090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
154 datasets
Recession-Probability Signals (derived)
Monthly US recession-probability signals from the New York Fed's Smoothed U.S. Recession Probabilities (Chauvet-Piger dynamic-factor Markov-switching model, redistributed by FRED, 1967 ->): the forward-looking probability that the economy is in recession, with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, a 5-year probability z-score, elevated (>=30) and recession-call (>=50) flags, a surging-risk flag, and a high-probability streak counter. The forward-looking companion to the NBER-based realized recession flag in us-output-business-cycle-signals. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of New York via FRED.
Global Remittance Signals (derived)
Global remittance signals from World Bank WDI (~200 economies, annual ~1970 ->): remittances received and paid, 10-year changes, OLS trend slopes, 3-sigma shock flags, 5-year linear-extrapolation forecasts, net flow (received minus paid), remittance-dependence flags and cross-country dependency ranks. The migration-money lens: who depends on diaspora income and where flows are surging. World Bank WDI (non-commercial terms).
Global Reserve-Adequacy Signals (derived)
Annual reserve-adequacy signals derived from the IMF DataMapper (74 economies, 1980 ->): the Fund's official adequacy metrics — reserves/ARA metric, import cover (months), and reserves/short-term-debt — with 1-year and 3-year changes, 30-year change volatility, 3-sigma anomaly flags vs a trailing-10-year baseline, naive-drift 1-year forecasts, per-year cross-country volatility ranks, 10-year buffer z-scores, and adequate / thin-buffer / rapid-depletion flags. The balance-sheet buffer companion to the FX and external vulnerability signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
US Retail Sales Signals (derived)
Monthly US retail-sales signals from Census advance retail data (FRED RSXFS nominal retail trade + RRSFS real retail & food services, 1992-01 ->, seasonally adjusted, keyless except the already-provisioned FRED key): year-on-year change, 3-month momentum, 12-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, 5-year spending z-scores, and contraction/strong-expansion flags. The measured monthly household-spending lens between us-consumer-sentiment-signals (stated sentiment) and quarterly real PCE — the nominal/real split shows when spending growth is prices vs volume. All rows normalized to country_code USA. Raw data: Census Bureau via FRED.
Sahm-Rule Labor Signals (derived)
Monthly US Sahm-rule recession signals from the BLS unemployment rate (FRED UNRATE, 1948 ->): the 3-month average unemployment rate minus its 12-month low (pp), with the 0.50pp recession trigger flag, a 0.30pp warning flag, a fast-rise flag, 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, a 5-year z-score, and the 12-month unemployment-rate change. The rule-based, transparent companion to us-recession-probability-signals (model probability) and the deterioration lens on us-labor-market-signals (raw levels). All rows normalized to country_code USA. Raw series: U.S. Bureau of Labor Statistics via FRED.
SDG Goal Progress Signals (derived)
Value-added UN Sustainable Development Goal progress signals: 10-year progress rates, cross-country improvement z-scores, naive drift projections to the 2030 deadline, and on-track/off-track flags for poverty, electricity access, safe drinking water, and maternal mortality across ~200 countries. All computation is local pandas/numpy; no paid models or APIs.
Shelter Inflation Signals (derived)
Monthly signals derived from BLS shelter CPI series (redistributed by FRED): 30-month annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the shelter premium (shelter YoY minus headline CPI YoY — the affordability wedge) and the OER-minus-rent divergence gauge. Covers rent of primary residence from 1915 and owners' equivalent rent from 1983. 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 Labor Statistics.
US Bank Lending Standards Signals (derived)
Quarterly US credit-conditions signals derived from FRED's Senior Loan Officer Opinion Survey (SLOOS): net percentages of banks tightening lending standards for C&I loans, with quarter-on-quarter and year-on-year changes in percentage points, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-series volatility rank, tightening regime flags with 4-year z-scores, and the large-firm minus small-firm tightening spread (the flight-to-quality gauge). 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 survey: Board of Governors of the Federal Reserve System.
Norway Macro Momentum Signals (derived)
Value-added Norwegian macro signals derived from the free Statistics Norway StatBank labour-force survey and consumer price index (CC-BY-4.0): unemployment-rate, participation-rate and employment momentum with 3-month annualized rates, 2-year z-scores and 3-sigma anomaly flags, plus headline CPI momentum — a compact Norway macro-momentum dashboard for oil-economy and Nordic watchers. All computation is local pandas/numpy; no paid models or APIs.
Canada Sectoral Momentum Signals (derived)
Value-added Canadian macro signals derived from the free Statistics Canada GDP-by-industry data (Open Licence): per-industry 3-month annualized momentum, year-on-year growth, 3-sigma anomaly flags and monthly cross-industry momentum ranks, plus the headline growth-breadth gauge — the share of industries expanding — so users can see whether Canadian growth is broad-based or narrow. All computation is local pandas/numpy; no paid models or APIs.
State Coincident-Activity Signals (derived)
Monthly signals derived from the Philadelphia Fed's Coincident Economic Activity Indexes (redistributed by FRED): 30-month annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-state volatility rank, the state-minus-nation cycle-divergence gauge and a 24-month growth z-score (the state business-cycle heat gauge). Covers the national index plus all 50 state indexes from 1979. All rows are normalized to country_code USA so they join cleanly with US macro data; the state identity rides in series_id. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data: Federal Reserve Bank of Philadelphia.
State GDP Signals (derived)
Annual US state GDP signals from FRED/BEA (1997 -> latest): all-industry total GDP for the 50 states + DC with 1-year and 10-year growth rates, 10-year growth volatility, 3-sigma anomaly flags, drift forecasts, 10-year growth z-scores and gauges: each state's share of US GDP, a contraction flag and an outperform-vs-US flag. The output lens on regional growth — the GDP companion to the coincident index in fred-state-cycle-signals and the labor lens in state-labor-signals. Raw series: Bureau of Economic Analysis via FRED.
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