The new long macro-financial dataset used for the following paper is now online and open access.
Monnet, Eric, and Damien Puy (2019), “One Ring to Rule Them All? New Evidence on World Cycles“. International Monetary Fund working paper n° 19/202.
The dataset consists of five variables, available for a large cross section of countries since 1950, at quarterly frequency: (i) Real GDP (ii) Credit, (iii) Consumer Prices, (iv) Stock Prices, and (v) Sovereign Bond Yields . It currently covers (i) 37 countries for real GDP (ii) 45 countries for credit (iii) 48 countries for consumer prices (iv) 26 countries for stock prices and (v) 18 countries for bond yields.
The data starts in 1950 (or early 1950s in few cases) and currently ends in 2019 Q4 for all variables.