Federal Reserve Economic Data

  • Millions of Current Dollars, Annual, Not Seasonally Adjusted 1850 to 1939 (2012-08-16)

    These Data Represent Estimates Of The Value Of Nonfarm Building Activity. For Further Information See The Source Work Cited Above And Lipsey & Preston, Pp. 270-71. Source: Manuel Gottlieb, "New Measures Of Value Of Nonfarm Building For The United States Annually 1850-1939, "The Review Of Economics And Statistics, " Nov. 1965 This NBER data series a02241 appears on the NBER website in Chapter 2 at http://www.nber.org/databases/macrohistory/contents/chapter02.html. NBER Indicator: a02241

  • Millions of Short Tons, Annual, Not Seasonally Adjusted 1850 to 1919 (2012-08-15)

    Series Is Presented Here As Two Variables--(1)--Original Data, 1850-1919 (2)--Original Data, 1905-1958. Source: U.S. Bureau Of Mines, Mineral Resources, 1924, Pt. Ii, Pp. 588-589. This NBER data series a01118 appears on the NBER website in Chapter 1 at http://www.nber.org/databases/macrohistory/contents/chapter01.html. NBER Indicator: a01118

  • Index 1910-1914=100, Monthly, Not Seasonally Adjusted Jan 1850 to Dec 1894 (2012-08-16)

    Series Is Presented Here As Three Variables-- (1)--Original Data, 1850-1894 (2)--Original Data, 1890-1914 (3)-- Original Data, 1913-1968. Source: G.F. Warren And F.A. Pearson, "Prices" Pp. 12-13 This NBER data series m04048a appears on the NBER website in Chapter 4 at http://www.nber.org/databases/macrohistory/contents/chapter04.html. NBER Indicator: m04048a

  • Millions of Linear Yards, Monthly, Not Seasonally Adjusted Jan 1851 to Dec 1921 (2012-08-17)

    Series Is Presented Here As Two Variables--(1)--Original Data,1851-1921 (2)--Original Data, 1921-1936. Beginning In 1913, The Item, "Flags, Handkerchiefs, And Shawls, Not In The Piece", Given Elsewhere Is Here Added To "Total Cotton Piece Goods" To Retain Comparability With Data Prior To 1913. However, This Item Is Composed Of (A) "Flags, Handkerchiefs, Shawls, Not In The Piece, Printed" And (B)"Flags, Handkerchiefs, Shawls, Not In The Piece, Other Sorts". Prior To 1913 This Latter Article (B) Was Not Included, Being Unavailable In "Unenumerated Cotton Manufactures". Therefore, The Figures From 1913 On Are Too High By This Amount. The Difference Is So Slight That The Series Is Treated As Continuous And Not With An Overlap. The Figures For 1913 Excluding (B) (Comparable With 1912 And Prerchiefs, Shawls, Not In The Piece, Printed" And (B) H - 564; April - 590; May - 609; June - 618; July - 642; August - 582; September - 552; October - 634; November - 567; December - 534. Source: Accounts Relating To Trade And Navigation This NBER data series m07036a appears on the NBER website in Chapter 7 at http://www.nber.org/databases/macrohistory/contents/chapter07.html. NBER Indicator: m07036a

  • Billions of Metric Ton-Kilometers, Annual, Not Seasonally Adjusted 1851 to 1935 (2012-08-16)

    Data Exclude Vehicles And Animals. Data For 1870-1919 Exclude Alsace Lorraine. Source: Statistique Des Chemins De Fer Francais, 1910, Pp. 367 And 369; 1925, P. 76; 1935, P. 82.; Annuarie Statistique, 1936, Pp. 94-95. This NBER data series a03007b appears on the NBER website in Chapter 3 at http://www.nber.org/databases/macrohistory/contents/chapter03.html. NBER Indicator: a03007b

  • Index 1879-1888=100, Annual, Not Seasonally Adjusted 1851 to 1900 (2012-08-16)

    Series Is Presented Here As Two Variables --(1)-- Original Data, 1851-1900 (2)--Original Data, 1879-1902, 1907-1914. Data For 1851-1878 Are For 24 Commodities (In Hamburg) And Were Compiled By 64 Chambers Of Commerce. Data For 1879-1900 Are For 29 Commodities (K. Stat. Amt.) And Are Mainly For Raw Materials, Agricultural And Industrial, Some Semi-Finished (Yarn), Petroleum, Metals And Pig Iron. Source: Die Beiregung Du Warenpreise, "Grosshandlespreise". This NBER data series a04054 appears on the NBER website in Chapter 4 at http://www.nber.org/databases/macrohistory/contents/chapter04.html. NBER Indicator: a04054

  • Millions of Pounds, Monthly, Not Seasonally Adjusted Dec 1851 to Jun 1937 (2012-08-17)

    Source: Accounts Relating To Trade And Navigation This NBER data series m07034 appears on the NBER website in Chapter 7 at http://www.nber.org/databases/macrohistory/contents/chapter07.html. NBER Indicator: m07034

  • Percent, Monthly, Not Seasonally Adjusted Jan 1852 to Dec 1888 (2012-08-20)

    Series Is Presented Here As Three Variables--(1)--Original Data, 1840-1852 (2)--Original Data, 1852-1888 (3)--Original Data, 1888-1938. Source: Statistical Abstract For The United Kingdom This NBER data series m13041b appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13041b

  • Percent, Monthly, Not Seasonally Adjusted Jan 1852 to Feb 1940 (2012-08-20)

    When Rates Changed During A Month NBER Weighted Each Rate By The Number Of Days It Was In Effect. Source: Data For 1852-1920: Bulletin De Statistique Et De Legislation Comparee, Vol. 91, 1921, Pp. 524-525. Data For 1921-1933: Annuaire Statistique. Data For 1934-1940: The Economist (London). This NBER data series m13014 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13014

  • Millions of Acres, Annual, Not Seasonally Adjusted 1852 to 1938 (2012-08-15)

    Series Is Presented Here As Two Variables--(1)--Original Data, 1852-1938 (2)--Original Data, 1932-1939. This Series Covers The United Kingdom And Eire, Called The British Isles In Wheat Studies To 1934. After 1934 Computed By Adding United Kingdom To Eire. Source: Data For 1852-1885: Journal Of The Royal Agricultural Society Of England, Third Series, 1893, Vol. 4, P. 132. Data For 1886-1938: Food Research Institute, "Wheat Studies", April 1933, P. 268; December 1933, P. 122; December 1938, P. 239. This NBER data series a01031a appears on the NBER website in Chapter 1 at http://www.nber.org/databases/macrohistory/contents/chapter01.html. NBER Indicator: a01031a

  • Millions of Bushels (60 Pounds), Annual, Not Seasonally Adjusted 1852 to 1891 (2012-08-15)

    Series Is Presented Here As Two Variables--(1)--Original Data, 1852-1891 (2)--Original Data, 1885-1938. Data Are For American Sixty Pound Bushels Converted From Quarters Of Eight Sixty-One Pound Bushels By Multiplying Original Data By 8.1333. Source: J.B. Lawes And J.K. Gilbert, On The Home Produce, Imports, Consumption, And Price Of Wheat, Over Forty Harvest Years, 1852-3 To 1891-92; Journal Of The Royal Agricultural Society Of England, Volume 4, 1893, P. 132. This NBER data series a01010a appears on the NBER website in Chapter 1 at http://www.nber.org/databases/macrohistory/contents/chapter01.html. NBER Indicator: a01010a

  • Percent, Annual, Not Seasonally Adjusted 1853 to 2016 (2018-09-20)

    Calendar year average. This series was constructed by the Bank of England as part of the Three Centuries of Macroeconomic Data project by combining data from a number of academic and official sources. For more information, please refer to the Three Centuries spreadsheet at https://www.bankofengland.co.uk/statistics/research-datasets. Users are advised to check the underlying assumptions behind this series in the relevant worksheets of the spreadsheet. In many cases alternative assumptions might be appropriate. Users are permitted to reproduce this series in their own work as it represents Bank calculations and manipulations of underlying series that are the copyright of the Bank of England provided that underlying sources are cited appropriately. For appropriate citation please see the Three Centuries spreadsheet for guidance and a list of the underlying sources.

