This page lists selected external data resources frequently used in monetary policy, macroeconomic, and financial research.
Macroeconomic and International Databases
- Eurostat Data Navigation Tree
- Eurostat JSON API [MATLAB Function] [Example] [Code updated in March 2026]
- ECB Data Portal
- United Nations Economic Commission for Europe (UNECE) Statistical Database
- IMF World Economic Outlook (WEO) Database
- IMF Currency Composition of Official Foreign Exchange Reserves (COFER)
- World Bank Data
- BIS Data Portal
- Global Macro Database (Muller, Xu, Lehbib & Chen, 2025)
- FRED-MD and FRED-QD Databases (McCracken & Ng, 2016)
Monetary Policy and High-Frequency Identification
- FRBSF Monetary Policy Surprises (Bauer & Swanson, 2023)
- Central bank communication events (Cieslak & Schrimpf, 2019)
- U.S. Monetary Policy Event-Study Database (USMPD)
- Updated Monetary Policy Surprises (Gurkaynak, Sack & Swanson, 2005; Nakamura & Steinsson, 2018)
- Unified Measure of Fed Monetary Policy Shocks (Bu, Rogers & Wu, 2021)
- Euro Area Monetary Policy Surprises (Andrade & Ferroni, 2021)
- U.S. Monetary Policy Shock Data (Lewis, 2023)
- Updated Monetary Policy Shock Instrument (Miranda-Agrippino & Ricco, 2021)
- Conventional and Unconventional Monetary Policy Factors (Swanson, 2021)
- Updated Fed Conventional and Unconventional Monetary Policy Shocks (Jarocinski, 2024)
- Euro Area Monetary Policy Event-Study Database (EA-MPD)
- Updated Federal Reserve Monetary Policy and Information Shocks (Jarocinski & Karadi, 2020)
- Updated ECB Monetary Policy and Information Shocks (Jarocinski & Karadi, 2020)
- Philadelphia Fed Greenbook Data Set
Interest Rates, Term Structure, and Financial Conditions
- U.S. Treasury Yield Curve: 1961 to the Present (Gurkaynak, Sack & Wright, 2007)
- Daily U.S. TIPS yield curve data (Gurkaynak, Sack & Wright, 2010)
- EUTERPE: European Term Premium Estimation (Berardi, 2023)
- Updated Excess Bond Premium (Favara, Gilchrist, Lewis & Zakrajsek)
Productivity and Business-Cycle Indicators
- European Utilization-Adjusted Productivity Growth (Comin et al., 2025)
- China GDP and Components (Chen, Higgins & Zha, 2024)
- China Cyclical Activity Tracker (Fernald, Hsu & Spiegel, 2021)
Trade and Country-Specific Data
- U.S. Trade in Goods by Country
- Peru Statistics – Instituto Nacional de Estadistica e Informatica (INEI)