Quant Data repository


#1

Is there a repository with data used in the QuantEcon courses and other resources such as articles, books, and textbooks by Thomas Sargent, John Stachurski and co-authors?

This is not the first time I’m interested in reproducing charts from these books, for teaching purposes mostly. Some of the datasets can be found from the books websites, but often it is difficult to trace. I think it would be a worthwhile undertaking to set up a page/repo with either links or (better) archived datasets, but I appreciate it might be a lot of work singlehandedly. But perhaps as a team effort?

Quite specifically, at this time I was looking for data to reproduce some charts in The Big Problem of Small Change, by Sargent and François Velde, e.g. the price index for France 1726-1860 by David Weir. Naturally I googled for it, but couldn’t find it. So if anyone has it in a csv/xls/whatever file and would be willing/capable/allowed to share it, that would be great. (there is a bunch of price indices for France for the 1800-now period in Piketty’s website and also in his & Zucman’s book website, but it doesn’t go back to the pre-revolution period, which I was interested in)

This should show Figure 2.3 from the Sargent-Velde book:

https://books.google.com.hk/books?id=lFsXAwAAQBAJ&pg=PA35&lpg=PA35&dq=price+index+france+1700+1750+1800&source=bl&ots=uCKo2FfEY5&sig=zhUpwdEn-ia87plFg_tji6F_e_I&hl=en&sa=X&redir_esc=y#v=onepage&q=price%20index%20france%201700%201750%201800&f=false


#2

Hi Patrick,

We don’t have much data as yet. We plan to do more empirical lectures soon, and when that happens we’ll make all the data freely available.

In the meantime, Francois Velde has kindly provided the specific time series (the price index for France 1726-1860 by David Weir) that you request. See here.


#3

A big thank you to you and Prof. Velde for making that dataset available. And +1 for the commitment to make data available soon. :slight_smile: