Statistics for Economics
A vast collection of online data resources, sorted according to statistical source/agency. Links up to just about every major site on the Internet providing statistical information. Very detailed annotation makes searching for specific data a breeze.
Penn World Tables
The Penn World Tables are the sine qua non site for the serious economist who is interested in making cross-country statistical investigations. The Tables have been standardised so that data are comparable across different countries.
World Development Indicators
The World Bank's WDI is an alternative set of cross-country data, usually a good source for more development and international finance-oriented information, such as education rates and debt ratios.
International Relations Data Site
Maintained by Paul R. Hensel at Florida State, this site is a comprehensive, annotated collection of multi-country datasets that are useful to researchers. A nice feature of the annotation is that it lists teh spatial-temporal domain and variables included for each dataset.
Economagic Time Series
A great site with freely-accessible time series data for econometric analysis - the bread-and-butter for international economic studies. Includes multiple countries and a wide variety of macroecononomic data sets.
Global Financial Data
This compiles financial information from worldwide sources. Statistics, however, are pay resources. The data include stock market data, exchange rates, interest rates, commodities and inflation.
KOF Index of Globalization
The KOF index of globalization seeks to capture three main dimensions of globalization: Economic, political, and social. The data are available without charge, and the site itself provides links to papers that utilize the index, as well as details on the variables and their construction methodology.
Eurostat is the official statistical agency for the 15 member countries of the European Union. The site contains a wealth of statistics, although not all are available for free. However, more recent data, as well as analyses, are provided free of charge.
International Statistical Agencies
This list of international statistical agencies is compiled by the US Bureau of Census. It includes links to almost all official country statistics departments, as well as to a few international ones such as the UN Statistics Division. The US Census Bureau itself, which has comprehensive data on the U.S., is linked here.
Harvard CID-Worldbank Datamart
An excellent site for political/development data, with the option of customizing your own dataset by combining subsets from the various sources on the site. If you're into this kind of thing, see also the Polity IV project, the Correlates of War project, as well the collection at the ICPSR.
This site provides more than 100,000 economic statistics, all without charge, covering economic, financial, and demographic data. Access to statistics requires a free site registration.
This is a portal for a host of quantitative as well as qualitative information on a wide range of countries, corporations and industries. Especially useful if you are looking for fairly obscure statistics, or on company profile information. Links to free and fee-based sites.
MULTIMOD Mark III
This is the official IMF site for the most recent version of the MULTIMOD model, a structural econometric system that was the workhorse multi-country model through much of the late 20th century. It includes 7 large industrial, 14 smaller industrial, and 2 blocs for developing and transition economies.
This is an excellent site that applies macroeconometric analysis to a range of macroeconomic models, together with datasets. There is both a US model and, more interestingly, two multi-country models. Well worth the visit.
NtropiX provides software for programmed trading of equities over the Internet, using stochastic analyses of equity prices that exploit market dynamics, making the model useful for programmed trading such as market bubble arbitrage or day trading.
This is the site to go to if you want models, models, models. Goetz Uebe's notebook on macroeconometric models and literature, with clickable PDF files of many models, including international economic models. A little confusing as the lexicon is multi-lingual.
This site links to a host of informational details about econometric software packages available, both those that run online, free downloads for packages, as well as commercially-available offerings. Another very extensive site, with very good annotation, is Econometric Links, provided by the Royal Econometric Society.
Spatial econometrics is an econometrics toolbox by James LeSage that provides canned Matlab econometrics routines for a range of modern econometric estimators, all in the public domain.
State-Space Models with Regime Switching
A host of computer programs and data that accompanies the book by Chang-Jin Kim, of the same title. Includes a range of Gauss routines that includes Markov-switching models, state-space models, and Gibbs sampling.
This classic Matlab primer (in its 3rd edition) is by the late Kermit Sigmon of the University of Florida. Other good guides are Mark Nerlove's notes on Matlab, and, for a cost, the very well-regarded Matlab Guide. One might also wish to consult the introductory manual for the competing package Maple.
Regression with Stata Stata is fast becoming one of the industry standards in econometric software packages. It is compact, quick, and easy to use, although less customizable than packages such as SAS. See the Stata Tutorial by Princeton University, or an equivalent SAS Tutorial.