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.

Economics and Finance Data bases subscribed to by the University and CBE

  • See the link here

    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. &hbsp Note: Datastream has become icon using icon terminals for research and Refinitiv for teaching.
  • Statistica I've been told that the University has a subscription for Guelph users starting in 2019.
  • coronavirus
  • NBER
  • Journal of Applied Econometrics data archive
  • Statistics Canada
  • Ohio State University's list and description of data sources

    Canadian data sources

  • Statistics Canada
  • Bank of Canada data
  • Independent Electricity Market Operator (Ontario)
  • TSX
  • Globefund (current information on Canadian securities, mutual funds etc.)
  • SEDAR (information on Canadian securities)

    Financial markets: data and information

    Financial Data Services Subscribed to at University of Guelph

    As of 2017, these include WRDS (including CRRSP, computstat) and Bloomberg Terminals. For Full details please see https://www.uoguelph.ca/business/databases

    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. Here is a youtube vido explaining how to download some of the fnancial data from Datastream.
  • realized volatilities provided by S&P Dow Jones
  • 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 Risk Lab Professor Dacheng Xiu Provides up-to-date realized volatilities and other risk measures.
  • Eventus (event study software)
  • 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)
  • 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)
  • dividendinformation information of high dividend paying stocks

    International and exchange rate data

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

    Macroeconomic Economic Data

  • U.S Federal Reserve Bank data
  • NBER
  • The Quantitative Macroeconomics and Real Business Cycle Home Page
  • Bank of Canada data

    Demographic Data

    Census data and projections (U.S.)

    Housing market data

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

    Polling Data

  • Five Thirty Eight
  • Gallup

    Big Data

  • Kaggle