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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81 jeux de données

fred

US Labor-Market Slack Signals (derived)
US labor-market slack signals (duration & underemployment)
Monthly US labor-market slack signals from BLS duration and underemployment series (FRED UEMPMEAN 1948 ->, U6RATE 1994 ->): 3-month momentum, year-on-year change, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, a long-duration (>=27 weeks) flag, an elevated-underemployment (U-6 >= 10%) flag, and 5-year z-scores for both. The slack lens on US labor — complementing us-labor-market-signals (headline levels) and sahm-labor-recession-signals (recession trigger) by watching unemployment duration and underemployment, where labor-market pain concentrates. All rows normalized to country_code USA. Raw series: U.S. Bureau of Labor Statistics (Current Population Survey) via FRED.
- unemployment
- underemployment
- labor-market
- duration
lignes
1 334
Qualité
96
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Loan-Loss Signals (derived)
US loan-loss signals (charge-off rates, stress regimes)
Quarterly US bank loan-loss signals from Federal Reserve Board charge-off rates (via FRED): all-real-estate-loan charge-offs (CORALACBS) and credit-card charge-offs (CORCCACBS), 1991 ->, with quarter-on-quarter and year-on-year change, 30-quarter change volatility, 3-sigma anomaly flags, naive-drift forecasts, 5-year loss z-scores, and elevated / severe loss-regime flags. The realized-losses lens on bank credit quality — the realized damage to delinquency's early warning. Companion to us-bank-credit-cycle-signals (volumes, delinquency) and us-sloos-bank-lending-standards-signals (standards). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System via FRED.
- banks
- charge-offs
- loan-losses
- credit-quality
lignes
332
Qualité
99
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
30 927
Qualité
98
Mis à jour
27 sept. 2026
À jour
Licence
Usage commercial OK
Money-Velocity Signals (derived)
US money-velocity signals (M1V, M2V circulation gauges)
Quarterly US money-velocity signals from FRED (1959 ->): the velocity of M1 and M2 money stocks (nominal GDP / money), with quarter-on-quarter and year-on-year changes, 30-quarter change volatility, 3-sigma anomaly flags, drift forecasts, 10-year velocity z-scores, a slow-circulation flag and the M1-minus-M2 circulation gap. The monetarist-transmission lens: how fast money circulates through the economy. The velocity companion to the money-stock levels in us-monetary-signals. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis via FRED.
- money
- velocity
- monetarism
- m1
lignes
540
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Output & Business-Cycle Signals (derived)
US output & business-cycle signals (industrial production momentum, capacity utilization, recession streaks, anomalies, forecasts)
Signals derived from FRED's US output and business-cycle series: 30-period annualized volatility of monthly changes, 3-month momentum, year-over-year percent change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the NBER recession-month streak counter. Covers INDPRO (industrial production index), TCU (capacity utilization), DGORDER (manufacturers' durable goods orders) and USREC (NBER recession indicator). 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).
- industrial-production
- capacity-utilization
- durable-goods
- business-cycle
lignes
4 483
Qualité
98
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Productivity-Pay Gap Signals (derived)
US productivity-pay gap signals (decoupling gauge, compensation vs output per hour)
Quarterly signals derived from BLS productivity and costs data (redistributed by FRED, 1947 ->): 30-quarter annualized change volatility, 1-quarter momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-series volatility rank, the real pay-minus-productivity gap (both rebased to 1947 = 100 — the decoupling gauge) and a 10-year gap z-score (the decoupling-regime gauge). 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 Labor Statistics.
- productivity
- wages
- compensation
- labor-market
lignes
636
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Corporate Profit Signals (derived)
US corporate profit signals (profit momentum, economy-wide margin, profitability regime, anomalies)
Quarterly signals derived from BEA corporate-profits data (redistributed by FRED): 30-quarter annualized change volatility, 1-quarter momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-series volatility rank, the economy-wide profit margin (profits as % of GDP) and a 20-quarter margin z-score (the profitability-regime gauge). Covers corporate profits after tax from 1947. 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.
- corporate-profits
- profit-margin
- earnings
- business-cycle
lignes
318
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Real Yield & Breakeven Inflation Signals (derived)
US real yield & breakeven inflation signals (real curve slope, breakeven term spread, anomalies)
Daily/monthly signals derived from FRED's US real-yield and inflation-expectations series: 30-period annualized change volatility, ~3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, the 30Y-5Y real curve slope (the real-rate term-premium gauge) and the 30Y-vs-5Y breakeven term spread (long-run vs medium-term inflation expectations). Covers 5Y/7Y/20Y/30Y TIPS real yields, 5Y and 30Y breakeven inflation rates and the 10-year real interest rate. No overlap with the nominal-yield bond-market signals dataset. All rows are normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis (FRED).
- real-yields
- tips
- breakeven-inflation
- inflation-expectations
lignes
28 246
Qualité
99
Mis à jour
26 sept. 2026
Vieillissant
Licence
Usage commercial OK
Recession-Probability Signals (derived)
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.
- recession
- business-cycle
- recession-probability
- new-york-fed
lignes
710
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Retail Sales Signals (derived)
US retail-sales signals
Monthly US retail-sales signals from Census advance retail data (FRED RSXFS nominal retail trade + RRSFS real retail & food services, 1992-01 ->, seasonally adjusted, keyless except the already-provisioned FRED key): year-on-year change, 3-month momentum, 12-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, 5-year spending z-scores, and contraction/strong-expansion flags. The measured monthly household-spending lens between us-consumer-sentiment-signals (stated sentiment) and quarterly real PCE — the nominal/real split shows when spending growth is prices vs volume. All rows normalized to country_code USA. Raw data: Census Bureau via FRED.
- retail
- consumer-spending
- census
- fred
lignes
831
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Sahm-Rule Labor Signals (derived)
US Sahm-rule labor-recession signals
Monthly US Sahm-rule recession signals from the BLS unemployment rate (FRED UNRATE, 1948 ->): the 3-month average unemployment rate minus its 12-month low (pp), with the 0.50pp recession trigger flag, a 0.30pp warning flag, a fast-rise flag, 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, a 5-year z-score, and the 12-month unemployment-rate change. The rule-based, transparent companion to us-recession-probability-signals (model probability) and the deterioration lens on us-labor-market-signals (raw levels). All rows normalized to country_code USA. Raw series: U.S. Bureau of Labor Statistics via FRED.
- sahm-rule
- recession
- unemployment
- labor-market
lignes
943
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Shelter Inflation Signals (derived)
US shelter inflation signals (rent/OER momentum, affordability wedge, anomalies)
Monthly signals derived from BLS shelter CPI series (redistributed by FRED): 30-month 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-month cross-series volatility rank, the shelter premium (shelter YoY minus headline CPI YoY — the affordability wedge) and the OER-minus-rent divergence gauge. Covers rent of primary residence from 1915 and owners' equivalent rent from 1983. 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 Labor Statistics.
- inflation
- housing
- rent
- shelter
lignes
1 602
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK