR_FC
World Inequality database https://wid.world/
The UK Longitudinal Business Database https://www.escoe.ac.uk/publications/the-uk-longitudinal-business-database/
Euro Area Communication Event-Study Database EA-CED https://sites.google.com/site/istrefiklodiana/ea-ced
UK Monetary Policy Event‑Study Database https://www.bankofengland.co.uk/working-paper/2023/measuring-monetary-policy-in-the-uk-ukmpd
Global Data Lab https://globaldatalab.org/
Natural Level of Capital Flows Data https://sites.google.com/view/francis-warnock/kfstar
Geopolitical Risk https://www.matteoiacoviello.com/gpr.htm
Vulnerability (Fragility) Data https://www.matteoiacoviello.com/research_files/FRAGILITY_DATA_FILE.csv
The Shortage Index https://www.matteoiacoviello.com/shortages.html
US IMmigration Shock Data https://www.immigrationshock.com/immigration-shocks
Firm-Level Risk Data https://www.firmlevelrisk.com/home
Natural Disaster Data https://ourworldindata.org/natural-disasters
Natural Disasters Database http://www.emdat.be/
Economic Inequality https://ourworldindata.org/economic-inequality
CO₂ and Greenhouse Gas Emissions https://ourworldindata.org/co2-and-greenhouse-gas-emissions
Data on Economic Transformation https://set.odi.org/data-portal/economic-structures-data/
Demographic and Health Surveys https://www.dhsprogram.com/data/available-datasets.cfm
Groningen Growth and Development Centre Data https://www.rug.nl/ggdc/
Competitiveness Research Network Data https://www.comp-net.org/
Moody's Analytics BankFocus https://login.bvdinfo.com/R0/BankFocus
The WIIW KLEMS data repository https://euklems.eu/ or https://euklems-intanprod-llee.luiss.it/
WTO Trade and Tariffs Data https://stats.wto.org/
UNCTAD Data https://unctadstat.unctad.org/datacentre/
UN Data https://data.un.org/
Index Mundi Data https://www.indexmundi.com/map/
Happy Planet Index https://happyplanetindex.org/countries/
OECD Better Life Index https://www.oecdbetterlifeindex.org/responses/
OECD Regional Wellbeing Index https://www.oecdregionalwellbeing.org/UKG.html
Human Development Index (HDI) https://hdr.undp.org/data-center/human-development-index#/indicies/HDI
Human Capital Database https://humancapital.worldbank.org/en/home
Global Freedom Index https://freedomhouse.org/explore-the-map?type=fiw&year=2024
Doing Business Report https://archive.doingbusiness.org/en/doingbusiness
Index of Type of Legal System https://www.juriglobe.ca/eng/index.php
Index of Economic Freedom https://www.heritage.org/index/
MSCI Market Classification Index https://www.msci.com/our-solutions/indexes/market-classification
Mark Up data https://econweb.ucsd.edu/~vramey/research/nekarda_ramey_markups.dta
Data on UK tradable & nontradable sectors https://econweb.umd.edu/~drechsel/files/BrexitPaperData.xlsx
Data on President-Fed Interactions https://econweb.umd.edu/~drechsel/files/Data_Presidents_Fed.xlsx
Covid 19 Google Mobility Data https://www.google.com/covid19/mobility/
Innovation Shocks Data Series https://warwick.ac.uk/fac/soc/economics/staff/mvukotic/cgv_innovation_shocks.xlsx
US Federal Procurement Data https://www.coxlydia.com/contracts_data.html
Data on Sectoral Frequency of Price Changes https://ars.els-cdn.com/content/image/1-s2.0-S0304393219301849-mmc2.zip
Dataset on the Global Network of Liquidity Lines https://r2rsquaredlse.github.io/web-lines/
WEEKLY STATE-LEVEL ECONOMIC CONDITIONS https://sites.google.com/view/weeklystateindexes/dashboard
Dataset on Measures of Disagreement over Expected Inflation https://r2rsquaredlse.github.io/web-disagreement/
Dataset with Probabilities of Inflation Disasters from Options Prices https://r2rsquaredlse.github.io/web-inflationdisasters/
Covered Interest Rate Parity Deviations Between Government Bonds https://sites.google.com/view/jschreger/CIP
Covid Sensitive Core PCE Inflation
