US recession-probability signals (NY Fed smoothed probabilities)
Monthly US recession-probability signals from the New York Fed's Smoothed U.S. Recession Probabilities (Chauvet-Piger dynamic-factor Markov-switching model, redistributed by FRED, 1967 ->): the forward-looking probability that the economy is in recession, with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, a 5-year probability z-score, elevated (>=30) and recession-call (>=50) flags, a surging-risk flag, and a high-probability streak counter. The forward-looking companion to the NBER-based realized recession flag in us-output-business-cycle-signals. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of New York via FRED.
Qualité
Attribution
Federal Reserve Bank of New York (Smoothed U.S. Recession Probabilities) via FRED; derived signals by Frontier Data Hub
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD, monthly). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID: RECPROUSM156N (Smoothed U.S. Recession Probabilities, Federal Reserve Bank of New York). |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Smoothed probability that the U.S. economy was in a recession during the month, in percent, estimated from a dynamic-factor Markov-switching model of coincident indicators (Federal Reserve Bank of New York, via FRED). |
| momentum_3m | float | |
| volatility_30d | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| prob_z_5y | float | |
| elevated_flag | integer | |
| recession_call_flag | integer | |
| rising_flag | integer | |
| high_prob_streak | integer |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | momentum_3m | volatility_30d | anomaly_flag | forecast_1m | prob_z_5y | elevated_flag | recession_call_flag | rising_flag | high_prob_streak |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1967-06-01 | United States | USA | RECPROUSM156N | Smoothed U.S. Recession Probabilities | 1.1 | — | — | 0 | — | — | 0 | 0 | 0 | 0 |
| 1967-07-01 | United States | USA | RECPROUSM156N | Smoothed U.S. Recession Probabilities | 0.54 | — | — | 0 | — | — | 0 | 0 | 0 | 0 |
| 1967-08-01 | United States | USA | RECPROUSM156N | Smoothed U.S. Recession Probabilities | 0.12 | — | — | 0 | — | — | 0 | 0 | 0 | 0 |
| 1967-09-01 | United States | USA | RECPROUSM156N | Smoothed U.S. Recession Probabilities | 0.52 | -0.5800000000000001 | — | 0 | — | — | 0 | 0 | 0 | 0 |
| 1967-10-01 | United States | USA | RECPROUSM156N | Smoothed U.S. Recession Probabilities | 0.18 | -0.36000000000000004 | — | 0 | — | — | 0 | 0 | 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/recession_prob_signals/us_recession_probability_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/recession_prob_signals/us_recession_probability_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/recession_prob_signals/us_recession_probability_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.