Irish MAcro data
In the course of my research and PhD dissertation, I have compiled a database of historical Irish macroeconomic variables, including:
Real and nominal GDP
Personal consumption and income
Short- and long-term interest rates
Private and personal sector credit
Most series are available from the 1920s or 1930s to present. All series are annual and are compiled from a number of sources. Data on consumer prices, import and export prices are available for this sample period from the Central Statistics Office. Therefore, they are not included here.
A description of the data compilation can be found here.
An excel sheet of the data is available here. The ‘Read Me’ page gives information on the coding of variables and referencing.
Other sources of Irish data include duanaire.ie (trade, public finances) and individual data series that have been compiled in various papers, some recent examples of which (for stock prices, house prices, money supply and GDP) are listed in the compilation note in the link above.
Irish Bond Yield Data
For a paper, 'Monetary Regimes, the Term Structure and Business Cycles in Ireland, 1972-2018' which is forthcoming in The Manchester School , I compiled monthly Irish Government bond yield data for 8 maturities from Central Bank of Ireland Quarterly Bulletins, over the period 1970-1999. The maturities, which are 1-, 2-, 3-, 5-, 8-, 10-, 15-, 20- years, are available for subsamples of this period. The data are available here.
A benchmark monthly yield from 1970 to present is available on the Fred database (via the CSO). A comparison of the Fred data and the Quarterly Bulletin data presented here suggests that prior to January 1985, the Fred data are the 15-year yield, and that for the period January 1985 to June 1993 the Fred data may be an interpolation of the 8- and 15-year yields. A discussion is included in the paper.
Swiss GDP DATA
In a paper, 'A quarterly Phillips Curve for Switzerland using interpolated data, 1963-2016’, which is published in Economic Modelling, I interpolated annual real GDP growth for Switzerland into quarter-on-quarter growth rates. The final, interpolated series can be accessed here.