Data Sources

Note: A number of the data sources or services listed below require a personal or institutional subscription. The University of Guelph library and data centers have subscriptions to some but not all of these.

Getting help in person

  • The University of Guelph Data Resource Center, located in the library, provides help with both data and some of the softwares used to analyze it.

    General Data sources

  • Data Stream   Here are some instructions courtesy of Heather Taylor   Note: At UofG data stream is accessed from the Data Research Center locatedon at the main library - on the first floor behind the Research Help desk. Here is a youtube vido explaining how to download some of the fnancial data from Datastream.
  • Resources for Economists on the Internet
  • EconWPA
  • NBER
  • Journal of Applied Econometrics data archive
  • Chass Data Center (CANSIM,DRI,OECD,CRSP and more)
  • University of Toronto Data Library Service 5th Floor of Robarts Library. Laine G.M. Ruus (416-978-5365, laine.ruus@utoronto.ca )
  • Statistics Canada (on campus: UofG)   (off campus: UofG remote access) (remote access: first login then select "TDR Home" then select CANSIM on TDR pull down menue)

    Canadian data sources

  • Statistics Canada (requires access through Guelph library)
  • Bank of Canada data
  • Independent Electricity Market Operator (Ontario)
  • TSX

    Financial markets: data and information

    Links more oriented towards research and historical data

  • Data Stream   Here are some instructions courtesy of Heather Taylor   Note: At UofG data stream is accessed from the Data Research Center locatedon at the main library - on the first floor behind the Research Help desk.
  • Professor Kenneth French's data library (includes Fama and French factors. A risk free rate series is also given in the Fama and French factor files.)
  • Professor Robert Shiller's on-line (includes stock market and housing price data)
  • Amit Goyal's predictive regression data (from his 2008 paper with Welch and updated to 2015 -- see his web page   someone describes in detail how they replicate the Goyal and Welch (2008) results in R )
  • Data from Campbell and Yogo's 2006 JFE paper from Motohiro Yogo's Google Scholar page link
  • Center for Research on Security Prices (CRSP) Related software:
  • Compustat
  • Thomson Financial Institutional Brokers' Estimate System (I/B/E/S) ( description )
  • The Center for International Securities and Derivatives Markets (CISDM) (includes data on Hedge Funds)
  • Reuters Loan Pricing Corporation (Reuters LPC)
  • Rotman Finance Lab
  • FINWeb
  • NYSE
  • Nasdaq
  • AMEX
  • TSX

    Links more oriented towards current analysis and recent data

  • Yahoo Finance
  • Morningstar (current information on US securities, mutual funds, ETFs, etc.)
  • Globefund (current information on Canadian securities, mutual funds etc.)
  • SEDAR (information on Canadian securities)
  • Financial Data Finder
  • dividendinformation information of high dividend paying stocks

    International and exchange rate data

  • Penn World Table (purchasing power parity and national income accounts)
  • Currencies: UBC, Sauder School of Business
  • Pacific Exchange Rate Service
  • real-time rates
  • Yahoo Currency
  • Enterprise Surveys

    Macroeconomic Economic Data

  • Macro Stats and Data
  • The Quantitative Macroeconomics and Real Business Cycle Home Page
  • NBER
  • Bank of Canada data
  • Canadian Economy Online
  • U.S Federal Reserve Bank data
  • links posted by Professor Nelson Mark

    Housing market data

  • US Housing Statistics
  • More US Housing Statistics
  • Professor Robert Shiller's on-line (includes stock market and housing price data)

    Polling Data

  • Five Thirty Eight
  • Gallup
  • Election Almanac
  • Elections page from SFU

    Big Data

  • Kaggle