NBER's Macro-Historical Database
This database comes from the National Bureau of Economic Research's
early history. To quote from its introduction: "During the first
several decades of its existence, the National Bureau of Economic
Research (NBER) assembled an extensive data set that covers all
aspects of the pre-WWI and interwar economies, including
production, construction, employment, money, prices, asset market
transactions, foreign trade, and government activity. Many series
are highly disaggregated, and many exist at the monthly or
quarterly frequency. The data set has some coverage of the United
Kingdom, France and Germany, although it predominantly covers the
United States." In all, more than 3,500 series are available. More
details can be found in "Improving the Accessibility of the NBER's
Historical Data, Daniel Feenberg and Jeff Miron, Journal of
Business and Economic Statistics, vol. 15 no. 3, July 1997, pp.
293-299 (also NBER Working Paper no. 5186). More detailed paper
documentation is available from the NBER, and an on-line
"analytical index" is available as well.
Data is arranged in 16 chapters; they are
Production of Commodities
Construction
Transportation and Public Utilities
Prices
Stocks of Commodities
Distribution of Commodities
Foreign Trade
Income and Employment
Financial Status of Business
Savings and Investment
Security Markets
Volume of Transactions
Interest Rates
Money and Banking
Government and Finance
Leading Indicators
Data are offered in Micro-TSP.db format (which is pure ASCII)
and is supported directly by RATS, TSP, EViews, and other packages.
http://www.nber.org/databases/macrohistory/contents/index.html