  • Pounds per 100 Shares, Monthly, Not Seasonally Adjusted Jan 1853 to Dec 1888 (2012-08-15)

    Series Is Presented Here As Two Variables--(1)--Original Data, 1853-1888 (2)--Original Data, 1888-1934. 1853-1856 Data Were Computed By NBER By Averaging The Highs And Lows Of The Daily Quotations Throughout The Month. Data From The Statistical Abstract Of The United Kingdom Are Given Directly And Are "Averages For The Month." Source: Gentleman'S Magazine, Monthly, For 1853-1856 Data; For 1857- 1888 Data, See The Statistical Abstract Of The United Kingdom. This NBER data series m11017a appears on the NBER website in Chapter 11 at http://www.nber.org/databases/macrohistory/contents/chapter11.html. NBER Indicator: m11017a

  • Millions of Dollars, Monthly, Not Seasonally Adjusted Oct 1853 to Sep 1943 (2012-08-17)

    1853-1883 Daily Averages Were Computed By Dividing Original Monthly Totals By Calendar Days. 1884-1934 Data Were Computed By Subtracting The Outside New York City Daily Average From The Total U.S. Averages, Which In Turn Were Computed By The Business Cycle Study Taken From Monthly Totals In The Commercial And Financial Chronicle. Source: Annual Reports Of The Chamber Of Commerce Of New York State For October, 1853-September, 1860; Bankers Magazine (American) For October, 1860 To December, 1861; Merchant'S Magazine For 1862-1863; Annual Reports Of The Chamber Of Commerce Of New York City For 1864-1874; The Public For 1875-1883; Commercial And Financial Chronicle, Business Cycle Study, For 1884-1943. This NBER data series m12015 appears on the NBER website in Chapter 12 at http://www.nber.org/databases/macrohistory/contents/chapter12.html. NBER Indicator: m12015

  • Millions of Current Dollars, Annual, Not Seasonally Adjusted 1854 to 1943 (2012-08-16)

    Data Are Not Available For 1871 Beause Of The Chicago Fire, Which Destroyed City Government Buildings And Newspaper Offices. The Data For 1872 Cover The Period Oct. 9, 1871 To Oct. 9, 1872. Source: 1854-1933, Homer Hoyt, "One Hundred Years Of Land Values In Chicago, " 1830-1933; 1934-43, The Economist (Chicago), Annual Reviews. The Original Sources Were: Building Dept. Of Chicago Reports, Chicago Tribune, And Chicago Daily News Almanac. This NBER data series a02047 appears on the NBER website in Chapter 2 at http://www.nber.org/databases/macrohistory/contents/chapter02.html. NBER Indicator: a02047

  • Millions of Long Tons, Annual, Not Seasonally Adjusted 1854 to 1921 (2012-08-15)

    Data Include Ireland. Data For 1893 Were Affected By Various Labor Disputes Beginning On July 8 And Ending December 9. Data For 1912 Were Affected By Stike Lasting From February 26 To April 15. Source: Data For 1854-1872: Coal And Iron Industries Of The United Kingdom, P. 296. Data For 1873-1921: Annual Reports Of The Secretary Of Mines. This NBER data series a01211 appears on the NBER website in Chapter 1 at http://www.nber.org/databases/macrohistory/contents/chapter01.html. NBER Indicator: a01211

  • Thousands of Current Dollars, Annual, Not Seasonally Adjusted 1854 to 1914 (2012-08-16)

    Content: Allocated To Estimated Year Of Construction, In Thousands Of 1913 Dollars (Deflated By Riggleman Index). For Further Information, See Lipsey And Preston, And The Source Work Cited Above. Source: Manuel Gottlieb, "Long Swings In Urban Development, " Table E-1 (Microfiche), Original Data From Annual Report Of Commissioner Of Common Schools. This NBER data series a02282 appears on the NBER website in Chapter 2 at http://www.nber.org/databases/macrohistory/contents/chapter02.html. NBER Indicator: a02282

  • Millions of Pounds Sterling, Monthly, Not Seasonally Adjusted Jan 1854 to Nov 1928 (2012-08-20)

    Data Through 1907 Were Computed From Thirteen Published Figures Per Year. Those Figures Published Before The Tenth Of The Month Were Considered To Fall At The Beginning Of The Month; Those Figures Published After The Twenty-First Of The Month Were Considered To Fall On The Beginning Of The Next Month. Those Figures Published Between The Tenth And The Twenty-First Were Averaged. After 1907 Monthly Figures Were Published. Source: Bankers' Magazine. This NBER data series m14081 appears on the NBER website in Chapter 14 at http://www.nber.org/databases/macrohistory/contents/chapter14.html. NBER Indicator: m14081

  • +1 or 0, Quarterly, Not Seasonally Adjusted Q4 1854 to Q3 2024 (Oct 1)

    This time series is an interpretation of US Business Cycle Expansions and Contractions data provided by The National Bureau of Economic Research (NBER) at http://www.nber.org/cycles/cyclesmain.html. Our time series is composed of dummy variables that represent periods of expansion and recession. The NBER identifies months and quarters of turning points without designating a date within the period that turning points occurred. The dummy variable adopts an arbitrary convention that the turning point occurred at a specific date within the period. The arbitrary convention does not reflect any judgment on this issue by the NBER's Business Cycle Dating Committee. A value of 1 is a recessionary period, while a value of 0 is an expansionary period. For this time series, the recession begins the first day of the period following a peak and ends on the last day of the period of the trough. For more options on recession shading, see the notes and links below. The recession shading data that we provide initially comes from the source as a list of dates that are either an economic peak or trough. We interpret dates into recession shading data using one of three arbitrary methods. All of our recession shading data is available using all three interpretations. The period between a peak and trough is always shaded as a recession. The peak and trough are collectively extrema. Depending on the application, the extrema, both individually and collectively, may be included in the recession period in whole or in part. In situations where a portion of a period is included in the recession, the whole period is deemed to be included in the recession period. The first interpretation, known as the midpoint method, is to show a recession from the midpoint of the peak through the midpoint of the trough for monthly and quarterly data. For daily data, the recession begins on the 15th of the month of the peak and ends on the 15th of the month of the trough. Daily data is a disaggregation of monthly data. For monthly and quarterly data, the entire peak and trough periods are included in the recession shading. This method shows the maximum number of periods as a recession for monthly and quarterly data. The Federal Reserve Bank of St. Louis uses this method in its own publications. A version of this time series represented using the midpoint method can be found at: https://fred.stlouisfed.org/series/USRECQM The second interpretation, known as the trough method, is to show a recession from the period following the peak through the trough (i.e. the peak is not included in the recession shading, but the trough is). For daily data, the recession begins on the first day of the first month following the peak and ends on the last day of the month of the trough. Daily data is a disaggregation of monthly data. The trough method is used when displaying data on FRED graphs. The trough method is used for this series. The third interpretation, known as the peak method, is to show a recession from the period of the peak to the trough (i.e. the peak is included in the recession shading, but the trough is not). For daily data, the recession begins on the first day of the month of the peak and ends on the last day of the month preceding the trough. Daily data is a disaggregation of monthly data. A version of this time series represented using the peak method can be found at: https://fred.stlouisfed.org/series/USRECQP

  • +1 or 0, Quarterly, Not Seasonally Adjusted Q4 1854 to Q3 2024 (Oct 1)

