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Geopolitical-risk signals (Caldara-Iacoviello GPR)

Monthly geopolitical-risk signals from the Caldara-Iacoviello GPR data export (1985 -> latest): the benchmark GPR index plus the threats and acts subindices, with 1-month and 12-month changes, 30-month annualized change volatility, 3-sigma anomaly flags, drift forecasts, 5-year tension-regime z-scores, high-risk and spike flags, and the threat-minus-act spread. The news-risk lens on geopolitics — the geopolitical companion to the policy lens in epu-signals and the financial lens in finstress-signals. Raw data: Caldara & Iacoviello.

Source: Geopolitical-Risk Signals (derived)1,500 rowsUpdated: 9/22/2026
geopolitical-riskgprnewsriskthreatsmomentumvolatilityanomaly-detectionforecastingsignalsmacroeconomics

Quality

92

Attribution

Caldara & Iacoviello, Geopolitical Risk index (derived signals by Frontier Data Hub)

Schema

ColumnTypeDescription
datestringReference month (GPR is a monthly index).
countrystringWorld (the GPR index is global).
country_codestringStable World aggregate code: WLD.
series_idstringGPR series code: GPR (benchmark index), GPRT (threats subindex) or GPRA (acts subindex).
series_labelstringSeries label as documented on the GPR page.
valuefloatGeopolitical Risk index value as published: the index is normalized so that its 2000-2009 average equals 100.
momentum_3mfloat
yoy_change_pctfloat
volatility_30dfloat
anomaly_flaginteger
forecast_1mfloat
rankinteger
gpr_z_5yfloat
high_risk_flaginteger
spike_flaginteger
threat_act_spreadfloat

Sample rows

datecountrycountry_codeseries_idseries_labelvaluemomentum_3myoy_change_pctvolatility_30danomaly_flagforecast_1mrankgpr_z_5yhigh_risk_flagspike_flagthreat_act_spread
1985-01-01WorldWLDGPRGeopolitical Risk index (benchmark, monthly)102.1733779907226600017.926681518554688
1985-02-01WorldWLDGPRGeopolitical Risk index (benchmark, monthly)117.1020202636718814.92864227294921900029.84105682373047
1985-03-01WorldWLDGPRGeopolitical Risk index (benchmark, monthly)124.778152465820317.676132202148437500010.083580017089844
1985-04-01WorldWLDGPRGeopolitical Risk index (benchmark, monthly)87.92900085449219-36.84915161132812500020.882400512695312
1985-05-01WorldWLDGPRGeopolitical Risk index (benchmark, monthly)103.2628479003906215.33384704589843800018.883056640625

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/gpr_signals/gpr_geopolitical_risk_signals" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/gpr_signals/gpr_geopolitical_risk_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/gpr_signals/gpr_geopolitical_risk_signals

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