International Cyclical Analysis: Free downloadable international macro-economic data

Many macro-economic data series are nowadays downloadable from the Internet without charge. Below, you find our favourite sites to download series.

• Annual series on OECD countries and regions: By far the best source is the Statistical Annex of the OECD Economic Outlook . The only problem is that it is not available four months a year (in May/June and November/December, that is between the publication of the preliminary and the final Economic Outlook). In between, only limited - but up to date - series are available in the so-called flash file.

• Quarterly and monthly series on OECD countries: after some practising a lot of data can be downloaded from OECD.Stats Extracts.

• Annual series of non-OECD countries, non-OECD aggregates and world aggregates: The best source is the World Economic Outlook Database of the IMF. This database also contains data on OECD countries.

• World trade series: Up-to-date monthly series are downloadable from the CPB site. Annual series are available in the Statistical Annex of the OECD Economic Outlook and in the IMF World Economic Outlook Database. Annual trade series can also be downloaded from the WTO database.

• US data: FRED is your best friend. Moreover, BEA has an excellent download facility for its national accounts series. Furthermore, the US Department of Commerce provides an excellent site on US foreign trade. Finally, most US statistical agencies provide the tables of their press releases in XLS format as well.

• Annual series for EU countries: You are advised to use the AMECO database of the European Commission . It also provides key data on other countries. You should check the last update date (the database is not updated on a real time basis). The downloadable statistical annex of the Monthly Bulletin of the ECB may provide more up to date series for the euro area. This information is also available through the ECB Statistical DataBank Browser Interface (EBI). Annual up-to-date data can also downloaded from Eurostat in html-format that can easily be downloaded in xls-format (but footnotes added to numbers are a complication).

• Quarterly and monthly series of EU countries: Eurostat has improved its facilities but finding your way in its search tree may be cumbersome.

• Long time series: Due to the current deep recession, there is more demand for very long time-series. With the exception of FRED and BEA for the US, the data sources presented above do not have very long series (most of them start in 1980 or even in 1995). Luckily, the Groninger Growth and Development Centre fills this gap. The Total Economy Database of the Conference Board can also be useful in this respect.

• Exchange rates: There are many sites where you can download series with a higher frequency than years. For instance at the sites of the ECB (only daily rates) and the St. Louis Federal Reserve (FRED database). If you need annual series for OECD countries, see the first bullet point on this page.

• Interest rates: We are not aware of a site where you can download high-frequency data of various countries. Series on US interest rates (at daily, weekly and monthly frequencies) can be downloaded from Fred or from the site of the Federal Reserve Board (in txt-format). Series on euro area interest rates (at monthly and annual frequencies) can be downloaded from the statistical annex of the Monthly Bulletin of the ECB and its ECB Statistical DataBank Browser Interface (EBI). If you need annual series for OECD countries, see the first bullet point on this page.

• Share price indices: Some high-frequency data on European, American and Japanese markets can be downloaded from Yahoo!(including S&P 500 and Nikkei-225). .

Remarks on this page can be sent to W.B.C.Suyker@cpb.nl with subject heading Free downloadable data.