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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128 jeux de données

forecasting

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
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
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
OECD Business-Cycle Signals (derived)
OECD business-cycle signals (CLI turning points, trend gaps, expansion/contraction phases)
Signals derived from the OECD Composite Leading Indicator (amplitude adjusted, monthly): CLI distance from long-term trend (cli_gap vs 100), 3/6-month momentum, turning-point detection (peaks/troughs of the smoothed CLI), expansion/contraction phase flags, below-trend streaks, 30-month annualized volatility of CLI changes, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country volatility rank. Covers 18 countries (AUS, BRA, CAN, CHN, DEU, ESP, FRA, GBR, IDN, IND, ITA, JPN, KOR, MEX, TUR, USA, ZAF plus aggregates G20, G7, NAFTA, A5M, G4E), monthly 1955 -> present. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: OECD Data Explorer (Main Economic Indicators).
- business-cycle
- leading-indicator
- cli
- oecd
lignes
14 263
Qualité
97
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
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
Poverty & Inequality Signals (derived)
Global poverty & inequality signals (Gini and poverty headcount trajectories, anomaly flags)
Country-level signals derived from World Bank poverty and inequality indicators (Gini index, poverty headcount at $3.00 and $4.20 a day, 2021 PPP): 10-year point changes, OLS trend slopes over trailing survey years, 3-sigma anomaly flags, 5-year linear-extrapolation forecasts, per-year cross-country ranks, a poverty-improvement flag and a high-inequality flag. All rows are normalized to ISO alpha-3 country_code so they join cleanly with country macro data. Raw data: World Bank Poverty and Inequality Platform (keyless API, non-commercial terms).
- poverty
- inequality
- gini
- development
lignes
7 977
Qualité
92
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
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