Bibliothèque

Economic Policy Uncertainty Signals (derived)

Economic policy uncertainty signals (US daily + global monthly, z-score regime gauges, US-vs-world divergence)

Value-added policy-uncertainty signals derived from FRED's mirror of the Baker/Bloom/Davis Economic Policy Uncertainty indices (policyuncertainty.com): daily US EPU (1985 -> present) and monthly global EPU (1997 -> present). Each row carries change volatility, ~3-month momentum, year-over-year change, a trailing-1y uncertainty z-score with an elevated-uncertainty flag, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the US-vs-world uncertainty divergence gauge. All computation is local pandas/numpy; no paid models or APIs.

• uncertainty
• policy
• sentiment
• risk

US Equity Market Signals (derived)

US equity market signals (index momentum, volatility, drawdowns, VIX regime)

Daily equity-market signals derived from FRED's US index and volatility series: 30-day annualized log-return volatility, 3-month momentum, trailing-1-year peak-to-trough drawdowns (the bear-market gauge, index series only), 3-sigma return anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, and the VIX 1-year z-score (the fear-regime gauge). Covers the S&P 500, the Dow Jones Industrial Average, the NASDAQ Composite and the CBOE Volatility Index. 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).

• equities
• sp500
• dow-jones
• nasdaq

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

US Financial Stress Signals (derived)

US financial stress signals (NFCI + STLFSI weekly, regime flags, stress spreads)

Value-added financial-stress signals derived from FRED's free Federal Reserve financial-conditions indices: the Chicago Fed National Financial Conditions Index (weekly, 1971 -> present) and the St. Louis Fed Financial Stress Index (weekly, 1993 -> present). Each row carries change volatility, 13-week momentum, year-over-year level change, a trailing-1y stress z-score, a tight-financial-conditions regime flag, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-week cross-series volatility rank, and the NFCI-STLFSI stress spread. All computation is local pandas/numpy; no paid models or APIs.

• financial-stress
• financial-conditions
• risk
• credit

US Federal Fiscal Signals (derived)

US federal fiscal signals (debt/deposit momentum, deficit tracker, anomalies)

Daily-quiet quarterly fiscal signals derived from FRED's US federal finance series: 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, and the quarterly federal balance (receipts minus expenditures — the deficit tracker). Covers total federal public debt, federal current expenditures, federal current receipts, and the federal surplus or deficit. 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 from US Treasury Fiscal Service, Bureau of Economic Analysis, and Office of Management and Budget).

• fiscal
• debt
• deficit
• federal-budget

FRED (St. Louis Fed)

New Privately-Owned Housing Units Authorized in Permit-Issuing Places: Total Un…

Starting with the 2005-02-16 release, the series reflects an increase in the universe of permit-issuing places from 19,000 to 20,000 places.

• housing
• building-permits
• construction
• fred

FRED (St. Louis Fed)

CPIAUCSL

• inflation
• cpi
• fred

FRED (St. Louis Fed)

Manufacturers' New Orders: Durable Goods

• manufacturing
• durable-goods
• orders
• fred

FRED (St. Louis Fed)

Federal Funds Effective Rate

Daily Federal Funds Rate from 1928-1954 (https://fred.stlouisfed.org/categories/33951). The federal funds rate is the interest rate at which depository institutions trade federal funds (balances held at Federal Reserve Banks) with each other overnight. When a depository institution has surplus balances in its reserve account, it lends to other banks in need of larger balances. In simpler terms, a bank with excess cash, which is often referred to as liquidity, will lend to another bank that nee…

• interest-rates
• fed
• fed-funds
• money-markets

FRED (St. Louis Fed)

Federal Funds Effective Rate

Daily Federal Funds Rate from 1928-1954 (https://fred.stlouisfed.org/categories/33951). The federal funds rate is the interest rate at which depository institutions trade federal funds (balances held at Federal Reserve Banks) with each other overnight. When a depository institution has surplus balances in its reserve account, it lends to other banks in need of larger balances. In simpler terms, a bank with excess cash, which is often referred to as liquidity, will lend to another bank that nee…

• interest-rates
• fed
• fred

FRED (St. Louis Fed)

GDP

• gdp
• macroeconomics
• fred

FRED (St. Louis Fed)

New Privately-Owned Housing Units Started: Total Units

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

• housing
• fred