[R-SIG-Finance] Data - International collection

[kriskumar at earthlink.net]

There is a reasonable amount of data available through Haver analytics. 

I am a bit suspect of the munging of macro data out of asia.

Also there are frequent revisions with these. Bbg has a fair amount of data but they  don't mark  the data revisions. So any backtesting/model building done with this  is a bit biased.


----
"When I get a little money, I buy books and if any 
      is left, I buy food and clothes."  -- Erasmus

-----Original Message-----
From: michael.sankowski at gmail.com

Date: Thu, 23 Oct 2008 12:17:57 
To: Dale Smith<dsmith at viciscapital.com>; <r-sig-finance-bounces at stat.math.ethz.ch>; malcolm croucher<malcolm.croucher at gmail.com>; <r-sig-finance at stat.math.ethz.ch>
Subject: Re: [R-SIG-Finance] Data - International collection


You might also try the CIA world book. I don't know if they have historical data on the site but they might supply if you ask. 
Sent via BlackBerry from T-Mobile

-----Original Message-----
From: "Dale Smith" <dsmith at viciscapital.com>

Date: Thu, 23 Oct 2008 08:10:27 
To: malcolm croucher<malcolm.croucher at gmail.com>; <r-sig-finance at stat.math.ethz.ch>
Subject: Re: [R-SIG-Finance] Data - International collection


Mexico, in particular, publishes a lot of data, comparable to the Fed.
China's data is available on their statistics bureau web site but some
series are often not updated, and the series often change definitions.

The data at the World Bank, IMF, and the UN are often stale also, but
that's probably your best bet.

I would carefully read the definitions of the data sets. Countries use
different collection methods, timing, and definitions, which makes
cross-country comparisons interesting, to say the least.

Dale Smith, Ph.D.
Vicis Capital LLC
Voice: 212-909-4635
Email: dsmith at viciscapital.com
AIM: dsmith11701
-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of malcolm
croucher
Sent: Thursday, October 23, 2008 8:00 AM
To: r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] Data - International collection

I found some data on the imf website and found some on the world bank
data
site ... quite useful

On Thu, Oct 23, 2008 at 1:48 PM, malcolm croucher <
malcolm.croucher at gmail.com> wrote:

> Hi ,
>
> Im looking for datasets of international data ... i am wondering there
is
> any available : such as employement rates , cpi per country , new
vehicle
> sales , ect
>
> Regards
>
> --
> Malcolm A.B Croucher
>



-- 
Malcolm A.B Croucher

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