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A Century of High Frequency UK Macroeconomic Statistics: A Data Inventory

Author

Listed:
  • Jagjit S Chadha
  • Ana Rincon-Aznar
  • Sylaja Srinivasan
  • Ryland Thomas

Abstract

This paper provides an inventory of the available macroeconomic statistics in the UK for the last hundred years or so. The focus is on documenting the higher frequency (daily, monthly and quarterly) macroeconomic data that are available after the World War 1, rather than longer run annual time series which has been the focus of other collections. It discusses some of the challenges that need to be overcome in order to create a continuous historical dataset over this period. The inventory follows the structure of the Economic Trends Annual Supplement (ETAS) that was produced for many years by the Office for National Statistics. It covers statistics on National Accounts, prices, labour market indicators, selected demand and output indicators and financial market data (including money and credit aggregates). Using this structure the paper explores to what extent it is possible to create a consistent, usable and comprehensive high frequency macroeconomic dataset back to the 1920s and earlier.

Suggested Citation

  • Jagjit S Chadha & Ana Rincon-Aznar & Sylaja Srinivasan & Ryland Thomas, 2019. "A Century of High Frequency UK Macroeconomic Statistics: A Data Inventory," National Institute of Economic and Social Research (NIESR) Discussion Papers 509, National Institute of Economic and Social Research.
    • Handle: RePEc:nsr:niesrd:509
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    Cited by:

    1. Oulton, Nicholas, 2020. "Measuring productivity: theory and British practice," LSE Research Online Documents on Economics 106473, London School of Economics and Political Science, LSE Library.

    More about this item

    Keywords

    national accounts; macroeconomics; UK Statistics;
    All these keywords.

    JEL classification:

    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
    • N1 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations

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