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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81 jeux de données

fred

US Bank Lending Standards Signals (derived)
US bank lending standards signals (SLOOS tightening, credit conditions)
Quarterly US credit-conditions signals derived from FRED's Senior Loan Officer Opinion Survey (SLOOS): net percentages of banks tightening lending standards for C&I loans, with quarter-on-quarter and year-on-year changes in percentage points, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-series volatility rank, tightening regime flags with 4-year z-scores, and the large-firm minus small-firm tightening spread (the flight-to-quality 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 survey: Board of Governors of the Federal Reserve System.
- lending-standards
- sloos
- credit-conditions
- banks
lignes
292
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
State Coincident-Activity Signals (derived)
US state coincident-activity signals (Philadelphia Fed index momentum, state-vs-nation divergence, anomalies)
Monthly signals derived from the Philadelphia Fed's Coincident Economic Activity Indexes (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-state volatility rank, the state-minus-nation cycle-divergence gauge and a 24-month growth z-score (the state business-cycle heat gauge). Covers the national index plus all 50 state indexes from 1979. All rows are normalized to country_code USA so they join cleanly with US macro data; the state identity rides in series_id. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data: Federal Reserve Bank of Philadelphia.
- business-cycle
- states
- coincident-index
- regional
lignes
29 103
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
State GDP Signals (derived)
US state GDP signals (BEA all-industry output by state)
Annual US state GDP signals from FRED/BEA (1997 -> latest): all-industry total GDP for the 50 states + DC with 1-year and 10-year growth rates, 10-year growth volatility, 3-sigma anomaly flags, drift forecasts, 10-year growth z-scores and gauges: each state's share of US GDP, a contraction flag and an outperform-vs-US flag. The output lens on regional growth — the GDP companion to the coincident index in fred-state-cycle-signals and the labor lens in state-labor-signals. Raw series: Bureau of Economic Analysis via FRED.
- gdp
- states
- regional
- bea
lignes
1 558
Qualité
97
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US State Personal-Income Signals (derived)
US state personal-income signals (regional income growth)
Quarterly US state personal-income signals from BEA total personal income (FRED <USPS>OTOT series, 49 states + DC — North Carolina excluded, FRED's NCOTOT is corrupted — 1948-Q1 ->): year-on-year growth, quarter-on-quarter change, 4-quarter volatility, 3-sigma anomaly flags, naive-drift forecasts, 5-year growth z-scores, per-quarter growth ranks, each state's share of US personal income, outperform-vs-US and contraction flags. The income lens on US regions — what households actually receive — complementing state-gdp-signals (output), state-labor-signals (unemployment), and state-cycle-signals (coincident index). The US benchmark is the sum of the 50 included state series each quarter (North Carolina excluded — FRED's NCOTOT is corrupted). All rows normalized to country_code USA. Raw series: U.S. Bureau of Economic Analysis via FRED.
- personal-income
- states
- regional
- bea
lignes
15 634
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US State Unemployment Signals (derived)
US state unemployment signals (50 states + DC, regional divergence, anomalies)
Value-added regional labor signals derived from FRED's free BLS state unemployment-rate series: all 50 states plus the District of Columbia, monthly seasonally adjusted. Each row carries change volatility, 3-month momentum, 12-month change (pp), a trailing-1y rate z-score, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-state volatility rank, and the cross-state unemployment dispersion gauge (regional labor-market divergence). All computation is local pandas/numpy; no paid models or APIs.
- unemployment
- labor-market
- regional
- states
lignes
30 957
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US State Wage-Growth Signals (derived)
US state wage-growth signals (regional pay pressure)
US state-level average hourly earnings signals (BLS via FRED, 50 states + DC, monthly 2007 ->): 12-month wage growth, 3-month momentum, 30-period change volatility, 3-sigma shock flags, drift forecasts, 5-year pay-pressure z-scores, the state-vs-US growth gap and cross-state growth ranks. The regional pay-pressure lens: where wages run hot or cold across the country. BLS data via FRED (free, keyless-by-reuse of the existing FRED key).