    This time series is an interpretation of US Business Cycle Expansions and Contractions data provided by The National Bureau of Economic Research (NBER) at http://www.nber.org/cycles/cyclesmain.html. Our time series is composed of dummy variables that represent periods of expansion and recession. The NBER identifies months and quarters of turning points without designating a date within the period that turning points occurred. The dummy variable adopts an arbitrary convention that the turning point occurred at a specific date within the period. The arbitrary convention does not reflect any judgment on this issue by the NBER's Business Cycle Dating Committee. A value of 1 is a recessionary period, while a value of 0 is an expansionary period. For this time series, the recession begins midpoint of the period of the peak and ends midpoint of the period of the trough. Therefore, the recession period includes the entire period of both peak and trough. For more options on recession shading, see the notes and links below. The recession shading data that we provide initially comes from the source as a list of dates that are either an economic peak or trough. We interpret dates into recession shading data using one of three arbitrary methods. All of our recession shading data is available using all three interpretations. The period between a peak and trough is always shaded as a recession. The peak and trough are collectively extrema. Depending on the application, the extrema, both individually and collectively, may be included in the recession period in whole or in part. In situations where a portion of a period is included in the recession, the whole period is deemed to be included in the recession period. The first interpretation, known as the midpoint method, is to show a recession from the midpoint of the peak through the midpoint of the trough for monthly and quarterly data. For daily data, the recession begins on the 15th of the month of the peak and ends on the 15th of the month of the trough. Daily data is a disaggregation of monthly data. For monthly and quarterly data, the entire peak and trough periods are included in the recession shading. This method shows the maximum number of periods as a recession for monthly and quarterly data. The Federal Reserve Bank of St. Louis uses this method in its own publications. The midpoint method is used for this series. The second interpretation, known as the trough method, is to show a recession from the period following the peak through the trough (i.e. the peak is not included in the recession shading, but the trough is). For daily data, the recession begins on the first day of the first month following the peak and ends on the last day of the month of the trough. Daily data is a disaggregation of monthly data. The trough method is used when displaying data on FRED graphs. A version of this time series represented using the trough method can be found at: https://fred.stlouisfed.org/series/USRECQ The third interpretation, known as the peak method, is to show a recession from the period of the peak to the trough (i.e. the peak is included in the recession shading, but the trough is not). For daily data, the recession begins on the first day of the month of the peak and ends on the last day of the month preceding the trough. Daily data is a disaggregation of monthly data. A version of this time series represented using the peak method can be found at: https://fred.stlouisfed.org/series/USRECQP

  • +1 or 0, Quarterly, Not Seasonally Adjusted Q4 1854 to Q3 2024 (Oct 1)

    This time series is an interpretation of US Business Cycle Expansions and Contractions data provided by The National Bureau of Economic Research (NBER) at http://www.nber.org/cycles/cyclesmain.html. Our time series is composed of dummy variables that represent periods of expansion and recession. The NBER identifies months and quarters of turning points without designating a date within the period that turning points occurred. The dummy variable adopts an arbitrary convention that the turning point occurred at a specific date within the period. The arbitrary convention does not reflect any judgment on this issue by the NBER's Business Cycle Dating Committee. A value of 1 is a recessionary period, while a value of 0 is an expansionary period. For this time series, the recession begins the first day of the period of the peak and ends on the last day of the period before the trough. For more options on recession shading, see the notes and links below. The recession shading data that we provide initially comes from the source as a list of dates that are either an economic peak or trough. We interpret dates into recession shading data using one of three arbitrary methods. All of our recession shading data is available using all three interpretations. The period between a peak and trough is always shaded as a recession. The peak and trough are collectively extrema. Depending on the application, the extrema, both individually and collectively, may be included in the recession period in whole or in part. In situations where a portion of a period is included in the recession, the whole period is deemed to be included in the recession period. The first interpretation, known as the midpoint method, is to show a recession from the midpoint of the peak through the midpoint of the trough for monthly and quarterly data. For daily data, the recession begins on the 15th of the month of the peak and ends on the 15th of the month of the trough. Daily data is a disaggregation of monthly data. For monthly and quarterly data, the entire peak and trough periods are included in the recession shading. This method shows the maximum number of periods as a recession for monthly and quarterly data. The Federal Reserve Bank of St. Louis uses this method in its own publications. A version of this time series represented using the midpoint method can be found at: https://fred.stlouisfed.org/series/USRECQM The second interpretation, known as the trough method, is to show a recession from the period following the peak through the trough (i.e. the peak is not included in the recession shading, but the trough is). For daily data, the recession begins on the first day of the first month following the peak and ends on the last day of the month of the trough. Daily data is a disaggregation of monthly data. The trough method is used when displaying data on FRED graphs. A version of this time series represented using the trough method can be found at: https://fred.stlouisfed.org/series/USRECQ The third interpretation, known as the peak method, is to show a recession from the period of the peak to the trough (i.e. the peak is included in the recession shading, but the trough is not). For daily data, the recession begins on the first day of the month of the peak and ends on the last day of the month preceding the trough. Daily data is a disaggregation of monthly data. The peak method is used for this series.

  • Millions of Pounds, Monthly, Not Seasonally Adjusted Dec 1854 to Dec 1953 (2012-08-17)

    Beginning In 1930, The Data Were Also Checked Currently With The Royal Economic Society, Memorandum. For 1934 See British Library Of Information For Volumes. Includes Shipments By Government Departments Of Aircraft And Other Vehicles (Except Tyres And Tubes For Road Vehicles) And Arms, Ammunition And Military And Naval Stores (P. Iii) For 1941 And 1942. Central Statistical Office, Monthly Digest Of Statistics, Feb. 1951. Figures From January 1952 Take Account Of The Increased Valuation Of Parcel Post. Source: Board Of Trade, Accounts Relating To Trade & Navigation Through 1941 Data; Board Of Trade, Accounts Relating To The Export Trade Of The United Kingdom For 1938, 1942-1943; For Later Years, See The Customs And Excise Department, Accounts Relating To The Trade And Navigation Of The United Kingdom, Monthly; Statistical Office; Central Statistical Office, Monthly Digest Of Statistics, January, 1953 For 1951; November 1953 For 1952; January, 1954 For 1953. This NBER data series m07024 appears on the NBER website in Chapter 7 at http://www.nber.org/databases/macrohistory/contents/chapter07.html. NBER Indicator: m07024

  • +1 or 0, Monthly, Not Seasonally Adjusted Dec 1854 to Sep 2024 (Oct 1)

    This time series is an interpretation of US Business Cycle Expansions and Contractions data provided by The National Bureau of Economic Research (http://www.nber.org/cycles/cyclesmain.html) (NBER). Our time series is composed of dummy variables that represent periods of expansion and recession. The NBER identifies months and quarters of turning points without designating a date within the period that turning points occurred. The dummy variable adopts an arbitrary convention that the turning point occurred at a specific date within the period. The arbitrary convention does not reflect any judgment on this issue by the NBER's Business Cycle Dating Committee. A value of 1 is a recessionary period, while a value of 0 is an expansionary period. For this time series, the recession begins the first day of the period following a peak and ends on the last day of the period of the trough. For more options on recession shading, see the notes and links below. The recession shading data that we provide initially comes from the source as a list of dates that are either an economic peak or trough. We interpret dates into recession shading data using one of three arbitrary methods. All of our recession shading data is available using all three interpretations. The period between a peak and trough is always shaded as a recession. The peak and trough are collectively extrema. Depending on the application, the extrema, both individually and collectively, may be included in the recession period in whole or in part. In situations where a portion of a period is included in the recession, the whole period is deemed to be included in the recession period. The first interpretation, known as the midpoint method, is to show a recession from the midpoint of the peak through the midpoint of the trough for monthly and quarterly data. For daily data, the recession begins on the 15th of the month of the peak and ends on the 15th of the month of the trough. Daily data is a disaggregation of monthly data. For monthly and quarterly data, the entire peak and trough periods are included in the recession shading. This method shows the maximum number of periods as a recession for monthly and quarterly data. The Federal Reserve Bank of St. Louis uses this method in its own publications. One version of this time series is represented using the midpoint method (https://fred.stlouisfed.org/series/USRECM) The second interpretation, known as the trough method, is to show a recession from the period following the peak through the trough (i.e. the peak is not included in the recession shading, but the trough is). For daily data, the recession begins on the first day of the first month following the peak and ends on the last day of the month of the trough. Daily data is a disaggregation of monthly data. The trough method is used when displaying data on FRED graphs. The trough method is used for this series. The third interpretation, known as the peak method, is to show a recession from the period of the peak to the trough (i.e. the peak is included in the recession shading, but the trough is not). For daily data, the recession begins on the first day of the month of the peak and ends on the last day of the month preceding the trough. Daily data is a disaggregation of monthly data. Here is an example of this time series represented using the peak method (https://fred.stlouisfed.org/series/USRECP).

