Data library

Australia Macro Signals (derived)

Australia macro signals (CPI, 10-year bond yield, RBA-band gauges)

Monthly Australia macro signals from OECD Main Economic Indicators (via FRED): headline CPI (AUTCPIALLMINMEI, 1958 ->) and the 10-year Commonwealth Government bond yield (IRLTLT01AUM156N, 1989 ->), with 3-month momentum, year-on-year change, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, plus a high-inflation flag keyed to the top of the RBA's 2-3% target band, a 10-year-yield 5-year z-score and a yield-spike stress flag. The Australia lens on global macro — a commodity-linked, China-exposed advanced economy. Companion to japan-macro-signals (Asia-Pacific peer). All rows normalized to country_code AUS. Raw series: OECD Main Economic Indicators via FRED.

• australia
• cpi
• inflation
• rba

Bank for International Settlements

Long-run consumer price index (monthly, 63 economies)

BIS long series on consumer prices: index of the average change in the price of consumer items (goods and services) purchased by households, index 2010 = 100, based on regular surveys of representative consumption baskets. Bank for International Settlements, BIS Data Portal.

• inflation
• cpi
• prices
• long-run

Global Long-Run Inflation-Regime Signals (derived)

Global long-run inflation-regime signals (BIS CPI, 63 economies, 1913-present)

Long-run inflation signals derived from the BIS long-run consumer price index: year-on-year inflation, acceleration gauges, 3-month momentum, 30-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-country volatility ranks, high-inflation (>5%) and deflation flags, and 10-year inflation z-scores for 63 economies with history in many cases back to 1913. The monetizable inflation-regime signals layer on top of raw BIS consumer-price data. Raw series: BIS long-run consumer price index.

• inflation
• cpi
• consumer-prices
• disinflation

U.S. Bureau of Labor Statistics

BLS Consumer Price Index (CPI-U), seasonally adjusted

Monthly U.S. consumer price indexes from the BLS Consumer Price Index for All Urban Consumers (CPI-U): all items, all items less food and energy (core), rent of primary residence, and energy. Index points, seasonally adjusted, U.S. city average.

• inflation
• cpi
• prices
• us

Bank of Canada Valet

Consumer Price Index

The monthly series group that includes the Consumer Price Index (CPI) and its core inflation measures, such as CPI-trim and CPI-median.

• cpi
• inflation
• prices
• canada

Bank of Canada Valet

Inflation (year-over-year percentage change)

The year-over-year percentage change in the Consumer Price Index (CPI), as published monthly.

• inflation
• cpi
• prices
• canada

Statistics Netherlands (CBS)

Netherlands: consumer price index (CPI 2025=100)

Statistics Netherlands (CBS) consumer price index (base 2025=100): index level and year-on-year percentage change by expenditure category (food, housing, transport, ...), monthly from December 2009. The annual change of total expenditure is the Dutch inflation rate. Rows are category x month x statistic.

• netherlands
• cpi
• inflation
• prices

Government of Canada Open Data

Consumer Price Index, monthly, not seasonally adjusted

Consumer Price Index (CPI), monthly, not seasonally adjusted. Statistics Canada table 18-10-0004-01.

• cpi
• inflation
• statcan
• government-of-canada

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

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

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