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

Author

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

Abstract

The main problems with reconstructing a consistent historical dataset after the First World War are problems of modernity. Frequent changes to the system of national accounts that reflect the changing nature of the economy cause breaks and discontinuities that are difficult and costly to apply retrospectively. This 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. 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 First World War, 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).

Suggested Citation

  • Jagjit Chadha & Ana Rincon-Aznar & Sylaja Srinivasan & Ryland Thomas, 2025. "A Century of High Frequency UK Macroeconomic Statistics: A Data Inventory," National Institute of Economic and Social Research (NIESR) Occasional Papers 64, National Institute of Economic and Social Research.
    • Handle: RePEc:nsr:niesro:64
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