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.

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128 jeux de données

forecasting

Household Balance Signals (derived)
US household balance signals (savings buffer, debt-service strain, savings/dsr anomalies)
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.
- households
- saving-rate
- debt-service
- consumer-finance
lignes
896
Qualité
98
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Housing Market Signals (derived)
US housing market signals (Case-Shiller YoY momentum, starts/permits, anomalies, forecasts)
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).
- housing
- real-estate
- case-shiller
- mortgage
lignes
5 744
Qualité
98
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Housing-Vacancy Signals (derived)
US housing-vacancy signals (market tightness)
Quarterly US housing-vacancy signals from the Census Bureau (FRED RRVRUSQ156N rental vacancy and RHVRUSQ156N homeowner vacancy, 1956-Q1 ->): 1-year momentum, year-on-year change, 4-quarter volatility, 3-sigma anomaly flags, naive-drift forecasts, 5-year z-scores, a tight-rental-market (<7%) flag, and an elevated-homeowner-vacancy (>=2.5%) flag. The tightness lens on US housing — the direct gauge of supply/demand balance — complementing housing-signals (construction, prices, mortgage rates). All rows normalized to country_code USA. Raw series: U.S. Census Bureau (Housing Vacancy Survey) via FRED.
- housing
- vacancy
- rental
- tightness
lignes
564
Qualité
96
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Global ILO Unemployment Signals (derived)
Global ILO unemployment signals (labor-market breadth)
Global unemployment signals from the ILO modeled estimates via World Bank WDI (~200 economies, annual 1991 ->): 10-year change, OLS trend slope, 3-sigma shock flags, 5-year linear-extrapolation forecasts, cross-country ranks, the female-minus-male gender gap, crisis/recovery flags and a 10-year z-score. The breadth companion to the OECD 20-country monthly set: every country's unemployment story on one harmonized grid. World Bank WDI (non-commercial terms).
- unemployment
- labor-market
- ilo
- world-bank
lignes
20 643
Qualité
96
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
IMF Commodity Price Index Signals (derived)
Global commodity price index signals (IMF PCPS: energy/metals/food momentum, dislocation spreads, anomalies)
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.
- commodities
- energy
- metals
- food
lignes
1 383
Qualité
92
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
IMF Fiscal-Balance Signals (derived)
IMF fiscal-balance signals (government net lending/borrowing)
Annual fiscal-balance signals from the IMF DataMapper (1980 -> latest WEO vintage, projections kept as published): general government net lending/borrowing as % of GDP for ~229 economies, with 10-year changes, OLS trend slopes, 3-sigma anomaly flags, 5-year extrapolation forecasts, 10-year balance z-scores and stance gauges: deficit, large-deficit and surplus flags, the fiscal impulse (1-year balance change) and a consolidation flag. The fiscal-flow lens — the balance companion to the debt stock in imf-global-debt-signals. Raw indicator: International Monetary Fund DataMapper.
- fiscal
- deficit
- surplus
- government
lignes
7 698
Qualité
91
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
IMF Global Real-GDP-Growth Signals (derived)
IMF global real-GDP-growth signals (growth cycle)
Annual global real-GDP-growth signals from the IMF DataMapper (NGDP_RPCH, ~190 economies, 1980 -> latest WEO vintage, projections kept as published): growth acceleration, 5-year changes, OLS trend slopes, 3-sigma anomaly flags, 5-year extrapolation forecasts, 10-year growth z-scores, per-year growth ranks, recession (negative growth) and high-growth (>=6%) flags. The growth-cycle lens on the world economy — the ML-enriched companion to the raw imf real-gdp-growth series. Country codes validated via the shared normalization layer. Raw indicator: International Monetary Fund DataMapper.
- gdp
- growth
- business-cycle
- recession
lignes
9 289
Qualité
92
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
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
Inflation Signals (derived)
US inflation signals (CPI/PCE YoY momentum, core gaps, anomalies, forecasts)
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).
- inflation
- cpi
- pce
- ppi
lignes
3 965
Qualité
97
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Japan Macro Signals (derived)
Japan macro signals (CPI, 10-year JGB yield, deflation gauges)
Monthly Japan macro signals from OECD Main Economic Indicators (via FRED): headline CPI (JPNCPIALLMINMEI, 1955 ->) and the 10-year JGB yield (IRLTLT01JPM156N, 1989 ->), with 3-month momentum, year-on-year change, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, plus deflation / high-inflation flags, a 10-year-yield 5-year z-score and a negative-yield flag covering the NIRP and yield-curve-control years. The Japan lens on global macro — the deflation laboratory and Asia-Pacific rates anchor. Companion to us-treasury-yield-curve-signals (US) and imf-global-real-gdp-growth-signals (annual, global). All rows normalized to country_code JPN. Raw series: OECD Main Economic Indicators via FRED.
- japan
- cpi
- inflation
- deflation
lignes
1 250
Qualité
91
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
JOLTS Labor Market Signals (derived)
US JOLTS labor market signals (openings, quits, layoffs churn gauge, anomalies)
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
- jolts
- job-openings
- quits
lignes
1 540
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Labor-Demand Signals (derived)
US labor-demand signals (JOLTS openings, hires, quits)
Monthly US labor-demand signals from BLS JOLTS data (via FRED, 2000 ->): job openings, the hires rate and the quits rate, with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, 3-year demand z-scores, a hires hiring-freeze flag, a quits-based worker-confidence gauge and a vacancy-surge flag. The labor-DEMAND companion to the labor-supply levels in us-labor-market-signals: how tight the labor market is from the employer's and the worker's side. All rows normalized to country_code USA. Raw series: Bureau of Labor Statistics (JOLTS) via FRED.
- labor
- labor-market
- jolts
- job-openings
lignes
924
Qualité
94
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK