Here I group an eclectic group of resources that is relevant to conceptual issues and the practice of economics research. I include writing and computational tools that are useful for practitioners, students, and inquisitive vistors.
Some key economic data sources
- FRED: major repository of domestic and some international economic data
- Current Population Survey (CPS): primary force of labor force statistics in the United States. Administered by the Census under the supervision of the Bureau of Labor Statistics.
- Survey of Income and Program Participation (SIPP): short panel on employment status, earnings, income, and key demographic information that includes monthly data.
- Consumer Expenditure Survey (CEX): continuous flow of information on the purchasing habits of American consumers. Conists of a quarterly interview panel survey and diary.
- Survey of Consumer Finances (SCF): three-year household survey covering balance sheet, pension, income, and other demographic characteristics. Sponsored by the Federal Reserve Board in cooperation with the Treasury.
- Compustat: balance sheet variables on publicly traded firms, available through Wharton Research Data Services and requires a subscription.
- American Time Use Survey: nationally representative U.S. time diary survey. Extract builder available from IPUMS.
- Utilization-adjusted total factor productivity: real-time, quarterly series on total factor productivity with utilization adjusted as in Basu, Fernald, and Kimball (2006)
- A composite help-wanted index developed by Regis Barnichon.
- Euro Area, EU, and European Statistical Data
- Stock market, home prices, and other data from Robert Shiller's webpage
Programming/computational tools for economists
- Lectures in quantitative economics: introduction to Python and Julia applied to economics, developed by Thomas J. Sargent and John Stachurski
- Notes on quantitative macroeconomics by Gianluca Violante
- Notes and examples of Generalized Method of Moments by Richard W. Evans
- Slides and code on Bayesian estimation of DSGE models by Herbst and Schorfheide
- Computational notes on Heterogeneous-Agent Macroeconomics by Alisdair McKay