This website provides access to a comprehensive quarterly international real-time dataset assembled from hard copies of the "OECD Main Economic Indicators." The vintage dates cover the period from 1962:Q1 to 1998:Q4, with data in the earliest vintages typically going back to 1956:Q1. The dates and coverage of the data allow an interested researcher to easily splice the dataset together with the official OECD Main Economic Indicators "Original Release Data and Revisions Database" which contains continuously updated monthly vintages starting in January 1999. These data are available on the web at http://stats.oecd.org/meihttp://stats.oecd.org/mei.
Our dataset covers the 26 OECD countries: Canada, Mexico, U.S., Japan, Australia, New Zealand, Austria, Belgium, Denmark, Finland, France, Germany, Greece, Iceland, Ireland, Italy, Luxemburg, Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, Turkey, UK and Korea. For each country, we have recorded 13 variables: real and nominal GNP/GDP, price level (GNP/GDP deflator index), industrial production, manufacturing production, capacity utilization rate, unemployment rate, consumer price index, money supply, capital holdings, imports, exports, and net capital movements.
As is usual in real-time datasets, we store each variable in matrix form. Each successive column vector of the matrix represents the "vintage" of quarterly data, containing the information available at that vintage date. The data are presented in separate single-sheet Excel files (one file per country per variable). The reported figures, taken from the hard copy publications of the OECD Main Economic Indicators, are from the public domain in the corresponding vintage. We named each vintage with the date the Main Economic Indicators' publication was released to the public, regardless of the exact date the data were collected or the time the publication spent in print. For example, if a country's data were collected during the first days of January 1991, then coalesced in one issue of Main Economic Indicators later that month, and finally printed in February 1991, we called this vintage "February 1991." For each quarterly vintage, we record data as it was published in the middle month of each quarter (February, May, August, and November).
For a more detailed description of the database, refer to:
Fernandez, Adriana Z., Evan F. Koenig, and Alex Nikolsko-Rzhevskyy, "The Real-Time Historical Database for the OECD," Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute, Working Paper No. 96.
The database is provided on an "as is" basis. This is not a commercial project, hence, we are not able to provide any assistance with downloading, extracting, or interpreting the data. Please send any suggestions, comments or errors that you have found to Alex Nikolsko-Rzhevskyy, firstname.lastname@example.org. This dataset is also mirrored at the Federal Reserve Bank of Dallas website at http://www.dallasfed.org/institute/oecd/index.cfm.