  • +1 or 0, Monthly, Not Seasonally Adjusted Dec 1854 to Sep 2024 (Oct 1)

    This time series is an interpretation of US Business Cycle Expansions and Contractions data provided by The National Bureau of Economic Research (NBER) at http://www.nber.org/cycles/cyclesmain.html. Our time series is composed of dummy variables that represent periods of expansion and recession. The NBER identifies months and quarters of turning points without designating a date within the period that turning points occurred. The dummy variable adopts an arbitrary convention that the turning point occurred at a specific date within the period. The arbitrary convention does not reflect any judgment on this issue by the NBER's Business Cycle Dating Committee. A value of 1 is a recessionary period, while a value of 0 is an expansionary period. For this time series, the recession begins midpoint of the period of the peak and ends midpoint of the period of the trough. Therefore, the recession period includes the entire period of both peak and trough. For more options on recession shading, see the notes and links below. The recession shading data that we provide initially comes from the source as a list of dates that are either an economic peak or trough. We interpret dates into recession shading data using one of three arbitrary methods. All of our recession shading data is available using all three interpretations. The period between a peak and trough is always shaded as a recession. The peak and trough are collectively extrema. Depending on the application, the extrema, both individually and collectively, may be included in the recession period in whole or in part. In situations where a portion of a period is included in the recession, the whole period is deemed to be included in the recession period. The first interpretation, known as the midpoint method, is to show a recession from the midpoint of the peak through the midpoint of the trough for monthly and quarterly data. For daily data, the recession begins on the 15th of the month of the peak and ends on the 15th of the month of the trough. Daily data is a disaggregation of monthly data. For monthly and quarterly data, the entire peak and trough periods are included in the recession shading. This method shows the maximum number of periods as a recession for monthly and quarterly data. The Federal Reserve Bank of St. Louis uses this method in its own publications. The midpoint method is used for this series. The second interpretation, known as the trough method, is to show a recession from the period following the peak through the trough (i.e. the peak is not included in the recession shading, but the trough is). For daily data, the recession begins on the first day of the first month following the peak and ends on the last day of the month of the trough. Daily data is a disaggregation of monthly data. The trough method is used when displaying data on FRED graphs. A version of this time series represented using the trough method can be found at: https://fred.stlouisfed.org/series/USREC The third interpretation, known as the peak method, is to show a recession from the period of the peak to the trough (i.e. the peak is included in the recession shading, but the trough is not). For daily data, the recession begins on the first day of the month of the peak and ends on the last day of the month preceding the trough. Daily data is a disaggregation of monthly data. A version of this time series represented using the peak method can be found at: https://fred.stlouisfed.org/series/USRECP

  • +1 or 0, Monthly, Not Seasonally Adjusted Dec 1854 to Sep 2024 (Oct 1)

    This time series is an interpretation of US Business Cycle Expansions and Contractions data provided by The National Bureau of Economic Research (NBER) at http://www.nber.org/cycles/cyclesmain.html. Our time series is composed of dummy variables that represent periods of expansion and recession. The NBER identifies months and quarters of turning points without designating a date within the period that turning points occurred. The dummy variable adopts an arbitrary convention that the turning point occurred at a specific date within the period. The arbitrary convention does not reflect any judgment on this issue by the NBER's Business Cycle Dating Committee. A value of 1 is a recessionary period, while a value of 0 is an expansionary period. For this time series, the recession begins the first day of the period of the peak and ends on the last day of the period before the trough. For more options on recession shading, see the notes and links below. The recession shading data that we provide initially comes from the source as a list of dates that are either an economic peak or trough. We interpret dates into recession shading data using one of three arbitrary methods. All of our recession shading data is available using all three interpretations. The period between a peak and trough is always shaded as a recession. The peak and trough are collectively extrema. Depending on the application, the extrema, both individually and collectively, may be included in the recession period in whole or in part. In situations where a portion of a period is included in the recession, the whole period is deemed to be included in the recession period. The first interpretation, known as the midpoint method, is to show a recession from the midpoint of the peak through the midpoint of the trough for monthly and quarterly data. For daily data, the recession begins on the 15th of the month of the peak and ends on the 15th of the month of the trough. Daily data is a disaggregation of monthly data. For monthly and quarterly data, the entire peak and trough periods are included in the recession shading. This method shows the maximum number of periods as a recession for monthly and quarterly data. The Federal Reserve Bank of St. Louis uses this method in its own publications. A version of this time series represented using the midpoint method can be found at: https://fred.stlouisfed.org/series/USRECM The second interpretation, known as the trough method, is to show a recession from the period following the peak through the trough (i.e. the peak is not included in the recession shading, but the trough is). For daily data, the recession begins on the first day of the first month following the peak and ends on the last day of the month of the trough. Daily data is a disaggregation of monthly data. The trough method is used when displaying data on FRED graphs. A version of this time series represented using the trough method can be found at: https://fred.stlouisfed.org/series/USREC The third interpretation, known as the peak method, is to show a recession from the period of the peak to the trough (i.e. the peak is included in the recession shading, but the trough is not). For daily data, the recession begins on the first day of the month of the peak and ends on the last day of the month preceding the trough. Daily data is a disaggregation of monthly data. The peak method is used for this series.

  • +1 or 0, Daily, Not Seasonally Adjusted 1854-12-01 to 2024-10-28 (15 hours ago)

    This time series is an interpretation of US Business Cycle Expansions and Contractions data provided by The National Bureau of Economic Research (NBER) at http://www.nber.org/cycles/cyclesmain.html. The NBER identifies months and quarters of turning points without designating a date within the period that turning points occurred. The dummy variable adopts an arbitrary convention that the turning point occurred at a specific date within the period. The arbitrary convention does not reflect any judgment on this issue by the NBER's Business Cycle Dating Committee. Our time series is composed of dummy variables that represent periods of expansion and recession. A value of 1 is a recessionary period, while a value of 0 is an expansionary period. For this time series, the recession begins on the 15th day of the month of the peak and ends on the 15th day of the month of the trough. This time series is a disaggregation of the monthly series. For more options on recession shading, see the note and links below. The recession shading data that we provide initially comes from the source as a list of dates that are either an economic peak or trough. We interpret dates into recession shading data using one of three arbitrary methods. All of our recession shading data is available using all three interpretations. The period between a peak and trough is always shaded as a recession. The peak and trough are collectively extrema. Depending on the application, the extrema, both individually and collectively, may be included in the recession period in whole or in part. In situations where a portion of a period is included in the recession, the whole period is deemed to be included in the recession period. The first interpretation, known as the midpoint method, is to show a recession from the midpoint of the peak through the midpoint of the trough for monthly and quarterly data. For daily data, the recession begins on the 15th of the month of the peak and ends on the 15th of the month of the trough. Daily data is a disaggregation of monthly data. For monthly and quarterly data, the entire peak and trough periods are included in the recession shading. This method shows the maximum number of periods as a recession for monthly and quarterly data. The Federal Reserve Bank of St. Louis uses this method in its own publications. A version of this time series represented using the midpoint method can be found at: https://fred.stlouisfed.org/series/USRECDM The second interpretation, known as the trough method, is to show a recession from the period following the peak through the trough (i.e. the peak is not included in the recession shading, but the trough is). For daily data, the recession begins on the first day of the first month following the peak and ends on the last day of the month of the trough. Daily data is a disaggregation of monthly data. The trough method is used when displaying data on FRED graphs. The midpoint method is used for this series. The third interpretation, known as the peak method, is to show a recession from the period of the peak to the trough (i.e. the peak is included in the recession shading, but the trough is not). For daily data, the recession begins on the first day of the month of the peak and ends on the last day of the month preceding the trough. Daily data is a disaggregation of monthly data. A version of this time series represented using the peak method can be found at: https://fred.stlouisfed.org/series/USRECDP

