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Suppose you're e.g. an undergrad or masters student who wants to do an empirical thesis, but you don't know where to find data. It's now 2020 and there are many rich public datasets that can be used to do very interesting things! Here's a list of some public datasets you can consider looking at. If you have any suggestions for things to add here, please email me at anthonyzhang0@gmail.com, or just comment on this document.
Thanks to contributors: Ben McCartney, Tim Hua
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DatasetUnitFrequencyWebsiteDescription
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ACSHouseholdYearlyhttps://usa.ipums.org/usa/
Big US household survey 2006-onwards
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FREDNationalDailyhttps://fred.stlouisfed.org/
Macro time series
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Zillow research dataZipcodeMonthlyhttps://www.zillow.com/research/data/
Housing prices, sales, etc
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Realtor.com dataZipcodeMonthlyhttps://www.realtor.com/research/data/
Housing prices, sales, etc
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American Housing SurveyHouseholdAnnualhttps://www.census.gov/programs-surveys/ahs/data.html
Housing characteristics (costs, physical condition, with household characteristics)
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Home Mortgage Disclosure ActMortgageAnnual
https://www.consumerfinance.gov/data-research/hmda/historic-data/
Mortgage rates, LTV, borrower characteristics
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National Survey of Mortgage OriginationsHouseholdQUarterly
https://www.fhfa.gov/DataTools/Downloads/Pages/National-Survey-of-Mortgage-Originations-Public-Use-File.aspx
Mortgages
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Consumer expenditure surveyHouseholdYearlyhttps://www.bls.gov/cex/
Consumer expenditures on very fine categories
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Survey of consumer financesHouseholdYearlyhttps://www.federalreserve.gov/econres/scfindex.htm
Consumer expenditures and finance data
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American time use surveyHouseholdYearlyhttps://www.bls.gov/tus/ , https://timeuse.ipums.org/
Consumer time use
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Panel Study of Income DynamicsHouseholdYearly (panel)https://psidonline.isr.umich.edu/
Tracks consumers over time, so can be used to look at career progression, etc.
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Call reportsBankQuarterlyhttps://cdr.ffiec.gov/public/
Panel data on banks' balance sheets
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American Fact FinderGeography (zipcode, county)Yearly
https://factfinder.census.gov/faces/nav/jsf/pages/index.xhtml
Various firm + household characteristics
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NHGISGeography (zipcode, county)Yearlyhttps://data2.nhgis.org/main
Various geographic characteristics (demographics, etc.)
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General Social SurveyHouseholdYearlyhttps://gss.norc.org/
Demographics, social characteristics, attitudes
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CFPB dataVariousVarioushttps://www.consumerfinance.gov/data-research/Various
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Household Pulse SurveyHouseholdWeekly
https://www.census.gov/programs-surveys/household-pulse-survey/datasets.html
Weekly COVID survey
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Open access datasets VariousVaries
https://sites.google.com/view/mekhaimer/research_1/open-access-resources
Collection of open access databases
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International Banking Libraryhttps://bankinglibrary.com/data/
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