Canada monetary policy signals (policy stance, curve slope, funding stress)
Daily-to-monthly monetary-policy signals derived from Bank of Canada Valet data: 30-period annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, plus the real policy stance (target rate minus YoY CPI inflation), the CORRA-target funding-stress spread, the 10Y-2Y Canadian curve-slope spread and a policy-move streak tracker (consecutive hikes/cuts). Covers the BoC target for the overnight rate, the overnight rate, CORRA, 2Y/10Y benchmark bond yields and total/trim/median/common CPI inflation. All rows are normalized to country_code CAN so they join cleanly with Canadian macro data. Raw data: Bank of Canada (Valet API).
Qualité
Attribution
Bank of Canada (Valet API; derived signals by Frontier Data Hub)
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | Observation date (Valet field d; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | Valet series name, e.g. STATIC_ATABLE_V39079 (target for the overnight rate), AVG.INTWO (CORRA), BD.CDN.10YR.DQ.YLD (10-year benchmark bond yield); resolves in the Valet API at https://www.bankofcanada.ca/valet/. |
| series_label | string | Official Bank of Canada series label from the Valet seriesDetail metadata. |
| value | float | Observation value as published by the Bank of Canada for this series (policy rates and bond yields in percent; CORRA in percent; CPI measures as index or year-over-year percent change); see the Bank of Canada's notes for methodology. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pct | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| real_target_rate | float | |
| corra_target_spread | float | |
| curve_spread_ca | float | |
| policy_streak | integer |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pct | anomaly_flag | forecast_1m | rank | real_target_rate | corra_target_spread | curve_spread_ca | policy_streak |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1995-01-01 | Canada | CAN | CPI_COMMON | CPI-common | 1.1 | — | — | — | 0 | — | — | — | — | — | 0 |
| 1995-01-01 | Canada | CAN | CPI_MEDIAN | CPI-median | 1.7 | — | — | — | 0 | — | — | — | — | — | 0 |
| 1995-01-01 | Canada | CAN | CPI_TRIM | CPI-trim | 1.8 | — | — | — | 0 | — | — | — | — | — | 0 |
| 1995-01-01 | Canada | CAN | STATIC_TOTALCPICHANGE | Total CPI, percentage change year-over-year (unadjusted) | 0.6 | — | — | — | 0 | — | — | — | — | — | 0 |
| 1995-02-01 | Canada | CAN | CPI_COMMON | CPI-common | 1.2 | — | — | — | 0 | — | — | — | — | — | 0 |
Télécharger un échantillon
Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).
Utiliser avec un LLM
Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/boc_signals/canada_monetary_policy_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/boc_signals/canada_monetary_policy_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)Point d’accès API: https://datazimuts.com/v1/datasets/boc_signals/canada_monetary_policy_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.