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Global CPI inflation signals (harmonized inflation, momentum, anomalies, forecasts)

Signals derived from the OECD's harmonized total-CPI series (monthly, as published on FRED) for 9 economies: 30-month annualized volatility of monthly CPI changes, 3-month momentum, year-over-year percent change (the inflation gauge itself), 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country volatility rank. The international companion to the US-only inflation signals dataset, enabling harmonized cross-country inflation comparison. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Federal Reserve Bank of St. Louis (FRED), underlying data OECD Main Economic Indicators.

Source: Global CPI Signals (derived)7,933 rowsUpdated: 9/22/2026
inflationcpiharmonized-inflationoecdvolatilitymomentumanomaly-detectionforecastingsignalsfred

Quality

99.7

Attribution

Federal Reserve Bank of St. Louis (FRED; OECD; derived signals by Frontier Data Hub)

Schema

ColumnTypeDescription
datestringObservation date (FRED API field date; YYYY-MM-DD).
countrystring
country_codestring
series_idstringFRED series ID, e.g. CPALTT01USM659N; resolves to the series page at https://fred.stlouisfed.org/series/<id>.
series_labelstringOfficial FRED series title as published for the series (OECD total CPI, monthly, harmonized).
valuefloatTotal consumer price index level as published by FRED/OECD for this series; see the series notes for base year, methodology and revisions.
volatility_30dfloat
momentum_3mfloat
yoy_change_pctfloat
anomaly_flaginteger
forecast_1mfloat
rankinteger

Sample rows

datecountrycountry_codeseries_idseries_labelvaluevolatility_30dmomentum_3myoy_change_pctanomaly_flagforecast_1mrank
1915-01-01CanadaCANCPALTT01CAM659NConsumer Price Indices (CPIs, HICPs), COICOP 1999: Consumer Price Index: Total for Canada1.6666670
1915-02-01CanadaCANCPALTT01CAM659NConsumer Price Indices (CPIs, HICPs), COICOP 1999: Consumer Price Index: Total for Canada1.6666670
1915-03-01CanadaCANCPALTT01CAM659NConsumer Price Indices (CPIs, HICPs), COICOP 1999: Consumer Price Index: Total for Canada1.6666670
1915-04-01CanadaCANCPALTT01CAM659NConsumer Price Indices (CPIs, HICPs), COICOP 1999: Consumer Price Index: Total for Canada1.66666700
1915-05-01CanadaCANCPALTT01CAM659NConsumer Price Indices (CPIs, HICPs), COICOP 1999: Consumer Price Index: Total for Canada3.3898311.72316400000000010

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/global_cpi_signals/global_cpi_inflation_signals" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/global_cpi_signals/global_cpi_inflation_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/global_cpi_signals/global_cpi_inflation_signals

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