Supply and Demand-Driven Contributions to PCE Inflation
Cyclical and Acyclical Core PCE Inflation
Daily News Sentiment Index
Fed sentiments, monetary policy shocks, Greenbook forecast errors, FOMC composition
https://econweb.umd.edu/~drechsel/files/Aruoba_Drechsel_Data.xlsx
AMECO database on EU countries
Real Effective Exchange Rates
NBER International Finance and Macroeconomics Catalogue of Data Sources
https://www.nber.org/research/data/international-finance-and-macroeconomics-catalogue-data-sources
UK Firm-level labour productivity ONS
Financial Stress and Economic Activity: Worldwide Index
Replication Files for DSGE models or VARs* or Local Projections (check data too)
Macroeconomic Model Database/Replication https://www.macromodelbase.com/download
Replication files for DSGE models https://github.com/johannespfeifer/dsge_mod
Gauthier Vermandel DSGE Dynare Model Matlab Codes https://vermandel.fr/dsge-dynare-model-matlab-codes/
Eric Sims Dynare and Matlab codes for DSGE https://sites.nd.edu/esims/matlab-and-dynare-codes/
Ambrogio Cesa-Bianchi’s collection on VAR's and DSGE https://sites.google.com/site/ambropo/replications
Giovanni Ricco's VAR Code's https://www.giovanni-ricco.com/copy-of-publications
Valerie Ramey's Shock data/replications on Stata https://econweb.ucsd.edu/~vramey/research.html
Gary Koop's Bayesian VAR codes https://sites.google.com/site/garykoop/home/computer-code-2
Dimitris Korobolis codes on BVAR https://sites.google.com/site/dimitriskorobilis/matlab/code-for-vars
*Check codes and Toolboxes in the section below on "Reading/Materials on VARs and Local Projections " too.
Reading/Materials on VARs and Local Projections :
Structural Vector Autoregressive Analysis book by Kilian and Lutkepohl https://sites.google.com/site/lkilian2019/textbook/preliminary-chapters
Bear Toolbox for Estimating Panel VARs https://www.ecb.europa.eu/press/research-publications/working-papers/html/bear-toolbox.en.html
Cross-country panel VAR codes https://www.matteoiacoviello.com/research_files/Country_MATLAB.zip
Ambrogio Cesa-Bianchi's VAR Toolbox https://sites.google.com/site/ambropo/MatlabCodes
Fabio Canova Empirical Macro Toolbox for VARs https://sites.google.com/view/fabio-canova-homepage/home/empirical-macro-toolbox also in https://naffe15.github.io/EMT/ with Youtube video explanation
IMF Online EDX Mcroeconometric Forecasting Course https://www.edx.org/learn/macroeconometric-forecasting
Dario Caldara Lectures on VARs/Local projections https://sites.google.com/view/dariocaldara/teaching
Techniques of Empirical Macroeconomics—by Òscar Jordà and Karel Mertens https://www.aeaweb.org/conference/cont-ed/2023-webcasts
Òscar Jordà - local projections https://sites.google.com/site/oscarjorda/home/local-projections?authuser=0
lpirf — Local-projection IRFs in STATA https://www.stata.com/manuals/tslpirf.pdf
LOCPROJ: STATA module to estimate Local Projections by Ruiz 2023 https://ideas.repec.org/c/boc/bocode/s459204.html
Econometrics, Machine Learning, Python and R
Giuseppe Cavaliere links/sources and materials on Econometrics, Machine Learning, Python and R https://giuseppecavaliere.wixsite.com/giuseppe/econometrics-lecture-notes-and-books
Jeffrey Wooldridge's DiD resources https://www.dropbox.com/scl/fo/xvuiqj1g910tom6tlyy5g/ADxMDZPO7WCmN22HLjnLJL8?rlkey=liydy17cs6y1s24hzr2ride3v&e=1&dl=0
Pesaran panel data model with individual-specific effects and heterogeneous AR coefficients https://github.com/LiyingYang2023/HetroPanelAR
Jonathan Roth's DiD Resources https://www.jonathandroth.com/did-resources/
Journal Rankings
ABS Journal Ranking 2021 https://journalranking.org/ - 4 (really good) to 1 (decent). Explore Field Journals for Research Ideas.
or
IDEAS/RePEc Aggregate Rankings for Journals https://ideas.repec.org/top/top.journals.all.html - Rule of Thumb Focus on the first 200-300 ones.
