Data library

BIS REER Competitiveness Signals (derived)

BIS REER competitiveness signals (currency misalignment gauges)

Monthly currency-competitiveness signals from the BIS real broad effective exchange rate indices (1994-01 ->, keyless): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-economy ranks, a 10-year valuation z-score misalignment gauge with over/undervalued flags, 12-month real appreciation rates, and per-month REER-level ranks. All rows carry normalized ISO country codes so they join cleanly with other macro data. Raw data: Bank for International Settlements.

• fx
• reer
• effective-exchange-rate
• competitiveness

Borrowing-Cost Signals (derived)

US household borrowing-cost signals (prime / card / auto rates)

US household borrowing-cost signals from Federal Reserve Board lending rates (redistributed by FRED): the bank prime loan rate (monthly, 1949 ->), the commercial-bank credit-card rate and the 48-month new-auto loan rate (quarterly, NSA), with frequency-aware momentum, change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the lender risk-premium spread over prime, the unsecured-vs-secured (card-minus-auto) wedge, a 5-year borrowing-cost z-score and a high-cost flag. The price-of-credit complement to fred-mortgage-rate-signals (mortgages), us-bank-credit-cycle signals (volumes) and us-bank-lending-standards-signals (willingness to lend). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System via FRED.

• interest-rates
• prime-rate
• credit-cards
• auto-loans

5Y Breakeven Inflation Signals (derived)

US 5-year breakeven inflation signals (market-implied expectations)

Daily US market-implied inflation-expectations signals from the 5-year breakeven inflation rate (FRED, 2003 ->): the bond market's priced-in 5-year inflation expectation, with 63-day momentum, 30-day annualized change volatility, 3-sigma shock flags, 21-day drift forecasts, a 1-year expectations z-score, the anchoring gap versus the Fed's 2% target, above-target and de-anchoring flags. The market-implied counterpart to the consumer-survey expectations set: what traders, not households, expect. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis via FRED.

• inflation
• inflation-expectations
• breakeven
• tips

U.S. Bureau of Transportation Statistics

U.S. Transportation Services Index and components, monthly

The Bureau of Transportation Statistics' monthly Transportation Services Index (TSI) with its seasonally-adjusted underlying series (Socrata dataset bw6n-ddqk, https://data.bts.gov/resource/bw6n-ddqk.json). Each row is one month: the combined, freight and passenger indexes (tsi_total, tsi_freight, tsi_passenger, chained 2000 = 100) plus monthly changes, alongside the component series - air revenue passenger and ton miles, rail carloads/intermodal/passenger miles, transit ridership, pipeline movements, waterborne tonnage, truck tonnage index and vehicle miles traveled. Method: BTS aggregates for-hire transportation output; '_d11' columns are the seasonally-adjusted variants. Units: index points for tsi_* (base year 2000 = 100); component units are given per column (thousands, millions of short tons, billion cubic feet, etc.). Caveats: the latest 2-3 months are routinely revised as source data finalizes. Coverage: United States, 2000-01 to the present, monthly. Provenance: BTS keyless Socrata API, U.S. public domain - please cite the U.S. Department of Transportation, Bureau of Transportation Statistics. Primary key: obs_date (first of month). Cadence: refreshed monthly. Nullability: recent months may have nulls where a component series is not yet published. Sample use: plot tsi_freight against time as a coincident gauge of U.S. goods movement.

• transport
• us
• freight
• macroeconomics

National Activity Signals (derived)

US national activity signals (CFNAI business-cycle gauges, recession flags)

Monthly signals derived from the Chicago Fed National Activity Index (redistributed by FRED, 1967-03 ->): 30-month change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, the Chicago Fed's 3-month moving-average business-cycle gauge, recession and expansion flags at the Chicago Fed's +/-0.70 thresholds, and a 5-year activity-regime z-score. 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: Federal Reserve Bank of Chicago.

• business-cycle
• recession
• cfnai
• activity-index

US-China Trade Signals (derived)

US-China bilateral trade signals (decoupling tracker)

US-China bilateral goods-trade signals (Census via FRED, monthly 1985 ->): import/export momentum, 30-period change volatility, 3-sigma shock flags, drift forecasts, the bilateral deficit tracker, its 5-year z-score and the export reciprocity gauge. The bilateral lens: where the decoupling story shows up in the numbers. US government data via FRED (free, keyless-by-reuse of the existing FRED key).

• china
• trade
• bilateral-trade
• imports

FRED (St. Louis Fed)

GDP

• gdp
• macroeconomics
• fred

Mortgage-Rate Signals (derived)

US mortgage-rate signals (affordability shock & spread gauges)

Weekly US mortgage-rate signals from the Freddie Mac Primary Mortgage Market Survey (redistributed by FRED, 1971 ->): 30-year and 15-year fixed rates with 13-week momentum, 30-week change volatility, 3-sigma anomaly flags vs a trailing 52-week baseline, 4-week drift forecasts, cross-series ranks, the mortgage-minus-10y-Treasury spread, a 52-week rate-shock gauge, high/low rate flags, and a 10-year affordability z-score. 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: Freddie Mac, U.S. Department of the Treasury.

• mortgages
• housing-finance
• interest-rates
• affordability

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

Geopolitical-Risk Signals (derived)

Geopolitical-risk signals (Caldara-Iacoviello GPR)

Monthly geopolitical-risk signals from the Caldara-Iacoviello GPR data export (1985 -> latest): the benchmark GPR index plus the threats and acts subindices, with 1-month and 12-month changes, 30-month annualized change volatility, 3-sigma anomaly flags, drift forecasts, 5-year tension-regime z-scores, high-risk and spike flags, and the threat-minus-act spread. The news-risk lens on geopolitics — the geopolitical companion to the policy lens in epu-signals and the financial lens in finstress-signals. Raw data: Caldara & Iacoviello.

• geopolitical-risk
• gpr
• news
• risk

Global ILO Unemployment Signals (derived)

Global ILO unemployment signals (labor-market breadth)

Global unemployment signals from the ILO modeled estimates via World Bank WDI (~200 economies, annual 1991 ->): 10-year change, OLS trend slope, 3-sigma shock flags, 5-year linear-extrapolation forecasts, cross-country ranks, the female-minus-male gender gap, crisis/recovery flags and a 10-year z-score. The breadth companion to the OECD 20-country monthly set: every country's unemployment story on one harmonized grid. World Bank WDI (non-commercial terms).

• unemployment
• labor-market
• ilo
• world-bank

IMF DataMapper

Current account balance, percent of GDP

The current account is the record of all transactions in the balance of payments covering the exports and imports of goods and services, payments of income, and current transfers between residents of a country and nonresidents.

• current-account
• trade
• macroeconomics
• imf