Reference database DFIH — Data for Financial History Partial Paris Stock Exchange 1795 1976 École d'économie de Paris (PSE) Stock Prices & Returns S&P Composite Price, Dividends & Earnings Monthly United States 1871 2023 Robert Shiller Online Data Economy US Home Prices Monthly United States 1890 2023 Robert Shiller Online Data Equity Fundamentals CAPE Ratio (Cyclically Adjusted Price Earnings Ratio) Monthly United States 1871 2023 Robert Shiller Online Data Stock Prices & Returns Nikkei Stock Average Monthly United States 1949 2021 FRED Economic Data Fixed Income Moody's BAA Corporate Bond Yield Monthly United States 1919 2021 FRED Economic Data Fixed Income Moody's AAA Corporate Bond Yield Monthly United States 1919 2021 FRED Economic Data Fixed Income BofA Corp. Bond Index - Total Return Monthly United States 1973 2021 ALFRED Data Fixed Income BofA 15+ Year Corp. Bond Index - Total Return Monthly United States 1972 2021 ALFRED Data Fixed Income BofA 1-3 Year Corp. Bond Index - Total Return Monthly United States 1975 2021 ALFRED Data Fixed Income BofA 3-5 Year Corp. Bond Index - Total Return Monthly United States 1975 2021 ALFRED Data Fixed Income BofA 10-15 Year Corp. Bond Index - Total Return Monthly United States 1976 2021 ALFRED Data Fixed Income BofA High Yield Index - Total Return Monthly United States 1986 2021 ALFRED Data Economy Univ. of Michigan: Consumer Sentiment Monthly United States 1952 2021 ALFRED Data Stock Prices & Returns Wilshire 5000 Total Market Index Monthly United States 1970 2021 ALFRED Data Stock Prices & Returns Wilshire US Large Cap Index Monthly United States 1978 2021 ALFRED Data Stock Prices & Returns Wilshire US Large Cap Value Index Monthly United States 1978 2021 ALFRED Data Stock Prices & Returns Wilshire US Large Cap Growth Index Monthly United States 1978 2021 ALFRED Data Stock Prices & Returns Wilshire US Mid Cap Index Monthly United States 1978 2021 ALFRED Data Stock Prices & Returns Wilshire US Mid Cap Value Index Monthly United States 1978 2021 ALFRED Data Stock Prices & Returns Wilshire US Mid Cap Growth Index Monthly United States 1978 2021 ALFRED Data Stock Prices & Returns Wilshire US Small Cap Index Monthly United States 1978 2021 ALFRED Data Stock Prices & Returns Wilshire US Small Cap Value Index Monthly United States 1978 2021 ALFRED Data Stock Prices & Returns Wilshire US Small Cap Growth Index Monthly United States 1978 2021 ALFRED Data Stock Prices & Returns Wilshire US Micro Cap Index Monthly United States 1978 2021 ALFRED Data Stock Prices & Returns NASDAQ Composite Index Monthly United States 1971 2021 ALFRED Data Fixed Income 3-Month Treasury Bill - Secondary Market Rate Monthly United States 1934 2021 ALFRED Data Financial System Bank of England’s Balance Sheet Annual Great Britain 1696 2019 Bank of England Stock Prices & Returns S&P Composite Index - Total Return Annual United States 1871 2016 Robert Shiller Online Data Fixed Income Long-Term Government Bond Yield Annual United States 1871 2016 Robert Shiller Online Data Fixed Income Bond Yield - British Consols Quarterly Great Britain 1753 2016 FRED Economic Data Equity Fundamentals S&P Composite Index - P/E Ratio Annual United States 1871 2012 Robert Shiller Online Data Financial System Commercial Paper Rates - NYC Monthly United States 1857 1971 NBER - Macrohistory Data Economy Bills & Securities - Fed Reserve Banks Monthly United States 1914 1969 NBER - Macrohistory Data Economy Deposits - Fed Reserve Banks ($Bn) Monthly United States 1914 1969 NBER - Macrohistory