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Historical statistics

United States

The value of a dollar: colonial era to the Civil War, 1600-1865

The value of a dollar: prices and incomes in the United States, 1860-2004
These two volumes provide essential context for discussing prices and wages in the U.S. and are aimed at a general audience.

How much is that in real money?: a historical commodity price index for use as a deflator of money values in the economy of the United States.
Provides a composite commodity price index that covers 1665-2000 for the U.S. The first chapter is a lucid discussion of the construction and use of price indexes, and the footnotes are a rich source of references to earlier work on historical price indexes.

Wholesale commodity prices in the United States, 1700-1861
Provides both an index and prices for individual commodities in six American cities. Good information about sources.

Wholesale prices for 213 years, 1720 to 1932
A composite index of wholesale prices. Extensive discussion of methods and many supplementary tables. Assumes that the reader already has a solid grounding in economic statistics.

World

Measuring Worth
If you know the cost of something in one year, and you want to know what the equivalent is in another year, this site will help. It provides calculators for relative worth of the U.S. dollar, British pound, Chinese yuan and Japanese yen; purchasing power in dollars and pounds; savings growth; and inflation rates. Read the user guide and the introductory material, which explains the methodology for each calculator.

Currency conversion tables: a hundred years of change
Compact tables giving the conversion rates for many European (and a few non-European) countries to U.S. dollars and to U.K. pounds, starting with WWI. No references.

Money and exchange in Europe and America, 1600-1775: a handbook
Covers exchange rates in the Atlantic world before the American Revolution. Especially useful for exchange between the colonies (Dutch, French, English, Spanish, Danish, Portuguese) in North and South America (including the Caribbean), and Europe. The introductory essays and notes are valuable for understanding local conditions.

The value of a pound: prices and incomes in Britain 1900-1993
Covers both the individual and the government: earnings and employment, consumer expenditure, prices, and finance and economic data. Arranged more or less by decade. Provides a balanced perspective on the "value" of money in a particular time and place.

Handbook of world exchange rates, 1590-1914. 
Contents: Introduction -- Sources and bibliography -- England/Great Britain (1590-1914) -- Netherlands (1593-1914) -- Italy (1590-1914) -- Germany (1657-1914) -- Hapsburg monarchy (1754-1914) -- France (1760-1914) -- Spain (1820-1914) -- Switzerland (1842-1914) -- Denmark (1696-1914) -- Sweden (1700-1914) -- Russian Empire (1695-1914) -- Poland (1696-1812) -- Ottoman Empire (1760-1914) -- The British colonies in North America and the USA (1660-1914) -- Canada (1757-1914) -- Jamaica (1675-1914) -- Brazil (1808-1914) -- Argentina (1824-1914) -- Chile (1827-1914) -- Uruguay (1871-1914) -- Mexico (1886-1914) -- British India (1819-1914) -- China (1764-1914) -- Japan (1861-1914) -- Straits Settlements (1834-1914) -- Netherlands India (1818-1914) -- Mauritius (1825-1914) -- Indochinese Union (1888-1914) -- Persia (1809-1914) -- Australia (1822-1914) -- New Zealand (1841-1914) -- Egypt (1869-1914) -- Cape Colony/South African Union (1811-1914).

Handbook of medieval exchange
Thorough compilation of medieval exchange rates. 

 

International Scientific Committee on Price History publications:

Prices and wages in England from the twelfth to the nineteenth century

Recherches et documents sur l’histoire des prix en France de 1500 à 1800
Time series of prices for commodities in eight cities or regions of France. In French.

Inquiry into the history of prices in Holland, 1880-1960.