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Econometrics & Financial Forecasting


Getting Started

Key resources for locating time series data with monthly, quarterly or annual frequencies. Data, including economic indicators, allow students to apply forecasting theory to actual business and economic time series data.


This guide is a starting point for research covering forecasting  literature review and key data sources.  For more specific business guides on Company, Industry, Marketing and Social Responsibility go to Business & Management Guides.  For Forecasting, use the Industry guide for trends and forecasting information. For thesis topics that are interdisciplinary, go to our main Research Guides page and select a discipline.

Identify Data Needs

Literature Review includes databases to search for articles and other documents on industry, management and economic issues. Use the cited references  within the article for more relevant  articles and also note sources of data which are cited in the articles.

For U.S. domestic indicators, use U.S. Time Series Data. For international indicators, use International Time Series Data. International agencies may calculate indicators in different ways from one another. Make sure your data is comparable.

Historical company financial information can be found at Company/Industry Time Series Data. Compustat has the longest time series for sales and other financial statement data on a quarterly and annual basis.