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

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
Global R&D Expenditure Signals (derived)
Global R&D expenditure signals (innovation intensity)
Annual global R&D-intensity signals from the World Bank World Development Indicators (GB.XPD.RSDV.GD.ZS, ~193 economies, 1996 -> 2024): 5-year changes, OLS trend slopes, 3-sigma anomaly flags, 5-year extrapolation forecasts, 10-year intensity z-scores, per-year intensity ranks, and innovation-leader (>=3%), laggard (<0.5%), and catch-up gauges. The innovation-input lens — R&D spending as % of GDP is the standard proxy for an economy's investment in future productivity. Country codes validated via the shared normalization layer. Raw indicator: UNESCO Institute for Statistics via the World Bank (keyless API).
- rd
- innovation
- research
- technology
lignes
2 690
Qualité
95
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
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
Global Remittance Signals (derived)
Global remittance signals (migration money flows)
Global remittance signals from World Bank WDI (~200 economies, annual ~1970 ->): remittances received and paid, 10-year changes, OLS trend slopes, 3-sigma shock flags, 5-year linear-extrapolation forecasts, net flow (received minus paid), remittance-dependence flags and cross-country dependency ranks. The migration-money lens: who depends on diaspora income and where flows are surging. World Bank WDI (non-commercial terms).
- remittances
- migration
- diaspora
- world-bank
lignes
22 987
Qualité
95
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
Global Reserve-Adequacy Signals (derived)
Global reserve-adequacy signals (FX buffer gauges)
Annual reserve-adequacy signals derived from the IMF DataMapper (74 economies, 1980 ->): the Fund's official adequacy metrics — reserves/ARA metric, import cover (months), and reserves/short-term-debt — with 1-year and 3-year changes, 30-year change volatility, 3-sigma anomaly flags vs a trailing-10-year baseline, naive-drift 1-year forecasts, per-year cross-country volatility ranks, 10-year buffer z-scores, and adequate / thin-buffer / rapid-depletion flags. The balance-sheet buffer companion to the FX and external vulnerability signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
- reserves
- reserve-adequacy
- fx-buffers
- external-vulnerability
lignes
4 866
Qualité
90
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
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