Brings together macroeconomic data that previously had been dispersed across a variety of sources. Covers 18 advanced economies (1870-2017) on an annual basis. Comprises 48 real and nominal variables. Among these, there are time series that had been hitherto unavailable to researchers, among them financial variables such as bank credit to the non-financial private sector, mortgage lending and long-term house prices. Captures the near-universe of advanced-country macroeconomic and asset price dynamics, covering on average over 90% of advanced-economy output and over 50% of world output.