Economics/Macroeconomic Lectures/Materials Suggestions
Macroeconomics
Intermediate Macroeconomics by Sims et al 2021. https://juliogarin.com/files/textbook/GLS_Intermediate_Macro.pdf
Intermediate Macroeconomics on YouTube by Pedro Brinca https://www.youtube.com/playlist?list=PLMme2qfzTf7wL8PEEgVrC96VdPvX6-ZAl
Intermediate Macroeconomics lectures by Benjamin Moll. https://benjaminmoll.com/lectures/
International Macroeconomics by Schmitt-Grohe et al 2022. https://www.columbia.edu/~mu2166/UIM/index.html
Open Macroeconomics by Uribe and Schmitt-Grohe 2017. https://www.columbia.edu/~mu2166/book/
Lecture Notes on Macroeconomics by Karl Whelan 2023. https://www.karlwhelan.com/Macro2/Whelan-Lecture-Notes.pdf
PhD Macro Book for advanced students 2024. https://phdmacrobook.org/downloads/
Handbooks (best way to become an expert in a field overnight):
Handbook of International Economics https://www.sciencedirect.com/handbook/handbook-of-international-economics
Handbook of Macroeconomics https://www.sciencedirect.com/handbook/handbook-of-macroeconomics
Handbook of Public Economics https://www.sciencedirect.com/handbook/handbook-of-public-economics
Handbook of Social Economics https://www.sciencedirect.com/handbook/handbook-of-social-economics
Handbook of Development Economics https://www.sciencedirect.com/handbook/handbook-of-development-economics
Handbook of Economic Expectations https://www.sciencedirect.com/book/9780128229279/handbook-of-economic-expectations
Handbook of the Economics of Finance https://www.sciencedirect.com/handbook/handbook-of-the-economics-of-finance
Handbook of Regional and Urban Economics https://www.sciencedirect.com/handbook/handbook-of-regional-and-urban-economics
Handbook of Law and Economics https://www.sciencedirect.com/handbook/handbook-of-law-and-economics
Handbook of Economic Field Experiments https://www.sciencedirect.com/handbook/handbook-of-economic-field-experiments
Handbook of Economic Growth https://www.sciencedirect.com/handbook/handbook-of-economic-growth
Handbook of the Economics of Education https://www.sciencedirect.com/handbook/handbook-of-the-economics-of-education
Handbook of the Economics of Innovation https://www.sciencedirect.com/handbook/handbook-of-the-economics-of-innovation
Handbook of Labor Economics https://www.sciencedirect.com/handbook/handbook-of-labor-economics
Handbook of Economic Forecasting https://www.sciencedirect.com/handbook/handbook-of-economic-forecasting
Handbook of Industrial Organization https://www.sciencedirect.com/handbook/handbook-of-industrial-organization
Handbook of Income Distribution https://www.sciencedirect.com/handbook/handbook-of-income-distribution
Handbook of the Economics of the Family https://www.sciencedirect.com/handbook/handbook-of-the-economics-of-the-family
Handbook of Agricultural Economics https://www.sciencedirect.com/handbook/handbook-of-agricultural-economics
Econ Blogs or Webcasts
The Grumpy Economist https://johnhcochrane.blogspot.com/
AEA Continuing Education Webcasts https://www.aeaweb.org/conference/cont-ed/2024-webcasts
Policy Stories by the Hoover Institution https://www.youtube.com/playlist?list=PLKruweaZqDNfyIPvKT7IPUAqi6TxZnZyD
VoxTalks Economics by CEPR https://audioboom.com/channels/4966228-voxtalks-economics
Your Money Briefing by the WSJ https://www.wsj.com/podcasts/your-money-matters
Macro Musings with David Beckworth https://soundcloud.com/macro-musings
The Indicator From Planet Money https://www.npr.org/podcasts/510325/the-indicator-from-planet-money
Brookings Podcast Network https://www.brookings.edu/podcasts/
The Economist Podcasts https://www.economist.com/podcasts
IMF Podcasts https://www.imf.org/en/News/Podcasts
Freakonomics Podcasts and Radio https://freakonomics.com/
Montana Economic Minute by Patrick Barkey https://bber.umt.edu/rss/default.asp