  • +1 or 0, Daily, Not Seasonally Adjusted 1854-12-01 to 2024-10-28 (15 hours ago)

    This time series is an interpretation of US Business Cycle Expansions and Contractions data provided by The National Bureau of Economic Research (NBER) at http://www.nber.org/cycles/cyclesmain.html. The NBER identifies months and quarters of turning points without designating a date within the period that turning points occurred. The dummy variable adopts an arbitrary convention that the turning point occurred at a specific date within the period. The arbitrary convention does not reflect any judgment on this issue by the NBER's Business Cycle Dating Committee. Our time series is composed of dummy variables that represent periods of expansion and recession. A value of 1 is a recessionary period, while a value of 0 is an expansionary period. For this time series, the recession begins on the 15th day of the month of the peak and ends on the 15th day of the month of the trough. This time series is a disaggregation of the monthly series. For more options on recession shading, see the note and links below. The recession shading data that we provide initially comes from the source as a list of dates that are either an economic peak or trough. We interpret dates into recession shading data using one of three arbitrary methods. All of our recession shading data is available using all three interpretations. The period between a peak and trough is always shaded as a recession. The peak and trough are collectively extrema. Depending on the application, the extrema, both individually and collectively, may be included in the recession period in whole or in part. In situations where a portion of a period is included in the recession, the whole period is deemed to be included in the recession period. The first interpretation, known as the midpoint method, is to show a recession from the midpoint of the peak through the midpoint of the trough for monthly and quarterly data. For daily data, the recession begins on the 15th of the month of the peak and ends on the 15th of the month of the trough. Daily data is a disaggregation of monthly data. For monthly and quarterly data, the entire peak and trough periods are included in the recession shading. This method shows the maximum number of periods as a recession for monthly and quarterly data. The Federal Reserve Bank of St. Louis uses this method in its own publications. The midpoint method is used for this series. The second interpretation, known as the trough method, is to show a recession from the period following the peak through the trough (i.e. the peak is not included in the recession shading, but the trough is). For daily data, the recession begins on the first day of the first month following the peak and ends on the last day of the month of the trough. Daily data is a disaggregation of monthly data. The trough method is used when displaying data on FRED graphs. A version of this time series represented using the trough method can be found at: https://fred.stlouisfed.org/series/USRECD The third interpretation, known as the peak method, is to show a recession from the period of the peak to the trough (i.e. the peak is included in the recession shading, but the trough is not). For daily data, the recession begins on the first day of the month of the peak and ends on the last day of the month preceding the trough. Daily data is a disaggregation of monthly data. A version of this time series represented using the peak method can be found at: https://fred.stlouisfed.org/series/USRECDP

  • +1 or 0, Daily, Not Seasonally Adjusted 1854-12-01 to 2024-10-28 (15 hours ago)

    This time series is an interpretation of US Business Cycle Expansions and Contractions data provided by The National Bureau of Economic Research (NBER) at http://www.nber.org/cycles/cyclesmain.html. Our time series is composed of dummy variables that represent periods of expansion and recession. The NBER identifies months and quarters of turning points without designating a date within the period that turning points occurred. The dummy variable adopts an arbitrary convention that the turning point occurred at a specific date within the period. The arbitrary convention does not reflect any judgment on this issue by the NBER's Business Cycle Dating Committee. A value of 1 is a recessionary period, while a value of 0 is an expansionary period. For this time series, the recession begins the first day of the period of the peak and ends on the last day of the period before the trough. For more options on recession shading, see the notes and links below. The recession shading data that we provide initially comes from the source as a list of dates that are either an economic peak or trough. We interpret dates into recession shading data using one of three arbitrary methods. All of our recession shading data is available using all three interpretations. The period between a peak and trough is always shaded as a recession. The peak and trough are collectively extrema. Depending on the application, the extrema, both individually and collectively, may be included in the recession period in whole or in part. In situations where a portion of a period is included in the recession, the whole period is deemed to be included in the recession period. The first interpretation, known as the midpoint method, is to show a recession from the midpoint of the peak through the midpoint of the trough for monthly and quarterly data. For daily data, the recession begins on the 15th of the month of the peak and ends on the 15th of the month of the trough. Daily data is a disaggregation of monthly data. For monthly and quarterly data, the entire peak and trough periods are included in the recession shading. This method shows the maximum number of periods as a recession for monthly and quarterly data. The Federal Reserve Bank of St. Louis uses this method in its own publications. A version of this time series represented using the midpoint method can be found at: https://fred.stlouisfed.org/series/USRECDM The second interpretation, known as the trough method, is to show a recession from the period following the peak through the trough (i.e. the peak is not included in the recession shading, but the trough is). For daily data, the recession begins on the first day of the first month following the peak and ends on the last day of the month of the trough. Daily data is a disaggregation of monthly data. The trough method is used when displaying data on FRED graphs. A version of this time series represented using the trough method can be found at: https://fred.stlouisfed.org/series/USRECD The third interpretation, known as the peak method, is to show a recession from the period of the peak to the trough (i.e. the peak is included in the recession shading, but the trough is not). For daily data, the recession begins on the first day of the month of the peak and ends on the last day of the month preceding the trough. Daily data is a disaggregation of monthly data. The peak method is used for this series.

  • Number of Buildings, Annual, Not Seasonally Adjusted 1855 to 1911 (2012-08-16)

    Content: New Residential Buildings Erected. This Series Does Not Include Annexations Of 1902. Source: Bremischen Statistisches Landesamt

  • Miles, Annual, Not Seasonally Adjusted 1855 to 1936 (2012-08-16)

    Data Include Alleys And Streets Under Special Assessments And Private Contracts. Source: City Of Chicago, Board Of Local Improvements, "Quadrennial Report 1915-18, " P. 40, "Sixteen Year Record Of Achievement, 1916-31, " P.101;"Annual Reports Of The Chicago Public Works Dept., " 1931-36. This NBER data series a02094b appears on the NBER website in Chapter 2 at http://www.nber.org/databases/macrohistory/contents/chapter02.html. NBER Indicator: a02094b

  • Percent of Normal, Quarterly, Seasonally Adjusted Q1 1855 to Q2 1914 (2012-08-17)

    This Index Is A Mean Of Percentage Deviations From Secular Trends Corrected For Seasonal Variations And Expressed In Units Of Standard Deviations. The Number Of Series Included Rises From Two In 1855-1880, To Six In 1887-1896, And To Seven In 1897-1914. Source: Journal Of The American Statistical Association, March, 1926, P.60. This NBER data series q12010 appears on the NBER website in Chapter 12 at http://www.nber.org/databases/macrohistory/contents/chapter12.html. NBER Indicator: q12010

  • Percent, Monthly, Not Seasonally Adjusted Jan 1855 to Dec 1910 (2012-08-17)

    Data Were Computed By NBER From Published Figures For The Number Unemployed At The End Of Each Month And From Figures Of Total Members At The End Of Each Month, Derived From Given Year-End Membership Figures By Straight Line Interpolation. Source: Computed By NBER From Data In Annual Reports Of The Friendly Society Of Iron Founders Of England, Ireland, And Wales. This NBER data series m08141 appears on the NBER website in Chapter 8 at http://www.nber.org/databases/macrohistory/contents/chapter08.html. NBER Indicator: m08141

  • Percent, Monthly, Seasonally Adjusted Jan 1855 to Dec 2016 (2017-08-23)

    This series was constructed by the Bank of England as part of the Three Centuries of Macroeconomic Data project by combining data from a number of academic and official sources. For more information, please refer to the Three Centuries spreadsheet at https://www.bankofengland.co.uk/statistics/research-datasets. Users are advised to check the underlying assumptions behind this series in the relevant worksheets of the spreadsheet. In many cases alternative assumptions might be appropriate. Users are permitted to reproduce this series in their own work as it represents Bank calculations and manipulations of underlying series that are the copyright of the Bank of England provided that underlying sources are cited appropriately. For appropriate citation please see the Three Centuries spreadsheet for guidance and a list of the underlying sources.

