090°Données ouvertes
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.
80 jeux de données
Global CPI Signals (derived)
Signals derived from the OECD's harmonized total-CPI series (monthly, as published on FRED) for 9 economies: 30-month annualized volatility of monthly CPI changes, 3-month momentum, year-over-year percent change (the inflation gauge itself), 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country volatility rank. The international companion to the US-only inflation signals dataset, enabling harmonized cross-country inflation comparison. 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.
Global Government-Debt Signals (derived)
Annual sovereign-debt signals derived from the IMF DataMapper (general government gross debt, % of GDP, ~190 economies, 1980 ->): 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, per-year cross-country volatility ranks, 10-year debt z-scores, 5-year debt-accumulation changes, and high-debt (>90% of GDP) and rapid-accumulation flags. The fiscal-sustainability companion to the WEO growth-momentum signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
Global Household-Debt Signals (derived)
Annual household-leverage signals derived from the IMF DataMapper (total household debt, all instruments, % of GDP, 44 economies, 1950 ->): 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, per-year cross-country volatility ranks, 10-year debt z-scores, 5-year leverage build-up, and high-debt (>60% of GDP), rapid-rise, and deleveraging flags. The global private-leverage companion to the sovereign-debt signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
Geopolitical-Risk Signals (derived)
Monthly geopolitical-risk signals from the Caldara-Iacoviello GPR data export (1985 -> latest): the benchmark GPR index plus the threats and acts subindices, with 1-month and 12-month changes, 30-month annualized change volatility, 3-sigma anomaly flags, drift forecasts, 5-year tension-regime z-scores, high-risk and spike flags, and the threat-minus-act spread. The news-risk lens on geopolitics — the geopolitical companion to the policy lens in epu-signals and the financial lens in finstress-signals. Raw data: Caldara & Iacoviello.
Health Burden Signals (derived)
Annual ML-enriched population-health signals for ~190 territories, derived from WHO Global Health Observatory data: adult obesity prevalence by sex, the 5-year obesity trend, annual mean PM2.5 concentration and the PM2.5 exceedance multiple versus the WHO 15 µg/m³ guideline, 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: World Health Organization (non-commercial). All rows carry ISO alpha-3 country_code and join cleanly with other health datasets.
Household Balance Signals (derived)
Monthly/quarterly signals derived from BEA and Federal Reserve household-finances data (redistributed by FRED): 30-period annualized change volatility, ~3-month momentum, year-over-year change in percentage points, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the household savings buffer (saving rate minus debt service ratio — the net cash-buffer gauge). Covers the personal saving rate and the household debt service ratio. 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: U.S. Bureau of Economic Analysis and Board of Governors of the Federal Reserve System.
Housing Market Signals (derived)
Signals derived from FRED's US housing series: 30-period annualized volatility of changes, 3-month momentum, year-over-year percent change (the Case-Shiller boom/bust gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the permits-to-starts pipeline ratio. Covers HOUST (monthly housing starts), PERMIT (monthly building permits), CSUSHPISA (S&P/Case-Shiller U.S. National Home Price Index), MORTGAGE30US (weekly 30-yr fixed mortgage rate) and HSN1F (monthly new one-family houses sold). 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).
IMF Commodity Price Index Signals (derived)
Monthly/quarterly signals derived from the IMF Primary Commodity Price System indices (redistributed by FRED): 30-period annualized change volatility, ~3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-index volatility rank, and the energy-vs-food YoY spread (the commodity dislocation gauge). Covers the global energy, metals and food price indices plus the all-commodities index. All rows are normalized to country_code WLD (global benchmarks) so they join cleanly with other world macro data. Underlying data: International Monetary Fund, Primary Commodity Price System.
US Inflation Expectations Signals (derived)
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 Signals (derived)
Signals derived from FRED's US inflation series: 30-period annualized volatility of monthly changes, 3-month momentum, year-over-year percent change (the headline inflation gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, plus the core-vs-headline CPI gap and the core-PCE-vs-headline spread. Covers CPIAUCSL (headline CPI, seasonally adjusted), CPILFESL (core CPI), PCEPILFE (core PCE price index — the Fed's preferred gauge) and PPIACO (producer prices, all commodities). 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).
JOLTS Labor Market Signals (derived)
Monthly labor-market signals derived from FRED's Job Openings and Labor Turnover Survey (JOLTS): 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the quits-minus-layoffs churn spread (the tight-vs-loose labor market gauge). Covers job openings level and rate, quits rate, layoffs & discharges rate and hires rate. 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 survey: U.S. Bureau of Labor Statistics.
Labor Market Signals (derived)
Daily-row labor-market signals derived from FRED's US labor series: the Sahm-rule recession indicator on the unemployment rate (trigger flag + consecutive-month streak), 30-period annualized volatility of changes, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the 4-week moving average on weekly jobless claims. Covers UNRATE (monthly unemployment rate), PAYEMS (monthly nonfarm payrolls), ICSA (weekly initial claims, seasonally adjusted) and CCSA (weekly continued claims, seasonally adjusted). 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).
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