EconTalk by Econlib https://www.econtalk.org/
The Economics Detective https://economicsdetective.com/category/podcast/
Economics In Ten https://podcasts.apple.com/gb/podcast/economics-in-ten/id1450116373
The Sound of Economics https://audioboom.com/channel/the-sound-of-economics
The Demand Side by Edward Brown https://www.thedemandside.com/podcast
Who Makes Cents Podcast https://whomakescentspodcast.com/
More or Less: Behind the Stats (BBC) BBC Radio 4 - More or Less: Behind the Stats - Downloads
Virtual Seminars
Virtual Seminar on Climate Economics https://www.frbsf.org/news-and-media/events/virtual-seminar-on-climate-economics/
CEBRA Inflation Webinar series https://cebra.org/events/upcoming/
Central Bank Communications RPN Seminar Series https://cepr.org/events/event-series/central-bank-communications-rpn-seminar-series
International Finance by the Swedish House of Finance https://www.youtube.com/playlist?list=PLGWONC_RHBZ277hDS_HUQcWgGvCMit0EE
Central Bank of Israel Virtual macro Meeting https://www.youtube.com/@vimacro https://www.vimacro.org/next
Search and Matching in Macro and Finance https://sammf.com/seminars-2024/
Where to look for ideas
Economics Conferences
Exploring the current work of many researchers can inspire your future research. Take a look at topics of past editions!
NBER Conferences https://www.nber.org/conferences?eventType=past&page=1&perPage=50
International Conference on Macroeconomic Analysis and International Finance https://icmaif.soc.uoc.gr/past-years/
Dutch Central Bank Conferences https://www.dnb.nl/en/research/dnb-research-conferences/annual-research-conferences
BIS Conferences https://www.bis.org/conferences/index.htm
IJCB research conferences https://www.ijcb.org/ijcbconf/springconf.htm
CEBRA (Central Bank Research Association) Meetings https://cebra.org/events/annual-meeting/annual-meetings-archive/
EAERE Annual Meetings https://www.eaere.org/annual-conferences/
Society for Economic Dynamics Annual Meeting https://editorialexpress.com/conference/SED2024/program/SED2024.html
Working Papers
World Bank Working Papers https://www.worldbank.org/en/research/brief/world-bank-policy-research-working-papers
IMF Working Papers https://www.imf.org/en/Publications/WP/
ECB Working Papers https://www.ecb.europa.eu/press/research-publications/working-papers/html/index.en.html
Federal Reserve Bank of Richmond Working Papers https://www.richmondfed.org/publications/research/working_papers
Federal Reserve Bank of Dallas Working Papers https://www.dallasfed.org/research/papers
Federal Reserve Bank of Minneapolis Working Papers https://www.minneapolisfed.org/economic-research/working-papers
Federal Reserve Bank of Kansas City Working Papers https://www.kansascityfed.org/research/research-working-papers/
Federal Reserve Bank of Atlanta Working Papers https://www.atlantafed.org/research/publications/wp
Spain Central Bank Working Papers https://www.bde.es/wbe/en/publicaciones/analisis-economico-investigacion/documentos-trabajo/
France Central Bank Working Papers https://publications.banque-france.fr/en/liste-chronologique/working-papers
Bank of England Working Papers https://www.bankofengland.co.uk/working-paper/staff-working-papers
Central Bank's Research Agenda
Bank of England Agenda for Research https://www.bankofengland.co.uk/research/bank-of-england-agenda-for-research
ECB Research Agenda https://www.ecb.europa.eu/pub/economic-research/research_agenda/html/index.en.html
Central Bank of Ireland Research Agenda https://www.centralbank.ie/research-exchange/our-research-agenda
Central Bank of Brazil Research Agenda https://www.bcb.gov.br/en/publications/research_agenda_2021
South African Central Bank Research Agenda https://www.resbank.co.za/en/home/what-we-do/research/ResearchAgenda