- wages
- earnings
- labor-market
- states
lignes
12 036
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Sticky vs Flexible Inflation Signals (derived)
US sticky vs flexible inflation signals (underlying inflation gauge, persistence regime)
Monthly signals derived from the Atlanta Fed's sticky-price and flexible-price CPI series (redistributed by FRED, 1968 ->; both series are published as 12-month percent changes): 30-month annualized point-change volatility, 3-month point-change momentum, the 12-month percent change itself, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the sticky-minus-flexible spread (pp — the underlying-inflation gauge) and a 10-year sticky-inflation z-score (the persistence-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: Federal Reserve Bank of Atlanta.
- inflation
- sticky-prices
- core-inflation
- cpi
lignes
1 408
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Treasury Foreign-Holdings Signals (derived)
US Treasury foreign-holdings signals (TIC buying/selling flows, holder concentration, anomalies)
Monthly signals derived from the US Treasury's TIC portfolio-holdings data (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-holder volatility rank, the 12-month buying/selling flow gauge (millions of dollars) and each holder's share of total foreign holdings (the concentration gauge). Covers all-foreign holdings plus Japan, China and Canada. Rows are normalized by holder country_code (WLD/JPN/CHN/CAN) so they join cleanly with cross-country data. Underlying data: U.S. Department of the Treasury, Treasury International Capital.
- treasuries
- foreign-holdings
- tic
- capital-flows
lignes
1 128
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Trade Balance Signals (derived)
US trade balance signals (deficit tracker, export/import momentum, anomalies, forecasts)
Signals derived from FRED's US international-trade series: 30-period annualized volatility of changes, 3-month momentum, year-over-year level change (balance series cross zero, so YoY is a level change, not a percent), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and a monthly trade-deficit tracker (positive = deficit) mapped onto every row's month. Covers BOPGSTB (monthly trade balance, goods & services), EXPGS/IMPGS (quarterly real exports/imports of goods & services) and NETEXP (quarterly real net exports). 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 the U.S. Census Bureau and the Bureau of Economic Analysis.
- trade
- trade-balance
- trade-deficit
- exports
lignes
1 369
Qualité
98
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Trade-Price Signals (derived)
US trade price signals (import/export prices, terms of trade, China price trend spread)
Monthly US trade-price signals derived from FRED: BLS import and export price indices for all commodities plus the China-origin import price index, with 1-month and year-on-year percent changes, 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, the terms of trade (export/import prices) and the China-vs-world import price trend spread. 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, International Price Program.
- trade
- import-prices
- export-prices
- terms-of-trade
lignes
1 222
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Treasury Yield-Curve Signals (derived)
US Treasury yield-curve signals (term structure)
Daily US Treasury constant-maturity yield-curve signals from the Fed H.15 release (FRED DGS series, 11 tenors from 1-month to 30-year): per-tenor 3-month momentum, year-on-year change, 30-day volatility, 3-sigma anomaly flags, naive-drift forecasts, and 5-year level z-scores, plus cross-tenor curve gauges — 10Y-3M, 10Y-2Y, 2Y-3M, 5Y-2Y, 30Y-5Y spreads, 10Y-3M and 10Y-2Y inversion flags, and 3-month curve steepening. The term-structure-shape lens on US rates — complementing bond-signals (credit spreads and breakeven inflation) with the recession-warning curve dynamics. All rows normalized to country_code USA. Raw series: U.S. Department of the Treasury via FRED.
- treasury
- yield-curve
- interest-rates
- term-structure
lignes
147 245
Qualité
98
Mis à jour
26 sept. 2026
Vieillissant
Licence
Usage commercial OK
Trimmed-Mean Inflation Signals (derived)
US trimmed-mean inflation signals (Dallas Fed underlying-inflation gauges)
Monthly underlying-inflation signals from the Dallas Fed trimmed-mean PCE rate (redistributed by FRED, 1977-01 ->): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-series ranks, the trimmed-mean-vs-headline and trimmed-mean-vs-core PCE spreads, and above-target (>2%) / high-underlying (>3%) regime flags. 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: Federal Reserve Bank of Dallas, U.S. Bureau of Economic Analysis.
- inflation
- trimmed-mean
- pce
- dallas-fed
lignes
2 181
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK