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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134 jeux de données

anomaly-detection

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
Labor Market Signals (derived)
US labor market signals (Sahm-rule recession indicator, claims anomalies, momentum, forecasts)
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).
- labor
- unemployment
- jobless-claims
- sahm-rule
lignes
8 224
Qualité
97
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
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
Global Living-Standards Signals (derived)
Global living-standards signals (GDP per capita PPP, ranks, catch-up)
Yearly global living-standards signals from IMF DataMapper GDP per capita at purchasing power parity (PPPPC, ~190 economies, 1980 ->, WEO projections as published): 5- and 10-year changes, 10-year OLS trend slopes, 3-sigma anomaly flags, linear 5-year forecasts, 10-year income z-scores, per-year global income ranks, high/low-income flags and a catch-up (convergence) flag. The living-standards lens on the world economy — income levels, not growth rates. Companion to imf-global-real-gdp-growth-signals (rates) and global-debt-signals (fiscal stock). All rows carry canonical country_code labels. Raw indicator: International Monetary Fund, DataMapper.
- living-standards
- income
- gdp-per-capita
- ppp
lignes
9 268
Qualité
91
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
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
26 sept. 2026
Vieillissant
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
Norway Category-Inflation Heat Signals (derived)
Norway category-inflation heat signals (SSB CPI by COICOP group, monthly heat-map)
Category-level Norwegian inflation signals derived from Statistics Norway's CPI by goods/services group: 12-month inflation rates for twelve COICOP categories plus the all-items total since 2000, with month-on-month rate changes, acceleration gauges, 12-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-category heat ranks, each category's gap versus the all-items total, high-heat (>4%) flags and the share of categories running above 2%. The monetizable signals layer on top of raw Statistics Norway price data. Raw series: SSB StatBank CPI by derived series and goods/services group.
- inflation
- cpi
- norway
- ssb
lignes
4 228
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK