Unavailable Data, Cheap Talk: Economists have many repositories of data and we are relatively good at sharing data we find. So it is easy to find out what data is available. It is not easy to find out what data is not available. If somebody goes looking for the ideal dataset for some question and discovers that it is unavailable, that result should be made public so that others don’t have to duplicate their efforts.
So we need a repository of non-existent data.
For a repository of data you may have thought were non-existent, but actually exist, James Hamilton adds an archive with some of the difficult-to-find classics in commodity research.