  • Percent, Annual, Not Seasonally Adjusted 1855 to 2016 (2018-03-12)

    This series was constructed by the Bank of England as part of the Three Centuries of Macroeconomic Data project by combining data from a number of academic and official sources. For more information, please refer to the Three Centuries spreadsheet at https://www.bankofengland.co.uk/statistics/research-datasets. Users are advised to check the underlying assumptions behind this series in the relevant worksheets of the spreadsheet. In many cases alternative assumptions might be appropriate. Users are permitted to reproduce this series in their own work as it represents Bank calculations and manipulations of underlying series that are the copyright of the Bank of England provided that underlying sources are cited appropriately. For appropriate citation please see the Three Centuries spreadsheet for guidance and a list of the underlying sources.

  • Percent of Trend, Monthly, Not Seasonally Adjusted Jan 1855 to Dec 1970 (2012-08-17)

    See L. Ayres, Turning Points In Business Cycles (New York, Macmillan, 1939) For Data Through 1922 To An Extra Decimal. These Data Were Computed By NBER From Deviations From Trend (100 Plus Or Minus Deviations). Source: Cleveland Trust Company, "American Business Activity Since 1790, " 16Th And 31St Editions For 1855-1970 Data. See Also The Business Bulletin. This NBER data series m12003 appears on the NBER website in Chapter 12 at http://www.nber.org/databases/macrohistory/contents/chapter12.html. NBER Indicator: m12003

  • Dollars per Share, Monthly, Not Seasonally Adjusted Jan 1855 to Jan 1937 (2012-08-15)

    Series Is Presented Here As Three Variables--(1)--Original Data, 1855-1937 (2)--Original Data, 1918-1957 (3)--Original Data, 1949-1964. The 1855 And 1856 Figures Are An Unweighted Arithmetic Index Spliced On To The Weighted Index In January, 1857. They Are Not Considered Reliable By NBER. The Unit For This Variable Is Dollars Per Share. The Index Is A Chain Index Made Up Of 13 Month Segments Chained To The Segment 01/1926-01/1927. The Index Is Weighted According To The Number Of Shares Outstanding Each Year. Source: F.R. Macaulay, "Some Theoretical Problems Suggested By The Movements Of Interest Rates, Bond Yields, And Stock Prices In The United States Since 1856, " (NBER 1938), Pp.A142-A161. This NBER data series m11005 appears on the NBER website in Chapter 11 at http://www.nber.org/databases/macrohistory/contents/chapter11.html. NBER Indicator: m11005

  • Millions of Short Tons, Annual, Not Seasonally Adjusted 1856 to 1958 (2012-08-15)

    Data Equal To The Sum Of Series (Anthracite Coal Shipments) And Series (Bituminous Coal Production). Source: U.S. Bureau Of Mines, Mineral Resources, 1924, Pp. 588-589. This NBER data series a01210 appears on the NBER website in Chapter 1 at http://www.nber.org/databases/macrohistory/contents/chapter01.html. NBER Indicator: a01210

  • Index 2013=100, Annual, Not Seasonally Adjusted 1856 to 2016 (2018-03-12)

    This series was constructed by the Bank of England as part of the Three Centuries of Macroeconomic Data project by combining data from a number of academic and official sources. For more information, please refer to the Three Centuries spreadsheet at https://www.bankofengland.co.uk/statistics/research-datasets. Users are advised to check the underlying assumptions behind this series in the relevant worksheets of the spreadsheet. In many cases alternative assumptions might be appropriate. Users are permitted to reproduce this series in their own work as it represents Bank calculations and manipulations of underlying series that are the copyright of the Bank of England provided that underlying sources are cited appropriately. For appropriate citation please see the Three Centuries spreadsheet for guidance and a list of the underlying sources.

  • Millions of Pounds Sterling, Monthly, Not Seasonally Adjusted Jan 1856 to Dec 1950 (2012-08-17)

    For 1861-1869 Only "Enumerated Articles" Are Listed. Beginning With 1869 "Unenumerated Articles" Are Included. Beginning With The 1871 Accounts, The Title Of The Series Is "An Account Of The Imports Of The Principal Articles Of Foreign And Colonial Merchandise (Showing The Consumption Of Duty-Paying Articles)". Prior To The 1871 Accounts The Title Is "An Account Of The Computed Real Value Of The Principal Articles Of Foreign And Colonial Merchandise Imported. Prior To 1884 "Uneumerated Articles" Are Mostly Estimated. Figures For 1888 Exclude Value Of Imports By Parcel Post While They Are Included In 1889 Figures. Annual Totals For Parcel Post Imports For 1888 And 1889 Are 368,776 And 374,612 Pounds Sterling Respectively. Exclusive Of Value Of Imports By Parcel Post Which Amounted To 368,776 Pounds Sterling. Data For 1889 Apparently Include The Value Of Imports By Parcel Post Since Original Figure Published In 1889 Is 427,210,830 Pounds Sterling Exclusive Of Those Which Amount To 374,612 Pounds Sterling Giving The Total Of 427,585,442 Pounds Sterling, And Total Of These Figures Is 427,595,447 Pounds Sterling. (Discrepancy Of 10,000 Pounds Sterling May Be Due To Some Revision.) Data Were Checked With Royal Economic Society-Memorandums 1934 And Issues Of The Source In The British Library Of Information. During The Years 1942-1944 Imports Of Munitions Are Excluded, While They Are Included For Earlier Years; Data Are Not Strictly Comparable. Data For 1949-1950 Are Subject To Revision. Source: Accounts Relating To Trade And Navigation Except 1940-1944. 1940-1942 Data Are From The Board Of Trade Journal, August 11, 1945 1945 (Vol.151 No.2540) For March 2, 1946 (Vol.152 No.2569) For 1943-1944 Data. (Data Shown With One Decimal Only In This Source.) This NBER data series m07029 appears on the NBER website in Chapter 7 at http://www.nber.org/databases/macrohistory/contents/chapter07.html. NBER Indicator: m07029

  • Number of Companies, Monthly, Not Seasonally Adjusted Jul 1856 to Dec 1900 (2012-08-17)

    Joint Stock Companies Formed And Registered Between 1862-1900 Are Often Described As Limited Stock Companies. The First Date Of Registration Was July 17, 1856. The Law Of 1858 Extended The Law'S Coverage To Banks. The Raw Figure For July 1859 Includes One Firm Whose Registration Was Later Transferred To Ireland. The First Number Assigned Under The Companies Act Of 1862, Was 2,269 On November 3, 1862. There Had Been Three Companies Registered On November 1 Under The Companies Acts Of 1856 And 1857, When The New Law, The Companies Act Of 1862 (25-26 Vict. C. 89, See Folder Page) Went Into Effect. The Law Of 1867 Made Requirements More Strict. A Page Is Missing From The Record: June 11, 1869 Had The Number Ten And July 14, 1869 Had Number Forty-Six (Unadjusted Figures.) The Law Of 1879 Encouraged Banks To Join. The Law Of 1890 Made Company Expansion Easier. The Finance Act Of 1899 Imposed A Higher Registration Fee. Source: Computed By NBER From Great Britain Parliamentary Papers, "Return Relating To Joint Stock Companies, " Vol. Lviii, 1864; Vol. Lxxi, No. 394, 1875, P. 467; And Reports For Successive Years This NBER data series m10023 appears on the NBER website in Chapter 10 at http://www.nber.org/databases/macrohistory/contents/chapter10.html. NBER Indicator: m10023

