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Historical Data Library

FILTER
CategoryDescriptionFrequencyGeographyBeginsEndsSourceMore Info
Stock Prices & Returns

S&P Composite Price, Dividends & Earnings

MonthlyUnited States18712022

Robert Shiller Online Data

Stock Prices & Returns

S&P Composite Index - Total Return

AnnualUnited States18712016

Robert Shiller Online Data

Fixed Income

Long-Term Government Bond Yield

AnnualUnited States18712016

Robert Shiller Online Data

Equity Fundamentals

S&P Composite Index - P/E Ratio

AnnualUnited States18712012

Robert Shiller Online Data

Equity Fundamentals

Yield - Total Market & Industries

AnnualUnited States18711938

Cowles - Yale ICF Data

Stock Returns & Prices

Stock Prices - All Industries

MonthlyUnited States18711940

Cowles - Yale ICF Data

Equity Fundamentals

P/E Ratios - Total Market & Industries

AnnualUnited States18711938

Cowles - Yale ICF Data

Stock Returns & Prices

Stock Prices - NYSE Listings

MonthlyUnited States18151925

NYSE Project - Yale ICF Data

Paper: 'A New Historical Database for…
Stock Returns & Prices

NYSE Index Returns

MonthlyUnited States18151925

NYSE Project - Yale ICF Data

Paper: 'A New Historical Database for…
Stock Returns & Prices

Shanghai Stock Exchange - Index Returns

AnnualChina18701940

Shanghai Stock Exchange Project - Yal…

Index Construction Method - Wenzhong Fan
Stock Returns & Prices

Stock Prices - St. Petersburg Stock Exchange

MonthlyRussia18651917

St. Petersburg Stock Exchange Project

Stock Returns & Prices

Index Returns - St. Petersburg Exchange

MonthlyRussia18651917

St. Petersburg Stock Exchange Project

Stock Returns & Prices

Stock Prices - South Sea Bubble Stocks

DailyEurope17181720

South Sea Bubble 1720 Project

Paper: 'New Evidence on the First Fin…
Stock Returns & Prices

Stock Prices - Germany Index

MonthlyGermany18701913

NBER - Macrohistory Data


Data Description
Stock Returns & Prices

Stock Prices - Germany Index

MonthlyGermany19241935

NBER - Macrohistory Data


Data Description
Stock Returns & Prices

Stock Prices - France Index

MonthlyFrance18991939

NBER - Macrohistory Data


Data Description
Stock Returns & Prices

Stock Prices - All Common Stock

MonthlyUnited States19451968

NBER - Macrohistory Data

Data Description
Fixed Income

Bond Sales - Par Value ($ Millions)

MonthlyUnited States18891956

NBER - Macrohistory Data


Data Description
Fixed Income

Prices - High Grade Railroad Bonds

MonthlyUnited States18571937

NBER - Macrohistory Data


Data Description
Stock Returns & Prices

Stock Prices - US Railroads

MonthlyUnited States18571929

NBER - Macrohistory Data


Data Description
Business Statistics

Net Income of US Corporations

AnnualUnited States19091940

NBER - Macrohistory Data


Data Description
Business Statistics

Number of Business Failures

MonthlyUnited States18931933

NBER - Macrohistory Data


Data Description
Business Statistics

Liabilities of Business Failures ($ Millions)


MonthlyUnited States18931933

NBER - Macrohistory Data


Data Description
Business Statistics

% of Companies With Profits

QuarterlyUnited States19201963

NBER - Macrohistory Data


Data Description
Business Statistics

Net Railroad Operating Income

MonthlyUnited States19171942

NBER - Macrohistory Data


Data Description
Financial System

Number of Suspended Banks (All Banks)

MonthlyUnited States19211933

NBER - Macrohistory Data


Data Description
Financial System

# of Suspended Banks (Fed Member Banks)

MonthlyUnited States19211933

NBER - Macrohistory Data


Data Description
Financial System

# of Suspended Banks (Non Fed Member Banks)

MonthlyUnited States19211933

NBER - Macrohistory Data


Data Description
Economy

Joint Stock Companies Formed and Registered

MonthlyGreat Britain18561900

NBER - Macrohistory Data


Data Description
Fixed Income

Bond Offerings - Par Value

MonthlyUnited States19001943

NBER - Macrohistory Data


Data Description
Fixed Income

Bond Extinguishments ($100,000s)