Data Equity Fundamentals Dividend Yield - NYSE Common Stock Index Monthly United States 1926 1969 NBER - Macrohistory Data Economy Total Exports ($ Millions) Monthly United States 1866 1969 NBER - Macrohistory Data Economy Total Imports ($ Millions) Monthly United States 1866 1969 NBER - Macrohistory Data Stock Returns & Prices Stock Prices - All Common Stock Monthly United States 1945 1968 NBER - Macrohistory Data Economy Consumer Instalment Credit Outstanding Monthly United States 1929 1968 NBER - Macrohistory Data Economy Automobile Instalment Credit Outstanding Monthly United States 1929 1968 NBER - Macrohistory Data Economy Wholesale Prices Index Monthly United States 1913 1968 NBER - Macrohistory Data Fixed Income Bond Yields - Highest Rated Corp. Bonds Monthly United States 1919 1968 NBER - Macrohistory Data Fixed Income Bond Yields - Lowest Rated Corp. Bonds Monthly United States 1919 1968 NBER - Macrohistory Data Equity Fundamentals Earnings Yield - All NYSE Common Stocks Quarterly United States 1935 1968 NBER - Macrohistory Data Stock Prices & Returns Dow Jones Industrial Stock Price Index Monthly United States 1914 1968 ALFRED Data Fixed Income Bond Yields - High Grade Corp. & Muni. Monthly United States 1900 1967 NBER - Macrohistory Data Fixed Income Bond Yields - High Grade Municipal Bonds Monthly United States 1900 1967 NBER - Macrohistory Data Economy Velocity of Money Stock Annual United States 1869 1966 NBER - Macrohistory Data Financial System Shares Sold on NYSE (Millions) Monthly United States 1875 1966 ALFRED Data Equity Fundamentals Dividend Yield - NYSE Preferred Stocks Monthly United States 1910 1964 NBER - Macrohistory Data Business Statistics % of Companies With Profits Quarterly United States 1920 1963 NBER - Macrohistory Data Economy Department Store Sales Index Monthly United States 1919 1963 NBER - Macrohistory Data Government Finance Federal Budget - Surplus / Deficit Monthly United States 1945 1962 NBER - Macrohistory Data Government Finance Federal Budget Receipts - Income Tax Monthly United States 1954 1959 NBER - Macrohistory Data Fixed Income Bond Sales - Par Value ($ Millions) Monthly United States 1889 1956 NBER - Macrohistory Data Government Finance Federal Budget Receipts - Income Tax Monthly United States 1910 1953 NBER - Macrohistory Data Economy Total Gold Reserves - Fed Reserve Banks ($Bn) Monthly United States 1914 1949 NBER - Macrohistory Data Economy Cash Reserves - Fed Reserve Banks ($Bn) Monthly United States 1914 1949 NBER - Macrohistory Data Government Finance Federal Budget - Surplus / Deficit Monthly United States 1939 1947 NBER - Macrohistory Data Economy Index of Composite Wages Annual United States 1919 1946 NBER - Macrohistory Data Fixed Income Bond Offerings - Par Value Monthly United States 1900 1943 NBER - Macrohistory Data Fixed Income Bond Extinguishments ($100,000s) Monthly United States 1900 1943 NBER - Macrohistory Data Business Statistics Net Railroad Operating Income Monthly United States 1917 1942 NBER - Macrohistory Data Financial System Number of National Banks Semi-Annual United States 1863 1941 ALFRED Data Stock Returns & Prices Stock Prices - All Industries Monthly United States 1871 1940 Cowles - Yale ICF Data Stock Returns & Prices Shanghai Stock Exchange - Index Returns Annual China 1870 1940 Shanghai Stock Exchange Project - Yal… Business Statistics Net Income of US Corporations Annual United States 1909 1940 NBER - Macrohistory Data Financial System Discount Rate - Bank of France Monthly France 