Banco de Portugal Research Agenda https://www.bportugal.pt/en/page/banco-de-portugal-research-agenda
Reserve Bank of Australia Research Priorities https://www.rba.gov.au/research/priorities/
Spain Central Bank Research Priorities https://www.bde.es/f/webbde/INF/MenuVertical/AnalisisEconomico/AnalisisEconomico/PRIORITIES.pdf
Central Bank of France Research https://www.banque-france.fr/en/publications-and-statistics/economic-research
ECB Research Bulletin https://www.ecb.europa.eu/press/research-publications/resbull/html/index.en.html
Research News Websites
Central Banking Research News https://www.centralbanking.com/research
Bank Underground https://bankunderground.co.uk/
Journal Suggestions
Macro: Journal of Macroeconomics https://www.sciencedirect.com/journal/journal-of-macroeconomics
Journal of Monetary Economics https://www.sciencedirect.com/journal/journal-of-monetary-economics
B.E. Journal of Macroeconomics https://www.sciencedirect.com/journal/journal-of-monetary-economics
American Economic Journal: Macroeconomics https://www.aeaweb.org/journals/mac
IMF Economic Review https://www.palgrave.com/gp/journal/41308
International/Trade: Journal of International Economics https://www.sciencedirect.com/journal/journal-of-international-economics
Labour/Migration: IZA Journal of Migration https://izajodm.springeropen.com/
IZA Journal of Labor Economics https://sciendo.com/journal/IZAJOLE
Journal of Labor Economics https://www.journals.uchicago.edu/toc/jole/current
Labour Economics https://www.sciencedirect.com/journal/labour-economics
Journal of Population Economics https://link.springer.com/journal/148
Urban: Journal of Urban Economics https://www.sciencedirect.com/journal/journal-of-urban-economics
Real Estate Economics https://onlinelibrary.wiley.com/journal/15406229
Land Economics https://le.uwpress.org/
Journal of Housing Economics https://www.sciencedirect.com/journal/journal-of-housing-economics
Environmental: Ecological Economics https://www.sciencedirect.com/journal/ecological-economics
Energy Economics https://www.sciencedirect.com/journal/energy-economics
Environmental and Resource Economics https://link.springer.com/journal/10640
Energy Journal https://www.iaee.org/en/publications/scope.aspx
Energy Policy https://www.sciencedirect.com/journal/energy-policy
Journal of Environmental Economics and Management https://www.sciencedirect.com/journal/journal-of-environmental-economics-and-management
Sports: Journal of Sports Economics https://journals.sagepub.com/home/jse
Sport Management Review https://www.tandfonline.com/journals/rsmr20
Public/Fiscal: Fiscal Studies https://onlinelibrary.wiley.com/journal/14755890
Journal of Public Economics https://www.sciencedirect.com/journal/journal-of-public-economics
General: European Economic Review https://www.sciencedirect.com/journal/european-economic-review
Review of Economics and Statistics https://direct.mit.edu/rest
Journal of the European Economic Association https://academic.oup.com/jeea
World Bank Economic Review https://academic.oup.com/wber
Economics Letters https://www.sciencedirect.com/journal/economics-letters
Economic Modelling https://www.sciencedirect.com/journal/economic-modelling
Other Fields: Health Economics https://onlinelibrary.wiley.com/journal/10991050
Journal of Human Resources https://jhr.uwpress.org/
Journal of Economic Growth https://link.springer.com/journal/10887
Journal of Agricultural Economics https://onlinelibrary.wiley.com/journal/14779552
Journal of Development Economics https://www.sciencedirect.com/journal/journal-of-development-economics
Journal of Economic Behavior and Organization https://www.sciencedirect.com/journal/journal-of-economic-behavior-and-organization
Journal of Applied Econometrics https://onlinelibrary.wiley.com/journal/10991255