macrofinancial data

Jordà, Schularick and Taylor (JST) macrofinancial dataset

(now including data on housing returns as well. Coming soon, data on bank capital)

http://www.macrohistory.net/data/

data description

• Macrofinancial history and the new business cycle facts, NBER Macroeconomics Annual 2016, v. 31 (with Moritz Schularick and Alan M. Taylor)

some papers that use these data

• Bank Capital Redux: Solvency, Liquidity and Crisis. Review of Economic Studies (with Björn Richter, Moritz Schularick and Alan M. Taylor)

• The effects of quasi-random monetary experiments. Journal of Monetary Economics 112: 22-40 (with Moritz Schularick and Alan M. Taylor)

• The Rate of Returns on Everything: 1870 - 2015. Quarterly Journal of Economics, 134(3): 1225-1298 (with Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick, and Alan M. Taylor)

• The Great Mortgaging: Housing Finance, Crises, and Business Cycles. Economic Policy 31(85): 107-152, 2016 (with Moritz Schularik and Alan M. Taylor)

• Leveraged Bubbles. Journal of Monetary Economics 76(S): S1-S20, December 2015 (with Moritz Schularick and Alan M. Taylor)

• Sovereigns versus Banks: Credit, Crises and Consequences, Journal of the European Economics Association, 14(1): 45-79, February 2015 (with Moritz Schularick and Alan M. Taylor)

• Betting the House, Journal of International Economics, 96(S1): S2-S18, July 2015 (with Moritz Schularick and Alan M. Taylor)

• When Credit Bites Back, Journal of Money, Credit, and Banking, 45(s2): 3-28, 2013 (with Moritz Schularick and Alan M. Schularick)

• Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons, IMF Economic Review ,59(2): 340-378, June 2011 (with Moritz Schularick and Alan M. Taylor)