1852 1940 NBER - Macrohistory Data Government Finance Federal Budget - Surplus / Deficit Monthly United States 1930 1940 NBER - Macrohistory Data Stock Returns & Prices Stock Prices - France Index Monthly France 1899 1939 NBER - Macrohistory Data Financial System Minimum Discount Rate - Bank of England Monthly Great Britain 1836 1939 NBER - Macrohistory Data Equity Fundamentals Yield - Total Market & Industries Annual United States 1871 1938 Cowles - Yale ICF Data Equity Fundamentals P/E Ratios - Total Market & Industries Annual United States 1871 1938 Cowles - Yale ICF Data Equity Fundamentals Earnings Yield - All NYSE Common Stocks Annual United States 1871 1938 NBER - Macrohistory Data Equity Fundamentals Dividend Yield - NYSE Common Stocks Monthly United States 1871 1938 NBER - Macrohistory Data Fixed Income Prices - High Grade Railroad Bonds Monthly United States 1857 1937 NBER - Macrohistory Data Stock Returns & Prices Stock Prices - Germany Index Monthly Germany 1924 1935 NBER - Macrohistory Data Fixed Income Bond Yields - Railroad Index Monthly United States 1857 1934 NBER - Macrohistory Data Business Statistics Number of Business Failures Monthly United States 1893 1933 NBER - Macrohistory Data Business Statistics Liabilities of Business Failures ($ Millions) Monthly United States 1893 1933 NBER - Macrohistory Data Financial System Number of Suspended Banks (All Banks) Monthly United States 1921 1933 NBER - Macrohistory Data Financial System \# of Suspended Banks (Fed Member Banks) Monthly United States 1921 1933 NBER - Macrohistory Data Financial System \# of Suspended Banks (Non Fed Member Banks) Monthly United States 1921 1933 NBER - Macrohistory Data Government Finance Federal Budget Receipts - Total Monthly United States 1879 1933 NBER - Macrohistory Data Government Finance Federal Budget - Surplus / Deficit Monthly United States 1914 1932 NBER - Macrohistory Data Stock Returns & Prices Stock Prices - US Railroads Monthly United States 1857 1929 NBER - Macrohistory Data Stock Returns & Prices Stock Prices - NYSE Listings Monthly United States 1815 1925 NYSE Project - Yale ICF Data Stock Returns & Prices NYSE Index Returns Monthly United States 1815 1925 NYSE Project - Yale ICF Data Economy Index of Composite Wages Annual United States 1910 1920 NBER - Macrohistory Data Stock Returns & Prices Stock Prices - St. Petersburg Stock Exchange Monthly Russia 1865 1917 St. Petersburg Stock Exchange Project Stock Returns & Prices Index Returns - St. Petersburg Exchange Monthly Russia 1865 1917 St. Petersburg Stock Exchange Project Government Finance Federal Budget - Surplus / Deficit Monthly United States 1879 1915 NBER - Macrohistory Data Economy Wholesale Prices Index Monthly United States 1890 1914 NBER - Macrohistory Data Stock Returns & Prices Stock Prices - Germany Index Monthly Germany 1870 1913 NBER - Macrohistory Data Stock Prices & Returns Annual Returns - Individual LSE Listings Annual Great Britain 1870 1913 Economic History Association Economy Index of Composite Wages Annual United States 1820 1909 NBER - Macrohistory Data Economy Joint Stock Companies Formed and Registered Monthly Great Britain 1856 1900 NBER - Macrohistory Data Stock Returns & Prices Stock Prices - South Sea Bubble Stocks Daily Europe 1718 1720 South Sea Bubble 1720 Project Stock Prices & Returns Share Price & Dividends - Dutch East India Co. Monthly Holland 1602 1698 Lodewijk Petram Stock Prices & Returns Reinvestment Index - Dutch East India Co. Monthly Holland 1602 1698 Lodewijk Petram 