  • Percent, Monthly, Not Seasonally Adjusted Jan 1857 to Dec 1934 (2012-08-20)

    Data Are For All Bonds Having At Least Ten Years Maturity, Based On Arithemetic Average Yields. Data For December 1914 Were Obtained By A Linear Interpolation Between July And December. Source: F.R. Macaulay, The Movement Of Interest Rates, Bond Yields, And Stock Prices In The United States Since 1856 (NBER, 1938), Appendix Table 10, Col. 4, P. A142 And Following Pages. This NBER data series m13019a appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13019a

  • Percent, Monthly, Not Seasonally Adjusted Jan 1857 to Jan 1934 (2012-08-20)

    Data Are Adjusted For Trend And Economic Drift. Source: F.R. Macaulay, The Movement Of Interest Rates, Bond Yields, And Stock Prices In The United States Since 1856 (NBER, 1938), Appendix Table 10, Pp. A142-A161. This NBER data series m13019b appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13019b

  • Percent, Monthly, Not Seasonally Adjusted Jan 1857 to Nov 1970 (2012-08-20)

    Beginning In April Of 1956 The So-Called "Renewal" Rate Was Replaced By The "Going" Rate. For Years Published Sources Presented A "Renewal" Rate And A "New" Rate Which Were Practically Identical Except For April 1956, August- December 1956, And January-February 1957. The"Going" Rate Is Considered Identical To The"New" Rate By Most Sources. Source: Data For 1857-1936: F.R. Macaulay, The Movement Of Interest Rates, Bond Yields, And Stock Prices In The United States Since 1856 (NBER No. 33, 1938). Data For 1937-April 1952: Federal Reserve Bulletin; Also In "Open-Market Money Rates In New York City", Mimeographed Release Of The Board Of Governors, Finance Section. Data For May 1952-1970: U.S. Department Of Commerce, Survey Of Current Business. This NBER data series m13001 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13001

  • Percent, Monthly, Not Seasonally Adjusted Jan 1857 to Dec 1971 (2012-08-20)

    Data Represent 60-90 Day Prime Endorsed Bills For 1858-1859; Prime 60-90 Day Double Name For 1860-1923; Prime Four-Six Months, Double And Single Names Thereafter. Data For 1857 Are From Rates Given In A Treasury Report In Bankers' Magazine; Rates For 1858 Are From The New York Chamber Of Commerce Report, 1858, P. 9; Rates For 1859-June 1862 Are Arithmetic Averages Between The Monthly Averages Of Hunt'S Merchants Magazine And Of Bankers'; Rates For July 1862-1865 Are Estimated From A Table Of Daily Rates From Different New York Newspapers. Data For 1942-1971 Are Averages Of Daily Offering Rates Of Dealers 60-90 Day Prime Bills. Source: Data For 1857-January 1937: F.R. Macaulay, The Movement Of Interest Rates, Bond Yields, And Stock Prices In The U.S. Since 1856 (NBER No. 33, 1938), Pp. A142-161. Data For February 1937-1942: Computed By NBER From Weekly Data In Bank And Quotation Record, Commercial And Financial Chronicle. Data For 1943-1971: Federal Reserve Board. This NBER data series m13002 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13002

  • Percent, Monthly, Not Seasonally Adjusted Jan 1857 to Jan 1937 (2012-08-20)

    Data Are Adjusted For Economic Drift. Source: F.R. Macaulay, The Movement Of Interest Rates, Bond Yields, And Stock Prices In The United States Since 1856 (NBER, 1938), Appendix Table 10, Pp. A142-A161. This NBER data series m13019 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13019

  • Percent, Monthly, Not Seasonally Adjusted Jan 1857 to Apr 1934 (2020-05-26)

    Data Are Smoothed By Macaulay'S Forty-Three Term Graduation (See Measuring Business Cycles By Burns And Mitchell, Chapter Eight). Source: F.R. Macaulay, The Movements Of Interest Rates, Bond Yields, And Stock Prices, NBER No. 33, 1938, Table 21, Col. 2. This NBER data series m13001a appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13001a

  • Thousands of Tons, Monthly, Not Seasonally Adjusted Jan 1857 to Dec 1936 (2012-08-17)

    Series Is Presented Here As Two Variables--(1)--Original Data, 1857-1936 (2)--Original Data, 1920-1937. For 1858-1868 And 1885-1889 Figures, See British Parliamentary Papers. Source: Accounts Relating To Trade And Navigation This NBER data series m07033a appears on the NBER website in Chapter 7 at http://www.nber.org/databases/macrohistory/contents/chapter07.html. NBER Indicator: m07033a

  • Percent, Quarterly, Not Seasonally Adjusted Q1 1857 to Q1 1914 (2012-08-20)

    Source: F.R. Macaulay, The Movements Of Interest Rates, Bond Yields, And Stock Prices In The United States Since 1856, (NBER No. 33, 1938), Table 13, Pp. A174-A176. This NBER data series q13020 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: q13020

  • Number of Units, Annual, Not Seasonally Adjusted 1857 to 1915 (2012-08-16)

    For Futher Information See The Source Work Cited Above And Lipsey & Preston, Pp. 270-271. Source: Manuel Gottlieb, "Long Swings In Urban Development, " Table E-3 This NBER data series a02283 appears on the NBER website in Chapter 2 at http://www.nber.org/databases/macrohistory/contents/chapter02.html. NBER Indicator: a02283

  • Per Share Value Weighted By Outstanding Shares, Monthly, Not Seasonally Adjusted Jan 1857 to Dec 1929 (2012-08-15)

    The Figure For January, 1926 Is The Per Share Value Weighted By Outstanding Shares. Source: F.R. Macaulay, "Some Theoretical Problems Suggested By The Movements Of Interest Rates, Bond Yields, And Stock Prices In The United States Since 1856 (NBER, 1938), Pp.A142-A161; F.R. Macaulay, "The Smoothing Of Time Series, " (NBER, 1931). This NBER data series m11005a appears on the NBER website in Chapter 11 at http://www.nber.org/databases/macrohistory/contents/chapter11.html. NBER Indicator: m11005a

  • Dollars, Monthly, Not Seasonally Adjusted Jan 1857 to Jan 1937 (2012-08-15)

    These Entries Are Obtained By Inverting The Series On Bond Yields By Dividing The Yield, Expressed In Decimals, Into 4.00. See F.R. Macauley, "Some Theoretical Problems Suggested By The Movements Of Interest Rates, Bond Yields, And Stock Prices In The United States Since 1856." (NBER, 1938). Source: 1857-1925 Data Are Computed By NBER From F.R. Macaulay'S Data On Bond Yields As Published In The NBER News-Bulletin, No.41, January 5, 1931. Thereafter, Data Are From NBER Files. This NBER data series m11016 appears on the NBER website in Chapter 11 at http://www.nber.org/databases/macrohistory/contents/chapter11.html. NBER Indicator: m11016

  • Dollars per Hundred Pounds, Monthly, Not Seasonally Adjusted Jan 1858 to Dec 1940 (2012-08-16)

