The need for Capital Market Data

Ever since the great NBER capital market projects and prime days of the Federal Reserve Bulletin there has existed a need for the collection and dissemination of capital markets data.  

Researchers and practitioners want historical data on the capital markets, but long time-series are not yet available as part of the Federal Reserve Board Data Download Program.  My own desire for the information has lead me to start the Capital Markets Data project. The primary goal is simple and straightforward- compile, clean, and distribute any time-series from the historical archives that are still being updated today.  The main primary sources are the archived editions of the Treasury Monthly Bulletin and the Federal Reserve Monthly Bulletin.   I rely on the digitized archives of FRASER- a product of the St. Louis Fed.  

The project is brand new so there are only a few series available for download, but the collection should grow at a rapid clip so check back frequently.

I am an independent researcher that needs funding for my work, so please consider making a donation when downloading a data set. No amount is too small.  Thank you,

Steven

 



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