MonthlyUnited States19001943

NBER - Macrohistory Data


Data Description
Economy

Consumer Instalment Credit Outstanding


MonthlyUnited States19291968

NBER - Macrohistory Data


Data Description
Economy

Automobile Instalment Credit Outstanding


MonthlyUnited States19291968

NBER - Macrohistory Data


Data Description
Economy

Velocity of Money Stock


AnnualUnited States18691966

NBER - Macrohistory Data


Data Description
Economy

Total Gold Reserves - Fed Reserve Banks ($Bn)


MonthlyUnited States19141949

NBER - Macrohistory Data


Data Description
Economy

Cash Reserves - Fed Reserve Banks ($Bn)

MonthlyUnited States19141949

NBER - Macrohistory Data


Data Description
Economy

Bills & Securities - Fed Reserve Banks

MonthlyUnited States19141969

NBER - Macrohistory Data


Data Description
Economy

Deposits - Fed Reserve Banks ($Bn)

MonthlyUnited States19141969

NBER - Macrohistory Data


Data Description
Economy

Wholesale Prices Index

MonthlyUnited States19131968

NBER - Macrohistory Data

Data Description
Economy

Wholesale Prices Index

MonthlyUnited States18901914
NBER - Macrohistory Data
Data Description
Economy

Index of Composite Wages

AnnualUnited States18201909

NBER - Macrohistory Data


Data Description
Economy

Index of Composite Wages

AnnualUnited States19101920

NBER - Macrohistory Data


Data Description
Economy

Index of Composite Wages

AnnualUnited States19191946

NBER - Macrohistory Data


Data Description
Equity Fundamentals

Earnings Yield - All NYSE Common Stocks

AnnualUnited States18711938

NBER - Macrohistory Data


Data Description
Financial System

Commercial Paper Rates - NYC

MonthlyUnited States18571971

NBER - Macrohistory Data


Data Description
Financial System

Minimum Discount Rate - Bank of England

MonthlyGreat Britain18361939

NBER - Macrohistory Data

Data Description
Financial System

Discount Rate - Bank of France

MonthlyFrance18521940

NBER - Macrohistory Data


Data Description
Fixed Income

Bond Yields - Railroad Index

MonthlyUnited States18571934

NBER - Macrohistory Data


Data Description
Fixed Income

Bond Yields - High Grade Corp. & Muni.

MonthlyUnited States19001967

NBER - Macrohistory Data


Data Description
Fixed Income

Bond Yields - High Grade Municipal Bonds

MonthlyUnited States19001967

NBER - Macrohistory Data


Data Description
Fixed Income

Bond Yields - Highest Rated Corp. Bonds

MonthlyUnited States19191968

NBER - Macrohistory Data


Data Description
Fixed Income

Bond Yields - Lowest Rated Corp. Bonds

MonthlyUnited States19191968

NBER - Macrohistory Data


Data Description
Equity Fundamentals

Dividend Yield - NYSE Common Stocks

MonthlyUnited States18711938

NBER - Macrohistory Data


Data Description
Equity Fundamentals

Dividend Yield - NYSE Common Stock Index

MonthlyUnited States19261969

NBER - Macrohistory Data


Data Description
Equity Fundamentals

Dividend Yield - NYSE Preferred Stocks

MonthlyUnited States19101964

NBER - Macrohistory Data


Data Description
Equity Fundamentals

Earnings Yield - All NYSE Common Stocks

QuarterlyUnited States19351968

NBER - Macrohistory Data


Data Description
Fixed Income

Bond Yield - British Consols

QuarterlyGreat Britain17532016

FRED Economic Data


Economy

Department Store Sales Index

MonthlyUnited States19191963

NBER - Macrohistory Data

Data Description
Government Finance

Federal Budget Receipts - Income Tax

MonthlyUnited States19101953

NBER - Macrohistory Data


Data Description
Government Finance

Federal Budget Receipts - Income Tax

MonthlyUnited States19541959

NBER - Macrohistory Data


Data Description
Government Finance

Federal Budget Receipts - Total

MonthlyUnited States18791933

NBER - Macrohistory Data


Data Description
Government Finance

Federal Budget - Surplus / Deficit

MonthlyUnited States18791915

NBER - Macrohistory Data


Data Description
Government Finance

Federal Budget - Surplus / Deficit

MonthlyUnited States19141932

NBER - Macrohistory Data


Data Description
Government Finance

Federal Budget - Surplus / Deficit

MonthlyUnited States19301940

NBER - Macrohistory Data


Data Description
Government Finance

Federal Budget - Surplus / Deficit

MonthlyUnited States19391947

NBER - Macrohistory Data


Data Description
Government Finance

Federal Budget - Surplus / Deficit

MonthlyUnited States19451962

NBER - Macrohistory Data


Data Description
Economy

Total Exports ($ Millions)

