A running list of great economic and financial data and resources.
Measuring Growth: US GDP Estimates fro 1792 - Present
Great source for GDP data predating 1947.
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Components of M4, p18 - 19. Try M2 + large time deposits + Overnight and Term Repos + Commercial Paper + Treasury Bills
Historical S&P 500 earnings, plus estimates from economist Rober Shiller for a simulated S&P 500 going back to 1871.
Data on historical S&P 500, interest rates, housing prices, and more.