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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.

10 jeux de données

bis

  • Bank for International Settlements

    Residential property prices, nominal (quarterly, 61 economies)

    Quarterly nominal residential property price indices, index 2010 = 100, for 61 economies plus BIS aggregates, from the 1970s to the latest quarter. Bank for International Settlements, BIS Data Portal, dataflow WS_SPP ('Selected residential property prices'), VALUE=N (nominal, not deflated), UNIT_MEASURE=628. Each row is one (quarter, economy): series_id is the BIS area code, series_label the BIS English economy name. Nominal indices track local-currency house prices including inflation; the deflated series is in 'bis-residential-property-prices-real'. BIS statistics are free for non-commercial use only (see the license): bulk redistribution is not permitted, so this dataset is documented and searchable but its Parquet is never published or served in bulk. Coverage: quarterly, 1970-Q1 to the latest quarter; values are null where the BIS publishes no observation. Provenance: BIS keyless SDMX API v1, no authentication. Primary key: (date, series_id). Join keys: series_id (BIS area code; hub.normalize resolves two-letter codes to ISO alpha-3), date. Cadence: refreshed quarterly; the BIS updates the series about four months after each quarter-end.

    • housing
    • house-prices
    • prices
    • bis
    lignes
    9 127
    Qualité
    97
    Mis à jour
    24 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • Bank for International Settlements

    Residential property prices, real (quarterly, 61 economies)

    Quarterly real (consumer-price-deflated) residential property price indices, index 2010 = 100, for 61 economies plus BIS aggregates, from the 1970s to the latest quarter. Bank for International Settlements, BIS Data Portal, dataflow WS_SPP ('Selected residential property prices'), VALUE=R (real, deflated with the national consumer price index), UNIT_MEASURE=628. Each row is one (quarter, economy): series_id is the BIS area code, series_label the BIS English economy name. Real (deflated) indices make cross-country valuation comparisons meaningful; nominal indices are in 'bis-residential-property-prices-nominal'. BIS statistics are free for non-commercial use only (see the license): bulk redistribution is not permitted, so this dataset is documented and searchable but its Parquet is never published or served in bulk. Coverage: quarterly, 1970-Q1 to the latest quarter; values are null where the BIS publishes no observation. Provenance: BIS keyless SDMX API v1, no authentication. Primary key: (date, series_id). Join keys: series_id (BIS area code; hub.normalize resolves two-letter codes to ISO alpha-3), date. Cadence: refreshed quarterly; the BIS updates the series about four months after each quarter-end.

    • housing
    • house-prices
    • prices
    • bis
    lignes
    9 031
    Qualité
    97
    Mis à jour
    24 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • Global Credit Cycle Signals (derived)

    Global credit cycle signals (debt-service burden deviation, credit growth, boom flags)

    Value-added credit-cycle signals derived from the free Bank for International Settlements debt-service-ratio and total-credit statistics (private non-financial sector): per-country DSR deviation from its 8-year mean, DSR z-scores, total-credit year-on-year growth, credit-boom flags at a +2pp deviation threshold, 3-sigma anomaly flags, and per-quarter cross-country ranks — the canonical BIS early-warning gauges in one frame. All computation is local pandas/numpy; no paid models or APIs.

    • credit
    • debt-service
    • financial-stability
    • early-warning
    lignes
    13 301
    Qualité
    92
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • Credit-to-GDP Gap Signals (derived)

    Credit-to-GDP gap signals (BIS macroprudential credit cycle)

    Quarterly macroprudential signals derived from BIS credit-to-GDP gaps: the deviation of private-sector credit from its long-run trend for ~44 economies — the Basel III countercyclical-buffer guide — alongside the underlying credit-to-GDP ratio. Each series carries quarter-on-quarter and year-on-year changes, 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-country volatility rank, plus Basel guide flags (gap > 2pp, gap > 10pp) and 10-year z-scores. Country codes are normalized to ISO alpha-3 so rows join cleanly with other country-keyed datasets. Raw series: Bank for International Settlements (WS_CREDIT_GAP).

