The data collection effort about investor attitudes that I have been conducting since 1989 has now resulted in a group of Stock Market Confidence Indexes produced by the Yale School of Management. These data are collected in collaboration with Fumiko Kon-Ya and Yoshiro Tsutsui of Japan. Some of our earlier results are also noteworthy.

Stock market data used in my book, Irrational Exuberance [Princeton University Press 2000, Broadway Books 2001] are available here as an html file and for download, Excel file (xls) or (zipped file). (In Internet Explorer, right click, then "Save Target As", in Netscape, right click, then "Save Link as".) This data set consists of monthly stock price, dividends, and earnings data and the consumer price index (to allow conversion to real values), all starting January 1871. The price, dividend, and earnings series are from the same sources as described in Chapter 26 of my earlier book, (Market Volatility [Cambridge, Mass.: MIT Press, 1989]), although now I use monthly data, rather than annual data. Monthly dividend and earnings data are computed from the S&P four-quarter tools for the quarter since 1926, with linear interpolation to monthly figures. Dividend and earnings data before 1926 are from Cowles and associates (Common Stock Indexes, 2nd ed. [Bloomington, Ind.: Principia Press, 1939]), interpolated from annual data. Stock price data are monthly averages of daily closing prices through January 2000, the last month available as this book goes to press. The CPI-U (Consumer Price Index-All Urban Consumers) published by the U.S. Bureau of Labor Statistics begins in 1913; for years before 1913 1 spliced to the CPI Warren and Pearson's price index, by multiplying it by the ratio of the indexes in January 1913. December 1999 and January 2000 values for the CPI-Uare extrapolated. See George F. Warren and Frank A. Pearson, Gold and Prices (New York: John Wiley and Sons, 1935). Data are from their Table 1, pp. 11–14. For the Plots, I have multiplied the inflation-corrected series by a constant so that their value in january 2000 equals their nominal value, i.e., so that all prices are effectively in January 2000 dollars.

An annual series is also available here, long term stock, bond, interest rate and consumption data since 1871 that I in collaboration with several colleagues collected to examine long term historical trends in the US market. This is Chapter 26 from my book Market Volatility, 1989, and  revised and updated.

Indexed Units of Account for the United States are units of value that may be used in place of dollars for defining prices and deferred payments, to shield these payments from inflation or other adverse economic events. I provide here conversion rates for some such experimental indexed units of account, modeled after the unidad de fomento of Chile.

Karl Case and I have collected some data sets on prices of houses, which show for a sample of homes that sold twice between 1970 and 1986 in each of four cities Atlanta, Chicago, Dallas, and Oakland, the first sale price, second sale price, first sale date, and second sale date. These data are somewhat outdated, and of interest only to researchers.