Research data library
A curated collection for monetary economics, international finance, and macroeconomic research. Download links point to copies when available; source links lead to the original providers and newest releases. Please cite the original authors listed on each card and check the source page for revisions, documentation, and terms of use.
High-frequency changes in interest rates and asset prices around ECB Governing Council events and policymakers’ speeches since 1999.
Cite: Altavilla, C., Gürkaynak, R. S., Kind, T., & Laeven, L. (2025). Monetary Transmission with Frequent Policy Events. ECB Working Paper No. 3157.
Intraday OIS rates, sovereign yields, equity indexes, and exchange rates around ECB press releases, press conferences, and combined monetary-policy windows.
Cite: Altavilla, C., Brugnolini, L., Gürkaynak, R. S., Motto, R., & Ragusa, G. (2019). Measuring euro area monetary policy. Journal of Monetary Economics, 108, 162–179.
High-frequency interest-rate and asset-price changes around FOMC statements, Chair press conferences, and minutes releases.
Cite: Acosta, M., Ajello, A., Bauer, M. D., Loria, F., & Miranda-Agrippino, S. (2025). Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database. FRBSF Working Paper 2025-30.
Raw and orthogonalized high-frequency monetary-policy surprises around FOMC announcements, with updated monthly and event-level series.
Cite: Bauer, M. D., & Swanson, E. T. (2023). A reassessment of monetary policy surprises and high-frequency identification. NBER Macroeconomics Annual, 37, 87–155.
Daily zero-coupon yields, par yields, instantaneous forward rates, and fitted curve parameters from the Federal Reserve Board’s staff model, extending from 1961 to the present.
Cite: Gürkaynak, R. S., Sack, B., & Wright, J. H. (2007). The U.S. Treasury yield curve: 1961 to the present. Journal of Monetary Economics, 54(8), 2291–2304.
Long quarterly macroeconomic series for the euro area, updated through 2025Q2 for macroeconomic modeling and output-gap research.
Cite: İpek, M. S., & Kısacıkoğlu, B. (2026). Estimating euro area output gap dynamics: Evidence from the updated Area-Wide Model Database. European Economic Review, 181, 105179.
A de jure measure of capital-account openness based on restrictions reported in the IMF’s Annual Report on Exchange Arrangements and Exchange Restrictions, covering 1970–2023.
Cite: Chinn, M. D., & Ito, H. (2006). What matters for financial development? Capital controls, institutions, and interactions. Journal of Development Economics, 81(1), 163–192.
Country-year measures of monetary independence, exchange-rate stability, and financial openness for research on the international monetary policy trilemma.
Cite: Aizenman, J., Chinn, M. D., & Ito, H. (2010). The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration. Journal of International Money and Finance, 29(4), 615–641.
A harmonized panel of long-run macroeconomic series for 239 countries, with direct downloads and Stata, Python, and R access.
Cite: Müller, K., Xu, C., Lehbib, M., & Chen, Z. (2025). The Global Macro Database: A New International Macroeconomic Dataset. NBER Working Paper 33714.
Official merchandise-trade statistics reported by countries and areas, with flexible queries by reporter, partner, product, trade flow, and period.
Cite: United Nations, Department of Economic and Social Affairs, Statistics Division. (n.d.). UN Comtrade Database.
Annual, reconciled bilateral trade flows at the product level, covering roughly 5,000 Harmonized System product categories in multiple HS revisions.
Cite: Gaulier, G., & Zignago, S. (2010). BACI: International Trade Database at the Product-Level. The 1994–2007 Version. CEPII Working Paper No. 2010-23.
A collection of Dynare models demonstrating best practices and providing tractable replication files for influential macroeconomic models.
Cite: Pfeifer, J. (2024). DSGE_mod: A collection of Dynare models (Version 2.0.0) [Computer software]. Zenodo. https://doi.org/10.5281/zenodo.10810290.