    • credit
    • credit-cycle
    • macroprudential
    • financial-stability
    lignes
    17 000
    Qualité
    92
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • Global Long-Run Inflation-Regime Signals (derived)

    Global long-run inflation-regime signals (BIS CPI, 63 economies, 1913-present)

    Long-run inflation signals derived from the BIS long-run consumer price index: year-on-year inflation, acceleration gauges, 3-month momentum, 30-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-country volatility ranks, high-inflation (>5%) and deflation flags, and 10-year inflation z-scores for 63 economies with history in many cases back to 1913. The monetizable inflation-regime signals layer on top of raw BIS consumer-price data. Raw series: BIS long-run consumer price index.

    • inflation
    • cpi
    • consumer-prices
    • disinflation
    lignes
    48 145
    Qualité
    96
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • Global Policy Divergence Signals (derived)

    Global policy divergence signals (central-bank cutting/hiking cycles, real rates, divergence gauge)

    Value-added monetary-policy signals derived from the free Bank for International Settlements central-bank policy-rate and long-run consumer-price datasets: per-country cutting/hiking cycle stance, 6-month rate momentum, real policy rates (rate minus CPI year-on-year), 5-year stance z-scores, 3-sigma anomaly flags, plus per-month global gauges — cross-country policy dispersion and the share of central banks cutting — so users can see easing/tightening cycles diverging in one frame. All computation is local pandas/numpy; no paid models or APIs.

    • monetary-policy
    • central-banks
    • interest-rates
    • real-rates
    lignes
    24 711
    Qualité
    97
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • Global House-Price Signals (derived)

    Global house price signals (BIS real residential property prices)

    Quarterly housing-market signals derived from the BIS selected residential property price indices: real (inflation-deflated) house-price indices (2010 = 100) for ~60 economies and BIS aggregates, with year-on-year and quarter-on-quarter changes, 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-country volatility rank, a 10-year overvaluation z-score (froth gauge) and drawdown-from-decade-peak (correction gauge). Country codes are normalized to ISO alpha-3 (BIS aggregates keep stable codes) so rows join cleanly with other country-keyed datasets. Raw series: Bank for International Settlements (WS_SPP).

    • housing
    • house-prices
    • real-estate
    • valuation
    lignes
    9 031
    Qualité
    95
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • BIS REER Competitiveness Signals (derived)

    BIS REER competitiveness signals (currency misalignment gauges)

    Monthly currency-competitiveness signals from the BIS real broad effective exchange rate indices (1994-01 ->, keyless): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-economy ranks, a 10-year valuation z-score misalignment gauge with over/undervalued flags, 12-month real appreciation rates, and per-month REER-level ranks. All rows carry normalized ISO country codes so they join cleanly with other macro data. Raw data: Bank for International Settlements.

    • fx
    • reer
    • effective-exchange-rate
    • competitiveness
    lignes
    25 088
    Qualité
    96
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • Debt-Service Stress Signals (derived)

    BIS debt-service stress signals (debt-burden z-scores, stress flags)

    Quarterly financial-stress signals derived from BIS debt service ratios (keyless SDMX, WS_DSR, ~30 economies, 1999 ->): the DSR (interest + amortisation over income, %) for households, non-financial corporations and the private non-financial sector, with quarter-on-quarter and year-on-year changes, 30-quarter change volatility, 3-sigma anomaly flags vs a trailing-12-quarter baseline, drift forecasts, per-quarter cross-country volatility ranks, 10-year DSR z-scores, high-stress and rising-burden flags, and the household-minus-corporate sectoral spread. The debt-burden-stress companion to the credit-cycle gap signals. Country codes normalized to ISO alpha-3. Raw data: Bank for International Settlements.

    • debt
    • debt-service
    • financial-stability
    • stress
    lignes
    7 182
    Qualité
    95
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • Housing Price Signals (derived)

    Global housing price signals (real house prices, boom/bust gauges, forecasts)

    Signals derived from the BIS real residential property price series (quarterly, as published on FRED) for 18 economies: 30-quarter annualized volatility of quarterly changes, quarterly momentum, year-over-year percent change (the housing boom/bust gauge), a cycle-position percentile of current growth versus each country's own history, 3-sigma anomaly flags, naive-drift 1-quarter forecasts and a per-quarter cross-country volatility rank. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Federal Reserve Bank of St. Louis (FRED), underlying data Bank for International Settlements.

    • housing
    • house-prices
    • real-estate
    • boom-bust
    lignes
    3 780
    Qualité
    99
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK

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