ECON 222901/MHON339801: Forecasting/Thesis Research

Find U.S. Economic Indicators

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.

Additional Sources

Federal Reserve Economic Data (FRED)
St Louis Fed Financial and Economic Time-Series Database with interest rates, GDP, exchange rates, employment, balance of payments, etc.
GDP-Bureau of Economic Analysis
Consumer Price Index - BLS
Economic Report of the President
70+ agencies in the United States Federal Government produce public statistics. Annual historical statistical tables of government data from 1995 for national income or expenditure, population, employment, wages, and productivity, production and business activity. Spreadsheet format option. Link to FRASER with data back to first report 1947.
Bureau of Economic Analysis. BEA
Interactive data tables for national economic data, industry economic data, international economic data and regional economic data. Important note: Use option button to select historical data.

Other Data

Economic Indicators Times Series

Data-Planet Statistical Datasets
Large number of datasets from both U.S. and international agencies both government and commercial.
Global Insight
Selected variables: balance of payments, composite indexes, consumer credit, durable goods series, earnings, exchange rates, industrial production indices, labor, money supply, mortgage debt, new construction, new orders, non-durable goods, national income product account. Most current data can be accessed via Wharton Research Data Services WRDS class password required
Bloomberg
Historical stock information and market data.
Datastream
Historical financial information. Data sets include equities, macroeconomic data, bonds, interest rates and market indices. U.S. and international data are included. Allows easy downloading to spreadsheets. Stand alone workstation O'Neill Library.

Data Collections

Historical Statistics of the United States
Historical Statistics of the United States presents the numerical history of the United States. More than 37,000 annual time series of quantitative historical information covering virtually every quantifiable dimension of American history: population, work and welfare, economic structure and performance, governance, and international relations, all from the earliest times to the present.

Statistical Abstract of the United States
Summary data on population, health, education, labor, income, expenditures, wealth, prices, banking, finance, and insurance, domestic trade and comparative international statistics 1995 to present.

ProQuest Statistical Insight Complete Collection
Index to local, national and international intergovernmental statistical publications from 1983 to the present. Includes citation information with large number of pdf or spreadsheet downloads available.

Statista
Database of thousands of statistics on a wide range of topics, including media, the environment, business and industry, sports, communication, health care and more. Data can be exported to Excel and charts can be exported as picture files or directly into PowerPoint.
Business Statistics of the United States.O’Neill Reference HC101 .A13122 2006
O’Neill Reference HC101 .A13122 2006

State Stats
Provides data from more than 80 different sources covering more than 15 years at the state level. Topics include health care, crime, education, employment, energy, government finances, social welfare, transportation and more. Mapping and graphing tools to compare with other data sets, or export to Excel.