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Open datasets, fully documented — searchable here, and readable by any LLM.

81 datasets

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
    rows
    7,933
    Quality
    100
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Harmonized-Unemployment Signals (derived)

    Global harmonized-unemployment signals (OECD, 20 economies)

    Monthly harmonized-unemployment signals for 20 major economies from the OECD's Infra-Annual Labor Statistics (ILO-harmonized definition, ages 15+, seasonally adjusted; redistributed by FRED): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, drift forecasts, per-month cross-country ranks, a 3-year labor-stress z-score, an elevated-labor-market flag, and a cross-country dispersion gauge for global labor-divergence. The cross-country companion to us-labor-market-signals (US depth) and euro-area-unemployment-signals (euro breadth): one comparable measure for spotting which labor markets crack first. All rows normalized to ISO alpha-3 country codes so they join cleanly with every other global dataset. Raw series: OECD via FRED (commercial re-use of OECD data requires prior permission — flagged in the UI).

    • unemployment
    • labor-market
    • oecd
    • harmonized
    rows
    10,478
    Quality
    97
    Updated
    Sep 22, 2026
    Fresh
    License
    No commercial use
  • Household Balance Signals (derived)

    US household balance signals (savings buffer, debt-service strain, savings/dsr anomalies)

    Monthly/quarterly signals derived from BEA and Federal Reserve household-finances data (redistributed by FRED): 30-period annualized change volatility, ~3-month momentum, year-over-year change in percentage points, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the household savings buffer (saving rate minus debt service ratio — the net cash-buffer gauge). Covers the personal saving rate and the household debt service ratio. 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 Economic Analysis and Board of Governors of the Federal Reserve System.

    • households
    • saving-rate
    • debt-service
    • consumer-finance
    rows
    896
    Quality
    98
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Housing Market Signals (derived)

    US housing market signals (Case-Shiller YoY momentum, starts/permits, anomalies, forecasts)

    Signals derived from FRED's US housing series: 30-period annualized volatility of changes, 3-month momentum, year-over-year percent change (the Case-Shiller boom/bust gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the permits-to-starts pipeline ratio. Covers HOUST (monthly housing starts), PERMIT (monthly building permits), CSUSHPISA (S&P/Case-Shiller U.S. National Home Price Index), MORTGAGE30US (weekly 30-yr fixed mortgage rate) and HSN1F (monthly new one-family houses sold). 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).

    • housing
    • real-estate
    • case-shiller
    • mortgage
    rows
    5,744
    Quality
    98
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • US Housing-Vacancy Signals (derived)

    US housing-vacancy signals (market tightness)

    Quarterly US housing-vacancy signals from the Census Bureau (FRED RRVRUSQ156N rental vacancy and RHVRUSQ156N homeowner vacancy, 1956-Q1 ->): 1-year momentum, year-on-year change, 4-quarter volatility, 3-sigma anomaly flags, naive-drift forecasts, 5-year z-scores, a tight-rental-market (<7%) flag, and an elevated-homeowner-vacancy (>=2.5%) flag. The tightness lens on US housing — the direct gauge of supply/demand balance — complementing housing-signals (construction, prices, mortgage rates). All rows normalized to country_code USA. Raw series: U.S. Census Bureau (Housing Vacancy Survey) via FRED.

    • housing
    • vacancy
    • rental
    • tightness
    rows
    564
    Quality
    96
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • 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
    rows
    1,383
    Quality
    92
    Updated
    Sep 22, 2026
    Fresh
    License
    License unclear
  • 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
    rows
    583
    Quality
    100
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • 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
    rows
    3,965
    Quality
    97
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • 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
    rows
    1,250
    Quality
    91
    Updated
    Sep 22, 2026
    Fresh
    License
    License unclear
  • JOLTS Labor Market Signals (derived)

    US JOLTS labor market signals (openings, quits, layoffs churn gauge, anomalies)

    Monthly labor-market signals derived from FRED's Job Openings and Labor Turnover Survey (JOLTS): 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the quits-minus-layoffs churn spread (the tight-vs-loose labor market gauge). Covers job openings level and rate, quits rate, layoffs & discharges rate and hires rate. 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: U.S. Bureau of Labor Statistics.

    • labor
    • jolts
    • job-openings
    • quits
    rows
    1,540
    Quality
    99
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Labor-Demand Signals (derived)

    US labor-demand signals (JOLTS openings, hires, quits)

    Monthly US labor-demand signals from BLS JOLTS data (via FRED, 2000 ->): job openings, the hires rate and the quits rate, with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, 3-year demand z-scores, a hires hiring-freeze flag, a quits-based worker-confidence gauge and a vacancy-surge flag. The labor-DEMAND companion to the labor-supply levels in us-labor-market-signals: how tight the labor market is from the employer's and the worker's side. All rows normalized to country_code USA. Raw series: Bureau of Labor Statistics (JOLTS) via FRED.

    • labor
    • labor-market
    • jolts
    • job-openings
    rows
    924
    Quality
    94
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Labor Market Signals (derived)

    US labor market signals (Sahm-rule recession indicator, claims anomalies, momentum, forecasts)

    Daily-row labor-market signals derived from FRED's US labor series: the Sahm-rule recession indicator on the unemployment rate (trigger flag + consecutive-month streak), 30-period annualized volatility of changes, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the 4-week moving average on weekly jobless claims. Covers UNRATE (monthly unemployment rate), PAYEMS (monthly nonfarm payrolls), ICSA (weekly initial claims, seasonally adjusted) and CCSA (weekly continued claims, seasonally adjusted). 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).

    • labor
    • unemployment
    • jobless-claims
    • sahm-rule
    rows
    8,224
    Quality
    97
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK

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