090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
6 datasets
ECB Balance-Sheet & Liquidity Signals (derived)
Weekly euro-area ECB liquidity signals from the ECB's total assets (FRED ECBASSETSW, 1999 ->, millions of euros): 13-week momentum, year-on-year change, 30-week change volatility, 3-sigma anomaly flags, naive-drift forecasts, a quantitative-tightening regime flag, a 5-year balance-sheet z-score, and an aggressive-expansion flag. The ECB-side companion to fed-liquidity-signals (WALCL) — balance-sheet expansion (QE) and contraction (QT) drive euro-area financial conditions, sovereign spreads, and the euro. Series covers the changing euro-area composition (11 to 20 countries); rows carry the stable EA20 aggregate code. Raw series: European Central Bank via FRED.
Euro-Area Sovereign Debt Signals (derived)
Quarterly sovereign-debt signals derived from Eurostat government debt data: general-government consolidated gross debt as % of GDP for 32 European economies, with quarter-on-quarter and year-on-year changes, 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-country volatility rank, the Maastricht 60%-of-GDP breach flag, debt-trajectory acceleration, the gap to the EA20 aggregate and 10-year debt z-scores. Geo codes are normalized to ISO alpha-3 (EU aggregates keep stable codes) so rows join cleanly with other country-keyed datasets. Raw series: Eurostat (gov_10q_ggdebt).
Euro-Area Inflation Signals (derived)
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).
Euro-Area Unemployment Signals (derived)
Monthly European unemployment signals derived from Eurostat's harmonized unemployment series (35 countries and aggregates, seasonally adjusted, % of labour force): year-on-year and 3-month changes in percentage points, 30-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-country volatility rank, the cross-country dispersion of unemployment rates (the euro labor-market divergence gauge) and each country's distance from the EA21 euro-area average. All rows are country-normalized (ISO alpha-3, aggregates kept as stable codes) so they join cleanly with other country-keyed datasets. Raw data: Eurostat (une_rt_m); derived signals by Frontier Data Hub.
Eurostat Euro-Area Activity Intelligence
Monthly euro-area real-activity panel from Eurostat's official keyless dissemination API: industrial production (NACE B-D) and retail trade volume (NACE G47), both seasonally and calendar adjusted indices (2021=100) for the EA20 euro area, with 1-month and 12-month percent changes and 3-month moving-average momentum. Full history as published (industry from 1998, retail from 2000); pre-start months are nulls, never imputed. Eurostat observation flags (provisional/estimated/revised) are kept verbatim. Who joins this: euro-area demand models join IP/retail momentum on year_month to sales and hiring plans; FX/rates desks use the coincident activity read alongside ECB policy expectations; retailers and industrial suppliers benchmark own volumes against the EA20 indices.
Sovereign Yield Signals (derived)
Signals derived from the OECD's harmonized 10-year government bond yields (monthly, as published on FRED) for 17 economies: 30-month annualized volatility of monthly yield changes, 3-month momentum, 12-month change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-country volatility rank, and the euro-area periphery spread — each euro member's 10y yield minus Germany's on the same month (the core-vs-periphery gauge). 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.
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