US inflation expectations signals (Michigan 1y, anchoring gauges, anomalies)
Value-added inflation-expectations signals derived from FRED's free University of Michigan Surveys of Consumers 1-year-ahead inflation expectation (monthly, 1978 -> present): the expectations companion to realized-inflation signals. Each row carries change volatility, 3-month momentum, 12-month change (pp), a trailing-1y expectations z-score, an above-Fed-target flag, a de-anchoring flag (12m average > 3%), 3-sigma anomaly flags and naive-drift 1-month forecasts. All computation is local pandas/numpy; no paid models or APIs.
Quality
Attribution
University of Michigan Surveys of Consumers via FRED; derived signals by Frontier Data Hub
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD; monthly, first of month). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID: MICH (University of Michigan 1-year-ahead inflation expectation); resolves to the series page at https://fred.stlouisfed.org/series/MICH. |
| series_label | string | Official FRED series title as published for the series. |
| value | float | 1-year-ahead expected inflation as reported by the University of Michigan Surveys of Consumers (percent); see the series notes for methodology and revisions. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pct | float | |
| expect_z_1y | float | |
| above_target_flag | integer | |
| deanchored_flag | integer | |
| anomaly_flag | integer | |
| forecast_1m | float |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pct | expect_z_1y | above_target_flag | deanchored_flag | anomaly_flag | forecast_1m |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1978-01-01 | United States | USA | MICH | University of Michigan: Inflation Expectation | 5.2 | — | — | — | — | 1 | 0 | 0 | — |
| 1978-02-01 | United States | USA | MICH | University of Michigan: Inflation Expectation | 6.4 | — | — | — | — | 1 | 0 | 0 | — |
| 1978-03-01 | United States | USA | MICH | University of Michigan: Inflation Expectation | 6.3 | — | — | — | — | 1 | 0 | 0 | — |
| 1978-04-01 | United States | USA | MICH | University of Michigan: Inflation Expectation | 6.7 | — | 1.5 | — | — | 1 | 0 | 0 | — |
| 1978-05-01 | United States | USA | MICH | University of Michigan: Inflation Expectation | 6.9 | — | 0.5 | — | — | 1 | 0 | 0 | — |
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/inflation_expect_signals/us_inflation_expectations_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/inflation_expect_signals/us_inflation_expectations_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/inflation_expect_signals/us_inflation_expectations_signals
Tip: fetch /llms.txt for the full machine-readable catalog.