Data library

Statistics Denmark (DST)

Denmark: consumer price index by COICOP division

Statistics Denmark (DST) consumer price index: index level and 12-month percentage change by COICOP division (food, housing, transport, ...), monthly from December 2000. The 12-month change of the total index is the Danish inflation rate. Rows are commodity group x month x statistic.

• denmark
• cpi
• inflation
• prices

European Central Bank

Euro real effective exchange rate (CPI deflated)

Real effective exchange rate of the euro against a narrow group of 12 trading partners (EER-12), deflated by consumer price indices, published monthly. European Central Bank.

• exchange-rates
• competitiveness
• inflation
• euro

Euro-Area Inflation Signals (derived)

Euro-area inflation signals (ECB 2% target streaks, inflation momentum, anomalies, forecasts)

Signals derived from Eurostat's monthly all-items HICP annual inflation rates (already year-over-year): 3-month momentum in percentage points, an ECB 2%-target gauge (above-target flag + signed target streak), 30-month annualized volatility of inflation-rate changes, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country inflation rank (1 = hottest). Covers 41 series: EU member states plus euro-area (EA20) and EU (EU27) aggregates, monthly 1997 -> present. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Eurostat (prc_hicp_manr).

• inflation
• hicp
• cpi
• ecb

Eurostat

HICP inflation — annual rate of change (monthly)

Monthly Harmonised Index of Consumer Prices, annual rate of change, all-items index, for EU member states, EFTA countries, EU candidates and EU/euro-area aggregates. Eurostat dataset prc_hicp_manr ('HICP - monthly data (annual rate of change)').

• inflation
• hicp
• prices
• macro

FRED (St. Louis Fed)

CPIAUCSL

• inflation
• cpi
• fred

Global CPI Signals (derived)

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.

• inflation
• cpi
• harmonized-inflation
• oecd

IMF DataMapper

Inflation rate, average consumer prices

The average consumer price index (CPI) is a measure of a country's average level of prices based on the cost of a typical basket of consumer goods and services in a given period. The rate of inflation is the percent change in the average CPI.

• inflation
• cpi
• macroeconomics
• imf

IMF Commodity Price Index Signals (derived)

Global commodity price index signals (IMF PCPS: energy/metals/food momentum, dislocation spreads, anomalies)

Monthly/quarterly signals derived from the IMF Primary Commodity Price System indices (redistributed by FRED): 30-period 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-date cross-index volatility rank, and the energy-vs-food YoY spread (the commodity dislocation gauge). Covers the global energy, metals and food price indices plus the all-commodities index. All rows are normalized to country_code WLD (global benchmarks) so they join cleanly with other world macro data. Underlying data: International Monetary Fund, Primary Commodity Price System.

• commodities
• energy
• metals
• food

US Inflation Expectations Signals (derived)

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.

• inflation
• expectations
• consumer
• monetary-policy

Inflation Signals (derived)

US inflation signals (CPI/PCE YoY momentum, core gaps, anomalies, forecasts)

Signals derived from FRED's US inflation series: 30-period annualized volatility of monthly changes, 3-month momentum, year-over-year percent change (the headline inflation gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, plus the core-vs-headline CPI gap and the core-PCE-vs-headline spread. Covers CPIAUCSL (headline CPI, seasonally adjusted), CPILFESL (core CPI), PCEPILFE (core PCE price index — the Fed's preferred gauge) and PPIACO (producer prices, all commodities). 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).

• inflation
• cpi
• pce
• ppi

Japan Macro Signals (derived)

Japan macro signals (CPI, 10-year JGB yield, deflation gauges)

Monthly Japan macro signals from OECD Main Economic Indicators (via FRED): headline CPI (JPNCPIALLMINMEI, 1955 ->) and the 10-year JGB yield (IRLTLT01JPM156N, 1989 ->), with 3-month momentum, year-on-year change, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, plus deflation / high-inflation flags, a 10-year-yield 5-year z-score and a negative-yield flag covering the NIRP and yield-curve-control years. The Japan lens on global macro — the deflation laboratory and Asia-Pacific rates anchor. Companion to us-treasury-yield-curve-signals (US) and imf-global-real-gdp-growth-signals (annual, global). All rows normalized to country_code JPN. Raw series: OECD Main Economic Indicators via FRED.

• japan
• cpi
• inflation
• deflation

Norway Category-Inflation Heat Signals (derived)

Norway category-inflation heat signals (SSB CPI by COICOP group, monthly heat-map)

Category-level Norwegian inflation signals derived from Statistics Norway's CPI by goods/services group: 12-month inflation rates for twelve COICOP categories plus the all-items total since 2000, with month-on-month rate changes, acceleration gauges, 12-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-category heat ranks, each category's gap versus the all-items total, high-heat (>4%) flags and the share of categories running above 2%. The monetizable signals layer on top of raw Statistics Norway price data. Raw series: SSB StatBank CPI by derived series and goods/services group.

• inflation
• cpi
• norway
• ssb