    Data For 1858-1904, From Annual Reports Of Chicago Board Of Trade Are Given In Source By Weeks, That Is The Low And High For Each Week Ending Saturday Is Given. Monthly Averages Have Been Computed By NBER By Averaging All The Weekly Highs And Lows Falling Within Any One Month. The Usual Bureau 3-4 Method (Including A Week Ending On The 3Rd As Falling Within The Past Month) Has Not Been Followed In This Series. This New Precedent Is Taken From H.A. Wallace, "Agricultural Prices," Where This Method Is Used. Where Figures Are Omitted In The Source, Whether Highs Or Lows, The Missing Figures Have Been Filled By The Average Of The Remaining Highs Or Lows, Respectively, Thus Giving Always Equal Weights To The Number Of High And Low Quotations. The Grades Quoted Change From Time To Time, But Except In 1900, They Appear To Be Comparable, This Sometimes Shown By Overlaps. The Change From 1899 To 1900 Was A Jump Of Several Grades, That Is, From 5-A To 2-A, Thus Making The 1900 Data On Too High A Level To Be Comparable With Previous Data. Therefore, From 1900 On, The United States Department Of Agriculture Figures Should Be Used. These Data Refer To Monthly Average Prices For Native Beef Steers, All Weights, 750-1800 Pounds, Compiled By The Chicago Daily Drovers Journal. Beginning With January, 1922, They Are Average Prices Of All Grades Compiled By United States Department Of Agriculture -- Native, Excluding Western. The Grades And Periods For The Chicago Board Of Trade Figures Are As Follows: 1858, No Description, Probably Fair To Choice; 1859-1873, Fair To Choice, 3-1; 1874-1875, Common To Choice, 4-1; 1876-1878, Good To Choice, 2-1; 1879-1884, Fair To Choice, 3-1; 1885, Common To Choice, 4-1; 1886-1899, Inferior To Prime, 5-A1; 1900-1904, Good To Extra, 2-A1. The Classifications Used Are: Prime Or Extra, A1; Choice, 1; Good, 2; Medium Or Fair, 3; Common, 4; Inferior, 5. Source: For 1858-1904, Annual Reports Of Chicago Board Of Trade, For 1900-1940, United States Department Of Agriculture, Agricultural Statistics And Yearbook Of Agriculture. This NBER data series m04007 appears on the NBER website in Chapter 4 at http://www.nber.org/databases/macrohistory/contents/chapter04.html. NBER Indicator: m04007

  • Thousands of Pounds Sterling per Week, Quarterly, Not Seasonally Adjusted Q1 1858 to Q2 1914 (2012-08-20)

    Internal Demand For Gold Is Equal To The Difference Between The Net Imports Of Gold And The Increase In The Bank Of England'S Gold Reserve (Including Coins). Net Imports Are Based On Weekly Returns. Average Weekly Demand Was Computed By NBER From Quarterly Data Given In Source By Dividing By 12, 13, Or 14 (Number Of Weeks In Quarter). Quarters Begin On The Thursday Following The First Wednesday In December, March, June, And September Respectively. Annual Totals Equal The Algebraic Sum Of Weekly Averages Per Quarter. Source: R.G. Hawtrey, A Century Of Bank Rates (London, 1938), Appendix Ii, Pp. 297-300. This NBER data series q14003 appears on the NBER website in Chapter 14 at http://www.nber.org/databases/macrohistory/contents/chapter14.html. NBER Indicator: q14003

  • Dollars per 100 Pounds, Monthly, Not Seasonally Adjusted Jan 1858 to Dec 1940 (2012-08-16)

    Data For 1858 And 1859 Were Computed By NBER By Averaging All The Weekly High And Low Quotations Falling Within Any Month. Either 8 Or 10 Quotations Were Averaged. This Method Was Also Used By Wallace For The Period 1860-1880 From This Same Source. Wallace Ends In 1919 And The Years 1920-1940 Have Been Computed By NBER By Averaging The Monthly High And Low As They Appear In The Annual Report Of The Chicago Board Of Trade. The Grade Used Here Was "Heavy Packing, 250-500 Pounds," To Continue The Grade Specified By Wallace. The Wallace Data, 1896 To 1919, Was Compiled By Charles A.S. Mccracken For The Chicago Drovers Journal Yearbook. For 1881-1895, Inclusive, The Average Of The Range Of Chicago Hog Prices, As Compiled By The Cincinnati Price Current Have Been Used. These Prices Refer More Nearly To Average Hogs Than To Heavy Hogs. Previous To 1881, Prices Have Been Compiled From Chicago Board Of Trade Reports, The Grade Known As Heavy Packers And Shippers Being Used So Far As Possible. A Strike From November 21-December 3, 1938 Resulted In Practically No Sales. Source: For 1858, 1859, 1920-1940, Annual Reports Of Chicago Board Of Trade For The Specific Year. For 1860-1919, H.A. Wallace, Agricultural Prices, Pp. 116-117. This NBER data series m04008 appears on the NBER website in Chapter 4 at http://www.nber.org/databases/macrohistory/contents/chapter04.html. NBER Indicator: m04008

  • Thousands of Heads, Monthly, Not Seasonally Adjusted Jan 1859 to Dec 1940 (2012-08-16)

    Source: Annual Reports Of The Chicago Board Of Trade This NBER data series m01038 appears on the NBER website in Chapter 1 at http://www.nber.org/databases/macrohistory/contents/chapter01.html. NBER Indicator: m01038

  • Thousands of Current Dollars, Annual, Not Seasonally Adjusted 1859 to 1912 (2012-08-16)

    For Further Information Consult The Source Cited Above And Lipsey And Preston, Pp.270-271. Source: Manuel Gottlieb, "Long Swings In Urban Development, " Table E-4 This NBER data series a02285 appears on the NBER website in Chapter 2 at http://www.nber.org/databases/macrohistory/contents/chapter02.html. NBER Indicator: a02285

  • Thousands of Cases, Monthly, Not Seasonally Adjusted Jan 1859 to Aug 1910 (2012-08-16)

    Data Are Weekly Averages Per Month Using All Weeks With A Majority Of Days In The Month. Source: Computed By NBER From Data Found In The Shoe And Leather Reporter. This NBER data series m01101 appears on the NBER website in Chapter 1 at http://www.nber.org/databases/macrohistory/contents/chapter01.html. NBER Indicator: m01101

  • Thousands of Heads, Monthly, Not Seasonally Adjusted Jan 1859 to Dec 1940 (2012-08-16)

    Source Data For 1936 And 1937 Has Table Heading Reversed (Sheep For Cattle). The Annual Totals Check With Receipts And Shipments By Routers, And Also With Annual Receipts, Chicago, In Statistics. Source: Chicago Board Of Trade Annual Reports. This NBER data series m01041 appears on the NBER website in Chapter 1 at http://www.nber.org/databases/macrohistory/contents/chapter01.html. NBER Indicator: m01041

  • Dollars per Bushel, Monthly, Not Seasonally Adjusted Jan 1860 to Dec 1951 (2012-08-16)

    Figures For 1860-1870 Are For No. 2 Mixed Corn, Weekly And Semi-Monthly Averages; Figures For 1871-1873 Include No. 2 Contract Corn, Average Of Semi-Monthly High And Low Quotations; Figures For 1874-1940 Include No. 2 Contract Corn, Average Of Monthly High And Low Quotations. Figures For September-December, 1943, Are Derived From A Straight Line Interpolation Between August, 1943 And January, 1944. The Figure For June, 1946 Was Derived From A Straight Line Interpolation Between May And July, 1946. Figures For January-April And June-October, 1944, January- February And November, 1945, And January-April, 1946, Were Interpolated By Use Of Ratio To Trend Line Deviations Method. The Interpolating Figures Were Taken From The Series "Corn No. 2, Yellow, Chicago, Weighted" Source: H.A. Wallace And E.N. Bressman, Corn And Corn Growing, Pp.341- 343, 3Rd Edition, 1928, For 1860-1870 Data; Chicago Board Of Trade, Annual Report. United States Department Of Agriculture, Bureau Of Agricultural Economics, "Feed Statistics." This NBER data series m04005 appears on the NBER website in Chapter 4 at http://www.nber.org/databases/macrohistory/contents/chapter04.html. NBER Indicator: m04005

  • Percentage, Annual, Not Seasonally Adjusted 1860 to 1914 (2012-08-17)

    Computed By NBER By Taking Complement Of Unemployment Percentage. These Figures Are Available To Date. Source: N.H.Beveridge, Unemployment (1930, Pp.451-2 For 1860-1913), And Great Britain, 13Th And 17Th Abstract Of Labor Statistics 1907-8, P.4. This NBER data series a08004 appears on the NBER website in Chapter 8 at http://www.nber.org/databases/macrohistory/contents/chapter08.html. NBER Indicator: a08004


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