MonthlyUnited States18661969

NBER - Macrohistory Data


Data Description
Economy

Total Imports ($ Millions)

MonthlyUnited States18661969

NBER - Macrohistory Data


Data Description
Stock Prices & Returns

Nikkei Stock Average

MonthlyUnited States19492021

FRED Economic Data


Fixed Income

Moody's BAA Corporate Bond Yield

MonthlyUnited States19192021

FRED Economic Data


Fixed Income

Moody's AAA Corporate Bond Yield

MonthlyUnited States19192021

FRED Economic Data


Financial System

Bank of England’s Balance Sheet

AnnualGreat Britain16962019

Bank of England


Financial System

Shares Sold on NYSE (Millions)

MonthlyUnited States18751966

ALFRED Data


Stock Prices & Returns

Dow Jones Industrial Stock Price Index

MonthlyUnited States19141968

ALFRED Data


Fixed Income

BofA Corp. Bond Index - Total Return

MonthlyUnited States19732021

ALFRED Data


Fixed Income

BofA 15+ Year Corp. Bond Index - Total Return

MonthlyUnited States19722021

ALFRED Data


Fixed Income

BofA 1-3 Year Corp. Bond Index - Total Return

MonthlyUnited States19752021

ALFRED Data


Fixed Income

BofA 3-5 Year Corp. Bond Index - Total Return

MonthlyUnited States19752021

ALFRED Data


Fixed Income

BofA 10-15 Year Corp. Bond Index - Total Return

MonthlyUnited States19762021

ALFRED Data


Fixed Income

BofA High Yield Index - Total Return

MonthlyUnited States19862021

ALFRED Data


Financial System

Number of National Banks

Semi-AnnualUnited States18631941

ALFRED Data


Economy

Univ. of Michigan: Consumer Sentiment

MonthlyUnited States19522021

ALFRED Data


Stock Prices & Returns

Wilshire 5000 Total Market Index

MonthlyUnited States19702021

ALFRED Data


Stock Prices & Returns

Wilshire US Large Cap Index

MonthlyUnited States19782021

ALFRED Data


Stock Prices & Returns
Wilshire US Large Cap Value Index
MonthlyUnited States19782021

ALFRED Data


Stock Prices & Returns

Wilshire US Large Cap Growth Index


MonthlyUnited States19782021

ALFRED Data


Stock Prices & Returns

Wilshire US Mid Cap Index

MonthlyUnited States19782021

ALFRED Data


Stock Prices & Returns

Wilshire US Mid Cap Value Index

MonthlyUnited States19782021

ALFRED Data


Stock Prices & Returns

Wilshire US Mid Cap Growth Index

MonthlyUnited States19782021

ALFRED Data


Stock Prices & Returns

Wilshire US Small Cap Index

MonthlyUnited States19782021

ALFRED Data


Stock Prices & Returns

Wilshire US Small Cap Value Index

MonthlyUnited States19782021

ALFRED Data


Stock Prices & Returns

Wilshire US Small Cap Growth Index

MonthlyUnited States19782021

ALFRED Data


Stock Prices & Returns

Wilshire US Micro Cap Index

MonthlyUnited States19782021

ALFRED Data


Stock Prices & Returns

NASDAQ Composite Index

MonthlyUnited States19712021

ALFRED Data


Fixed Income

3-Month Treasury Bill - Secondary Market Rate

MonthlyUnited States19342021

ALFRED Data


Stock Prices & Returns

Share Price & Dividends - Dutch East India Co.

MonthlyHolland16021698

Lodewijk Petram


Stock Prices & Returns

Reinvestment Index - Dutch East India Co.

MonthlyHolland16021698

Lodewijk Petram


Stock Prices & Returns

Annual Returns - Dutch East India Co.

AnnualHolland16021698

Lodewijk Petram

Stock Prices & Returns

Annual Returns - Individual LSE Listings

AnnualGreat Britain18701913

Economic History Association

Economy

US Home Prices

MonthlyUnited States18902022

Robert Shiller Online Data

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