I am trying to find unemployment rate data for the US that is:
- at 5 digit zip code level
- monthly, or quarterly, or even annually, for 2008-2012
That seems to be impossible as far as I can tell. It looks like the lowest level of aggregation is county and annual (the county data at http://www.bls.gov/lau/#tables). However, you can get monthly data from http://www.melissadata.com/lookups/bls.asp, which cites the BLS as source, which leads me to believe that it is available. Could someone point me where it can be downloaded?
Second, I will also need to aggregate my outcome data from zip to county FIPS code. Since zips change all the time and counties stay stable, is there a dataset that will allow me to translate from zip at some point in time to county?
EDIT: I was able to locate several option for crosswalk files between zip codes and counties. The most up-to-date versions were the USPS ones. The city state product links each 5 digit zip to the main county (the one that has the majority of the deliveries). The zip+4 product has a one-to-one mapping between them which is more precise, but also more expensive. These are subscription products that need to be updated, and are either monthly, bimonthly or quarterly.
The best free version is the HUD one. It has quarterly 5 digit zip to the main county using an allocation method based on residential addresses and postal vacancy data rather than by area or by population. It uses 2000 census geography. Another one is from the Missouri Census Data Center. Judging by the date it is from September of 2010.