Datasets

A. Macroeconomic Time Series Datasets

a. Monthly Database for Macroeconomic Research (Europe)

• Barigozzi, M., Lissona, C., and Tonni, L. (2025). "Large Datasets for the Euro Area and its Member Countries and the Dynamic Effects of the Common Monetary Policy". Preprint arXiv:2410.05082. 

• Barigozzi, M., Lissona, C., and Tonni, L. (2024). "EA-MD-QD: Large Euro Area and Euro Member Countries Datasets for Macroeconomic Research". Available at zenodo/ea-md-qd/version11.2025.

• McCracken, M., and Ng, S. (2020). "FRED-QD: A Quarterly Database for Macroeconomic Research". NBER Working Paper (No. w26872). Available at nber/w26872. 

• McCracken, M. W., and Ng, S. (2016). "FRED-MD: A Monthly Database for Macroeconomic Research". Journal of Business & Economic Statistics, 34(4), 574-589.

b. Annual Database for Macrofinance Research (United States)

• Jordà, Ò., Richter, B., Schularick, M., and Taylor, A. M. (2021). "Bank Capital Redux: Solvency, Liquidity, and Crisis". Review of Economic Studies, 88(1), 260-286. 

• Jordà, Ò., Knoll, K., Kuvshinov, D., Schularick, M., and Taylor, A. M. (2019). "The Rate of Return on Everything, 1870–2015". Quarterly Journal of Economics, 134(3), 1225-1298. 

c. Annual Database for Macroeconomic Research (United Kingdom)

• Bouscasse, P., Nakamura, E., and Steinsson, J. (2025). "When Did Growth Begin? New Estimates of Productivity Growth in England from 1250 to 1870". Quarterly Journal of Economics, 140(2), 835-888. 

B. Panel Data and Survey Datasets

a. Survey of Professional Forecasters

Professional forecasters surveys are commonly used by Central Banks to monitor professional forecasters' beliefs about future economic conditions. These surveys collect information on the expected rates of inflation, real GDP growth and unemployment, over both short-term and long-term horizons. 

• Giacomini, R., Lu, J., and Smetanina, K. (2024). "Perceived Shocks and Impulse Responses". Cemmap Working Paper (No. CWP21/24).  Available at cemmap/wp2024-2124.

b. Survey on Household Inflation Expectations 

Household inflation expectations surveys are commonly used by Central Banks to monitor stability conditions in near-term expectations of households and families. 

• D’Acunto, F., De Fiore, F., Sandri, D., and Weber, M. (2025). "A Global Survey of Household Perseptions and Expectations". BIS Quarterly Review, 33-48. 

• Chang, Y., Gómez-Rodríguez, F., and Hong, M. G. H. (2022). "The Effects of Economic Shocks on Heterogeneous Inflation Expectations". IMF Working Paper (No. 22-132). Available at imf/wp22-132.

c. Survey on Household Income and Wealth

The survey micro-level dataset contains detailed information on household composition, age, education, labour market variables, income  and savings of households. 

• Gaillard, A., Wangner, P., Hellwig, C., and Werquin, N. (2023). "Consumption, Wealth, and Income Inequality: A Tale of Tails". Available at SSRN 4636704. 

• Kuhn, M., Schularick, M., and Steins, U. I. (2020). "Income and Wealth Inequality in America, 1949–2016". Journal of Political Economy, 128(9), 3469-3519. 

d. Survey on Income and Living Conditions

The survey micro-level dataset contains comparable cross-sectional (cross-country) and longitudinal data with detailed information on multidimensional poverty measurements such as income distribution, employment trajectories, poverty indicators and living conditions.  

• Escanciano, J. C., and Terschuur, J. R. (2025). "Debiased Machine Learning U-Statistics". Preprint arXiv:2206.05235. 

• Mueller, A. I., and Spinnewijn, J. (2025). "The Nature of Long-Term Unemployment: Predictability, Heterogeneity, and Selection". Journal of Political Economy, 133(12), 000-000. 

e. Survey on Consumer Expenditure

The survey micro-level dataset contains detailed information from households on their buying habits (expenditures), income, and characteristics. The strength of the survey is that it allows data users to relate the expenditures and income of consumers to the characteristics of those consumers. 

• Chang, Y., Kim, S., and Park, J. (2025). "How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables". Available at SSRN 5141761.

C. Open Assess Databases and Data Repositories

a. Global Repository of Income Dynamics 

The Global Repository of Income Dynamics is an open access database that includes information on income inequality dynamics at the individual level for a number of countries over time. 

• Guvenen, F., Pistaferri, L., and Violante, G. L. (2022). "The Global Repository of Income Dynamics". Available at https://www.grid-database.org. 

• Guvenen, F., Pistaferri, L., and Violante, G. L. (2022). "Global Trends in Income Inequality and Income Dynamics: New Insights from GRID". Quantitative Economics, 13(4), 1321-1360. 

b. Globalization and Factor Income Taxation

The Global Database on effective macroeconomic tax rates includes more than 150 countries since 1965, combines national accounts data with government revenue statistics, from a wide variety of archival records.   

• Bachas, P., Fisher-Post, M. H., Jensen, A., and Zucman, G. (2024). "Capital Taxation, Development, and Globalization: Evidence from a Macro-Historical Database". NBER Working Paper (No. w29819). Available at nber/w29819. 

• Ando, S., Asonuma, T., Mishra, P., and Sollaci, A. (2024). "Sovereign Debt Restructuring and Reduction in Debt-to-GDP Ratio". Available at SSRN 4605287. 

c. Global Macro Database

The Global Macro Database is an open access long-span database that includes information on 46 macroeconomic variables across more than 200 countries over time. The sampling period covers up to 2024 including projections up to 2030.

• Müller, K., Xu, C., Lehbib, M., and Chen, Z. (2025). "The Global Macro Database: A New International Macroeconomic Dataset". NBER Working Paper (No. w33714). Available at nber/w33714.