Données ouvertes

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Jeux de données ouverts, entièrement documentés — interrogeables ici, et lisibles par n’importe quel LLM.

Les titres et les descriptions proviennent des sources de données, en anglais.

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14 jeux de données

monetary-policy

Bank for International Settlements
Central bank policy rates (monthly, 49 economies)
Monthly end-of-period central bank policy (target) rates published by the BIS, from 1945 to the latest month. Bank for International Settlements, BIS Data Portal.
- monetary-policy
- policy-rates
- interest-rates
- central-banks
lignes
25 096
Qualité
97
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
Global Policy Divergence Signals (derived)
Global policy divergence signals (central-bank cutting/hiking cycles, real rates, divergence gauge)
Value-added monetary-policy signals derived from the free Bank for International Settlements central-bank policy-rate and long-run consumer-price datasets: per-country cutting/hiking cycle stance, 6-month rate momentum, real policy rates (rate minus CPI year-on-year), 5-year stance z-scores, 3-sigma anomaly flags, plus per-month global gauges — cross-country policy dispersion and the share of central banks cutting — so users can see easing/tightening cycles diverging in one frame. All computation is local pandas/numpy; no paid models or APIs.
- monetary-policy
- central-banks
- interest-rates
- real-rates
lignes
24 711
Qualité
97
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
Canada Monetary Policy Signals (derived)
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).
- monetary-policy
- bank-of-canada
- policy-rate
- corra
lignes
22 389
Qualité
99
Mis à jour
22 sept. 2026
Vieillissant
Licence
Usage commercial OK
Bank of Canada Valet
Policy instrument
Tools used by the Bank of Canada to implement monetary policy and manage short‑term interest rates.
- monetary-policy
- policy-rate
- interest-rates
- canada
lignes
736
Qualité
100
Mis à jour
21 sept. 2026
À jour
Licence
Usage commercial OK
Brazil Macro Signals (derived)
Brazil macro signals (Selic, BRL, IPCA)
Brazilian macro signals from the Banco Central do Brasil's SGS system (keyless API): the Selic target rate (daily), the USD/BRL exchange rate (daily) and IPCA consumer-price inflation (monthly), with 63-day/3-month momentum, 30-period change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the real Selic rate (Selic minus IPCA 12-month), a 12-month BRL depreciation gauge, a restrictive real-rate flag and a 5-year Selic z-score. The first Latin America / emerging-market central-bank lens in the catalog, complementary to em-currency-stress-signals (FX only) and the developed-market policy sets. All rows normalized to country_code BRA. Raw data: Banco Central do Brasil (commercial re-use terms not verifiable from this machine — flagged unclear in the UI).
- brazil
- selic
- ipca
- usd-brl
lignes
6 708
Qualité
91
Mis à jour
22 sept. 2026
Vieillissant
Licence
Licence incertaine
European Central Bank
Euro area M1 monetary aggregate, annual growth rate
Monthly annual growth rate of the euro area monetary aggregate M1 from the ECB Statistical Data Warehouse (dataflow BSI). M1 comprises currency in circulation and overnight deposits held with monetary financial institutions. The series is the annual percentage change of the outstanding-amounts index for the euro area, published monthly from 1981-01. European Central Bank statistics; reuse is free with attribution under the ESCB statistics reuse policy. Units: annual percent.
- money-supply
- m1
- monetary-policy
- ecb
lignes
547
Qualité
100
Mis à jour
23 sept. 2026
À jour
Licence
Usage commercial OK
European Central Bank
Euro area M3 monetary aggregate, annual growth rate
Monthly annual growth rate of the euro area monetary aggregate M3 from the ECB Statistical Data Warehouse (dataflow BSI). M3 comprises M1 plus deposits with agreed maturity up to two years, deposits redeemable at notice up to three months, and marketable instruments (repos, money market fund shares, and debt securities up to two years). The series is the annual percentage change of the outstanding-amounts index for the euro area, published monthly from 1981-01. European Central Bank statistics; reuse is free with attribution under the ESCB statistics reuse policy. Units: annual percent.
- money-supply
- m3
- monetary-policy
- ecb
lignes
547
Qualité
100
Mis à jour
23 sept. 2026
À jour
Licence
Usage commercial OK
ECB Balance-Sheet & Liquidity Signals (derived)
Euro-area ECB balance-sheet & liquidity signals (QE/QT regimes)
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.
- ecb
- euro-area
- balance-sheet
- quantitative-easing
lignes
1 446
Qualité
92
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
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
lignes
13 222
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Fed Liquidity Signals (derived)
US Fed liquidity & balance-sheet signals
Weekly US Federal Reserve liquidity-plumbing signals (2002 ->): total balance-sheet assets, bank reserve balances, and overnight reverse-repo facility usage, with 13-week momentum, 26-week change volatility, 3-sigma anomaly flags, drift forecasts, a quantitative-tightening pace gauge, the ON RRP drain share, the reserve cushion share, 5-year balance-sheet z-scores, an RRP surge flag, and an ample-reserves regime flag. The liquidity-plumbing companion to us-monetary-aggregates-signals (money stock) and us-financial-stress-signals (market stress). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System / Federal Reserve Bank of New York via FRED.
- federal-reserve
- balance-sheet
- quantitative-tightening
- reserves
lignes
3 714
Qualité
93
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Inflation Expectations Signals (derived)
US inflation expectations signals (Michigan 1y, anchoring gauges, anomalies)
Value-added inflation-expectations signals derived from FRED's free University of Michigan Surveys of Consumers 1-year-ahead inflation expectation (monthly, 1978 -> present): the expectations companion to realized-inflation signals. Each row carries change volatility, 3-month momentum, 12-month change (pp), a trailing-1y expectations z-score, an above-Fed-target flag, a de-anchoring flag (12m average > 3%), 3-sigma anomaly flags and naive-drift 1-month forecasts. All computation is local pandas/numpy; no paid models or APIs.
- inflation
- expectations
- consumer
- monetary-policy
lignes
583
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Monetary Policy Signals (derived)
US monetary policy signals (money-supply growth, policy-rate momentum, QE/QT tracker)
Daily-to-monthly monetary signals derived from FRED's US money and policy series: 30-period annualized change volatility, 3-month momentum, year-over-year change (the money-supply growth gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the QE/QT tracker (3-month percent change of total Federal Reserve balance-sheet assets; negative = quantitative tightening). Covers the effective federal funds rate (daily and monthly), M1, M2, the monetary base and total Fed balance-sheet assets. 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; US-government series from the Board of Governors of the Federal Reserve System).
- monetary-policy
- federal-reserve
- money-supply
- fed-funds
lignes
30 917
Qualité
98
Mis à jour
22 sept. 2026
Vieillissant
Licence
Usage commercial OK