The Stata programs provided here load data publicly available on the web. The programs provide an alternative to sources such as the St. Louis FRED database for reading data directly into Stata. I am providing them without any warranty. My publications page contains additional code for replicating specific papers. Some of the programs call a file "" which must define a global SavePath containing the name of the folder in which the dataset will be saved. Download this example to save the dataset in the current directory. 

Bureau of Economic Analysis

Bureau of Labor Statistics 

  • QCEW (see file heading for syntax instructions)
  • LDB (for windows; sorry, I don't know how to FTP on Macs)

Federal Reserve Board of Governors


Eurostat (Eurostat provides bulk files in .gz format. Requires gunzipfile, described below.)

Utility programs

Alternative standard errors