I tried the central bank website and other sites but no dice. Only site I've found so far is globalfinancialdata.com but they charge like 10 grand for data, which is out of the question. Anyone can help?
Unlikely you will find anything before the 80's without a professional budget. At least I've never seen any in my career. Old data needs to be cleaned up and was often saved by different people at different time/format, providers had to buy them from those various people, aggregate them and clean them, so nobody will give it away for free.
I got 3 centuries of UK data for free. Only thing I dont have is stock data, everything else (bonds, rates, GDP, inflation) I got
You could check with the guy at the bottom of this page to see if he has the data you want or maybe he can tell you where to get it. http://www.chartsrus.com/
there is a book which may prove useful: Triumph of the Optimists: 101 Years of Global Investment Returns plus https://www.researchgate.net/publication/4855012_New_Indices_of_British_equity_prices_1870-1913
Only thing I found was this http://www.finfacts.ie/Private/curency/ftseperformance.htm But the compounded growth rate is around 4%, which tells me that index does not include dividends. Any further help would be appreciated
Found the data. On the end of the Barclays UK Gilt study they provide an annual series for UK stocks, gilts and bills. Real returns are provided as well http://hungrydummy.com/media/pdf/EquityGiltStudy2016.pdf They also put in there a US asset return series Total money spent: $€£ 0 And I was told it was impossible "At least I've never seen any in my career." lol Never give up