Données ouvertes

Bibliothèque

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.

Source

Étiquette

Licence

Trier

128 jeux de données

forecasting

Household Wealth Signals (derived)
US household wealth signals (net worth, nominal + real)
Quarterly US household wealth signals from the Fed Z.1 accounts (via FRED, 1951 ->): households and nonprofit organizations net worth in nominal and real (GDP-deflated) terms, with quarter-on-quarter and year-on-year changes, 30-quarter change volatility, 3-sigma wealth-shock flags, drift forecasts, 10-year wealth z-scores, real wealth-growth gauges and a wealth-drawdown flag. The wealth-effect lens on consumption: the stock companion to the saving/debt-flow signals in us-household-balance-signals. All rows normalized to country_code USA. Raw series: Federal Reserve (Z.1) and BEA via FRED.
- wealth
- net-worth
- households
- wealth-effect
lignes
608
Qualité
97
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Weekly Activity Signals (derived)
US weekly economic activity signals (NY Fed WEI)
Weekly US real-activity signals from the New York Fed's Weekly Economic Index (Lewis-Mertens-Stock, redistributed by FRED, 2008 ->): the common component of ten high-frequency series, scaled to four-quarter GDP growth, with 13-week momentum, 26-week change volatility, 3-sigma anomaly flags, drift forecasts, a 5-year activity z-score, and downturn / surge / contraction / rebound flags. The high-frequency nowcasting companion to us-national-activity-signals (monthly CFNAI) and us-output-business-cycle-signals (monthly/quarterly production). All rows normalized to country_code USA. Raw series: Federal Reserve Bank of New York via FRED.
- weekly-economic-index
- nowcasting
- business-cycle
- new-york-fed
lignes
976
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Global Growth-Inflation Momentum Signals (derived)
Global growth-inflation momentum signals (acceleration, misery index, stagflation screen)
Annual global macro-momentum signals derived from the IMF World Economic Outlook (~196 countries, 1980 -> 2031 including WEO projections as published): real GDP growth, CPI inflation and unemployment rates with 1-year and 3-year changes, 30-year change volatility, 3-sigma anomaly flags vs a trailing 10-year baseline, naive-drift 1-year forecasts, a per-year cross-country volatility rank, the growth-acceleration gauge, the misery index (inflation + unemployment) and a stagflation screen (growth < 1% with inflation > 5%). All rows are country-normalized to verified ISO alpha-3 codes (IMF analytic aggregates excluded) so they join cleanly with other country-keyed datasets. Raw data: IMF World Economic Outlook; derived signals by Frontier Data Hub.
- gdp-growth
- inflation
- unemployment
- misery-index
lignes
23 425
Qualité
86
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
Wikipedia AI Attention Signals (derived)
Wikipedia AI-attention & hype signals
Monthly revealed-attention signals from English-Wikipedia pageviews (2015 ->): attention paid to AI-revealing articles (Artificial intelligence, ChatGPT, Large language model, Generative artificial intelligence, Machine learning, Deep learning), with 3-month momentum, 12-month change volatility, 3-sigma anomaly flags, drift forecasts, 5-year attention z-scores, attention-spike flags, and a composite AI-hype index (cross-article mean z-score) with high/extreme hype flags. The technology-hype companion to wiki-economic-attention-signals (economic anxiety topics). All rows normalized to country_code WLD (global internet attention). Raw data: Wikimedia Foundation pageview statistics API.
- wikipedia
- pageviews
- ai
- attention-economics
lignes
607
Qualité
91
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
Wikipedia Attention Signals (derived)
Wikipedia economic-attention & fear signals
Monthly revealed-attention signals from English-Wikipedia pageviews (2015 ->): attention paid to economically revealing articles (Recession, Inflation, Unemployment, Great Recession, Stock market crash, Layoff), with 3-month momentum, 12-month change volatility, 3-sigma anomaly flags, drift forecasts, 5-year attention z-scores, attention-spike flags, and a composite economic-fear index (cross-article mean z-score) with high/extreme fear flags. The revealed-attention companion to us-consumer-sentiment-signals (stated sentiment) and crypto-fear-greed-signals (market-implied fear). All rows normalized to country_code WLD (global internet attention). Raw data: Wikimedia Foundation pageview statistics API.
- wikipedia
- pageviews
- attention-economics
- fear-index
lignes
879
Qualité
91
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
Housing Price Signals (derived)
Global housing price signals (real house prices, boom/bust gauges, forecasts)
Signals derived from the BIS real residential property price series (quarterly, as published on FRED) for 18 economies: 30-quarter annualized volatility of quarterly changes, quarterly momentum, year-over-year percent change (the housing boom/bust gauge), a cycle-position percentile of current growth versus each country's own history, 3-sigma anomaly flags, naive-drift 1-quarter forecasts and a per-quarter cross-country volatility rank. 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 Bank for International Settlements.
- housing
- house-prices
- real-estate
- boom-bust
lignes
3 780
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Sovereign Yield Signals (derived)
Global sovereign yield signals (10y bond yields, momentum, spreads, anomalies)
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.
- bonds
- yields
- sovereign-debt
- interest-rates
lignes
11 188
Qualité
98
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Youth Labor Signals (derived)
Global youth unemployment signals (youth disadvantage ratio, gender gap, anomalies)
Annual ML-enriched youth labor-market signals for ~190 economies, derived from ILOSTAT: youth (15-24) unemployment by sex, the youth-disadvantage ratio (youth rate / adult rate) and the female-minus-male youth gap, with 30-period change volatility, 3-year momentum, 3-sigma anomaly flags versus a trailing 10-year baseline, naive-drift 1-year forecasts, and a per-year cross-country volatility rank. Raw data: International Labour Organization (ILOSTAT, CC BY 4.0). All rows carry ISO alpha-3 country_code and join cleanly with other labor datasets.
- youth-unemployment
- labor-market
- gender-gap
- ilostat
lignes
34 660
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK