Research Database

The Ninth District Quarterly was a quarterly publication focused initially on reporting economic conditions of the District and grew to include policy research. Published from 1974-1977, the Ninth District Quarterly replaced the publication Ninth District Conditions and was replaced by the Quarterly Review.

Ninth District Conditions was a monthly release of regional economic data and statistics. It replaced the Monthly Review in 1967 and was replaced by the Ninth District Quarterly in 1974.

The Monthly Review was a summary of economic conditions in the Ninth District. It was published from 1915-1966. The Monthly Review was replaced by the series Ninth District Conditions.

The Monthly Review was a summary of economic conditions in the Ninth District. It was published from 1915-1966. The Monthly Review was replaced by the series Ninth District Conditions.

The Monthly Review was a summary of economic conditions in the Ninth District. It was published from 1915-1966. The Monthly Review was replaced by the series Ninth District Conditions.

The Monthly Review was a summary of economic conditions in the Ninth District. It was published from 1915-1966. The Monthly Review was replaced by the series Ninth District Conditions.

The Monthly Review was a summary of economic conditions in the Ninth District. It was published from 1915-1966. The Monthly Review was replaced by the series Ninth District Conditions.

The Monthly Review was a summary of economic conditions in the Ninth District. It was published from 1915-1966. The Monthly Review was replaced by the series Ninth District Conditions.

The Monthly Review was a summary of economic conditions in the Ninth District. It was published from 1915-1966. The Monthly Review was replaced by the series Ninth District Conditions.

The Quarterly Review, or QR, is the Research Division's peer-reviewed scholarly journal. It presents economic research aimed at improving policymaking by the Federal Reserve System and other governmental authorities. As of 2012, the Quarterly Review became an online-only journal.

Quarterly Review articles that are reprints or revisions of papers published elsewhere may not be reprinted without the written permission of the original publisher. All other Quarterly Review articles may be reprinted without charge. If you reprint an article, please fully credit the Federal Reserve Bank of Minneapolis as well as the Quarterly Review.

Please note: this collection is the new home of the greatdepressionsbook.com website. Scroll down to see the accompanying data for each chapter of the book. The computer programs needed to calibrate the neoclassical growth model and then solve the model numerically, using data from Finland as an example, are included in the list of works but can also be found here.

The worldwide Great Depression of the 1930s was a watershed for both economic thought and economic policymaking. It led to the belief that market economies are inherently unstable and to the revolutionary work of John Maynard Keynes. Its impact on popular economic wisdom is still apparent today.

Great Depressions of the Twentieth Century, which uses a common framework to study sixteen depressions, from the interwar period in Europe and America as well as from more recent times in Japan and Latin America, challenges the Keynesian theory of depressions. It develops and uses a methodology for studying depressions that relies on growth accounting and the general equilibrium growth model.

Each chapter of the book is accompanied by a data file that contains all of the data used in the analysis. This collection also provides links to computer programs for applying the methodology.

The Federal Reserve Bank of Minneapolis is no longer maintaining a MF-VAR model. The June 3, 2016 forecast is the final update. Model documentation, files, and forecasts are available below.

The Minneapolis Mixed Frequency Vector Autoregression (MF-VAR) model of the U.S. economy is the most recent in a line of statistical forecasting models that began with research conducted at the Federal Reserve Bank of Minneapolis and the University of Minnesota in the 1970s and early 1980s. Rising computer power led to resurgent interest in these models in the 1990s, which in turn brought about improvements along several dimensions. The current model reflects many of these advances. A noteworthy feature of the model is that it combines data measured at both monthly and quarterly frequencies so that forecasts reflect up-to-date monthly information as it becomes available. Please note that the forecasts produced by the MF-VAR model do not represent official forecasts of the Minneapolis Fed, its president, the Federal Reserve System, or the FOMC.

This collection contains physical items and other non-published ephemera produced by the Minneapolis Fed's Research Department.

Warren Weber joined the Federal Reserve Bank of Minneapolis in 1981 and served as senior research officer in the Research Department from 1989 to 2012, when he retired. Before joining the Bank, he taught economics at Virginia Polytechnic Institute and State University, Tulane University and Duke University. He also has been an adjunct economics professor at the University of Minnesota. Warren's M.S. and Ph.D. degrees are from Carnegie-Mellon University. His research agenda focuses on monetary and banking theory and history, with particular emphasis on banking in the United States before 1861. Weber is currently a Visiting Scholar at the Bank of Canada and the Federal Reserve Bank of Atlanta and a Visiting Professor at the University of South Carolina.

The Warren E. Weber Historical Data Archives consists of data collected by Weber while at the Minneapolis Fed including banknote discounts, disaggregated call reports, census of state banks, railroad stock prices, international data, and antebellum U.S. state bank balance sheets.

A collection of data, code, tools and supplemental materials that accompany articles created by economists at the Federal Reserve Bank of Minneapolis. Files are given the same name as the corresponding paper’s title.

The State Mortgage Broker Regulation Collection consists of a master data file and associated research documenting mortgage broker regulation in all 50 states. The data is provided here in Excel format, and is broken out by state or by year (1996-2006). Data were primarily collected by Cynthia Pahl for the Federal Reserve Bank of Minneapolis. Resulting research was performed by Dick Todd and Morris Kleiner.

This data set consists of individual bank balance sheets for the antebellum period in the United States compiled from reports of state banking authorities. The data set is updated periodically. For each state, data are available in two forms. The worksheet “detailed” contains the data in as detailed a form as in the original source. In the worksheet “standardized”, data are presented in a consistent set of asset and liability categories for each bank.

In the compilation, individual asset and liability categories have been preserved as much as possible. The data have also been modified in two primary ways: •Where the original data have both differences between assets and liabilities for a given bank and corresponding differences in reported aggregated totals for individual asset/liability categories, the data have been changed to eliminate such differences. •Where the original data have obvious inaccuracies (e.g., capital of $100,000 for several years in a row and then $10,000 for one year), such inaccuracies have been corrected.

Note also that for many dates, aggregate totals for individual asset/liability categories do not match reported data, presumably due to calculation and other errors by the original compilers.

Some of the downloadable Excel files that follow use Pre-1900 dates that Excel does not natively handle.

The financial assistance of the Financial Services Research Group of the Federal Reserve System in compiling this data set is gratefully acknowledged.

Data compiled by Warren Weber.