Stern School of Business, New York University

Federal Reserve Bank Reports

The Federal Reserve Bank Reports databases on WRDS contain Foreign Exchange Rates (H.10 Report) and Interest Rates (H.15 Report) from the Federal Reserve Board, and FRB-Philadelphia State Indexes from the Federal Reserve Bank of Philadelphia. Further information can be found on the WRDS website (see links below).


FRB data is available to NYU on the WRDS Web query site. FRB data can also be obtained and manipulated using the WRDS unix programming environment. The environment primarily supports SAS, FORTRAN and C.
Federal Reserve Board Statistics & Historical Data (government website)
Federal Reserve Bank of Philadelphia (official website)
WRDS Introduction (includes how to get an account)
WRDS Website (to request an account or to login)
WRDS Without Account (via Stern wireless, and on public terminals at Stern and Bobst Library)