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Global Financial Database for historical data

Global Financial Database (GFD or Global Financial Data) provides access to financial and economic time-series data with more than 6500 series covering 150 countries worldwide. Two key characteristics of GFD:

  1. Long historical time-series data – e.g. for most countries GFD provides GDP data going back 100+ years. (screenshot below)
  2. Ease of access – available on any University of Manchester PC (and off-campus using VPN)

Using the GFD Filter Search is one way of getting an overview of the data available. A GFD Filter Search – GFDatabase: Country-UNITED KINGDOM and Series Group-Economic –  gives results including

  • United Kingdom Retail Price Index – Years 1209 – 2014
  • United Kingdom Consumer Price Index – Years 1800 – 2014
  • Great Britain Unemployment Rate – Years 1855 – 2014

The Screenshot below used a combination of a keyword search (Name contains “dividend”) and filter search (GFDatabase: Country-G-20)

GFD search for dividend yield for G20 countries (click to expand)

GFD search for dividend yield for G20 countries (click to expand)

Just select the linked name or a download button to get the page for downloading data.

The UK FT-Actuaries Dividend Yield is the FTSE All Share series that GFD have extended to give a time series that starts in 1926. (For full details see the description.)

Analysis of long-term data is a main market for GFD as illustrated in their White PapersGlobal History of Currencies and GFD blog.

GFD does not (with the University of Manchester subscription) provide data on individual stocks, but it does provide a wide range of series covering bond and equity market indices, commodity prices, exchange rates, interest rates and macro economic series.

Acknowledgement

Thanks  to the research student, looking for historical UK dividend yield, who mentioned that a paper had got data for UK aggregate stock market from “Global Financial Data”.

This is essentially an edit and re-post of Global Financial Database (posted June 2011) following a check that the GFD interface had not changed significantly in the last 3 years, and that the UK aggregate dividend yield was part of the University of Manchester subscription.

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