shiller

Shiller

Name: Shiller
Creator: Shiller

Metadata onlyLicense under review

Metadata only. This source’s license does not permit redistribution, so we catalog its metadata but do not re-serve the data. Use the provider link to obtain it under the original terms.

Coverage

Series catalogued

Temporal coverage

1871-01-01 – 2024-09-01

Licensing & provenance

License: License under review
Redistribution: Not permitted (metadata only)
Commercial use: Restricted / no
Modification: Permitted

How to cite

Robert J. Shiller — Online Data (Yale University / Department of Economics). Retrieved from http://www.econ.yale.edu/~shiller/data.htm. Compiled and redistributed by the Elkassabgi Data Library.

Processing: Retrieved from the official source, normalized to a long {series_key, obs_date, value} schema (period-start dates), de-duplicated, and stored as zstd Parquet. Compiled and redistributed by the Elkassabgi Data Library.

Access & mirrors

Download: Select & download shiller series as CSV →
API: Get a free API key, then GET /v1/series/<id>.csv
Canonical landing: https://econdatalibrary.com/shiller.html
Update cadence: monthly
Update strategy: overwrite if changed
Storage layout: single parquet: data/clean_full/shiller/shiller.parquet (~118 KB; series_key in {sp500_price, sp500_dividend, sp500_earnings, cpi, long_rate, real_price, real_dividend, real_earnings, cape}; obs_date = 1st of month parsed from Shiller's YYYY.MM fraction; value float64). One file, ~9 series. No in-run dedup but source is a clean single sheet so dupes are not expected.

Full description

Robert Shiller's US Stock Market & CAPE Data — monthly S&P 500, 1871–present. License: Public domain (provided by Prof. Robert J. Shiller, Yale University) Source: http://www.econ.yale.edu/~shiller/data.htm No API key required. Coverage: * Monthly data from January 1871 to present * S&P 500 composite price, dividends, earnings * CPI (Consumer Price Index) * Long-term bond yield * Real price, real dividends, real earnings * CAPE (Cyclically Adjusted Price-Earnings ratio, aka PE10) * Earnings yield (inverse CAPE) * Bond equity earnings yield ratio Run: python jobs/ingest_shiller.py

Structured metadata

schema.org/Dataset (Google Dataset Search)

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  "url": "https://econdatalibrary.com/shiller.html",
  "identifier": "shiller",
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  "publisher": {
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  },
  "creator": {
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  "temporalCoverage": "1871-01-01/2024-09-01",
  "citation": "Robert J. Shiller — Online Data (Yale University / Department of Economics). Retrieved from http://www.econ.yale.edu/~shiller/data.htm. Compiled and redistributed by the Elkassabgi Data Library.",
  "sameAs": [
    "https://huggingface.co/datasets/econdatalibrary-shiller",
    "https://zenodo.org/communities/econdatalibrary"
  ],
  "usageInfo": "Metadata-only catalog entry. This source's license does not permit redistribution, so the data itself is not served here; use the provider link to obtain the data under its terms."
}

Croissant (ML-ready, schema.org JSON-LD)

{
  "@context": {
    "@language": "en",
    "@vocab": "https://schema.org/",
    "cr": "http://mlcommons.org/croissant/",
    "data": {
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      "@type": "@json"
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    "dataType": {
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      "@type": "@vocab"
    },
    "sc": "https://schema.org/",
    "conformsTo": "dct:conformsTo",
    "dct": "http://purl.org/dc/terms/"
  },
  "@type": "sc:Dataset",
  "conformsTo": "http://mlcommons.org/croissant/1.0",
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  "description": "Robert Shiller's US Stock Market & CAPE Data — monthly S&P 500, 1871–present. License: Public domain (provided by Prof. Robert J. Shiller, Yale University) Source: http://www.econ.yale.edu/~shiller/data.htm No API key required. Coverage: * Monthly data from January 1871 to present * S&P 500…",
  "url": "https://econdatalibrary.com/shiller.html",
  "creator": {
    "@type": "sc:Organization",
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  },
  "publisher": {
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    "name": "Econ Data Library",
    "url": "https://econdatalibrary.com"
  },
  "temporalCoverage": "1871-01-01/2024-09-01",
  "citation": "Robert J. Shiller — Online Data (Yale University / Department of Economics). Retrieved from http://www.econ.yale.edu/~shiller/data.htm. Compiled and redistributed by the Elkassabgi Data Library.",
  "isAccessibleForFree": false,
  "usageInfo": "Metadata-only Croissant record; underlying data is not redistributed under this source's license."
}

Part of the Econ Data Library catalog · metadata generated 2026-07-14 from the central registry · browse all datasets