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US GDP and output-gap signals (growth, slack, investment/consumption shares)

Quarterly US national-accounts signals derived from FRED: real GDP growth (QoQ annualized and YoY), the CBO output gap (actual vs potential GDP) with its 10-year z-score, investment and consumption shares of GDP, the GDP-deflator inflation gauge, plus 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts and a per-quarter cross-series volatility rank. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data: U.S. Bureau of Economic Analysis and the Congressional Budget Office.

Source: US GDP & Output-Gap Signals (derived)1,582 rowsUpdated: 9/22/2026
gdpoutput-gappotential-gdpinvestmentconsumptionnational-accountsrecessionvolatilitymomentumanomaly-detectionforecastingsignalsfred

Quality

99.3

Attribution

Federal Reserve Bank of St. Louis (FRED; underlying data: U.S. Bureau of Economic Analysis and Congressional Budget Office; derived signals by Frontier Data Hub)

Schema

ColumnTypeDescription
datestringObservation date (FRED API field date; YYYY-MM-DD, first day of the reference quarter).
countrystring
country_codestring
series_idstringFRED series ID, e.g. GDPC1, GDPPOT, GDPCTPI, GPDI, PCEC; resolves to the series page at https://fred.stlouisfed.org/series/<id>.
series_labelstringOfficial FRED series title as published for the series (U.S. Bureau of Economic Analysis national accounts; GDPPOT: Congressional Budget Office).
valuefloatObservation value as published by FRED for this series: billions of chained 2017 dollars at a seasonally adjusted annual rate (GDPC1, GPDI, PCEC); billions of chained 2017 dollars (GDPPOT); index, 2017=100 (GDPCTPI); see the series notes for methodology and revisions.
growth_qoq_annfloat
yoy_change_pctfloat
volatility_30dfloat
momentum_3mfloat
anomaly_flaginteger
forecast_1mfloat
rankinteger
output_gapfloat
gap_z_10yfloat
investment_sharefloat
consumption_sharefloat
deflator_yoyfloat

Sample rows

datecountrycountry_codeseries_idseries_labelvaluegrowth_qoq_annyoy_change_pctvolatility_30dmomentum_3manomaly_flagforecast_1mrankoutput_gapgap_z_10yinvestment_shareconsumption_sharedeflator_yoy
1947-01-01United StatesUSAGDPC1Real Gross Domestic Product2182.68101.64265873024963347.154549840311067
1947-01-01United StatesUSAGDPCTPIGross Domestic Product: Chain-type Price Index11.14801.64265873024963347.154549840311067
1947-01-01United StatesUSAGPDIGross Private Domestic Investment35.85401.64265873024963347.154549840311067
1947-01-01United StatesUSAPCECPersonal Consumption Expenditures156.16101.64265873024963347.154549840311067
1947-04-01United StatesUSAGDPC1Real Gross Domestic Product2176.892-1.0566839487050617-5.78900000000021501.58505796337163287.351352294923222

Download sample data

Download the full sample snapshot for this dataset (sample rows, not the complete dataset).

Use with an LLM

Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).

cURL

curl "https://datazimuts.com/v1/datasets/gdp_signals/us_gdp_output_gap_signals" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/gdp_signals/us_gdp_output_gap_signals").json()
print(ds["title"], ds["rows"], "rows")

# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
    print(row)

API endpoint: https://datazimuts.com/v1/datasets/gdp_signals/us_gdp_output_gap_signals

Tip: fetch /llms.txt for the full machine-readable catalog.