090°Données ouvertes
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.
5 jeux de données
BCB Brazil Macro Intelligence
Monthly Brazilian macro-financial intelligence from the Banco Central do Brasil's official keyless SGS time-series API: IPCA and IGP-M monthly inflation (%), the Copom Selic target (% p.a., month-end), and the USD/BRL commercial selling rate (R$ per US$), with trailing-12-month compounded inflation, 1/12-month FX changes, and an ex-ante real-rate approximation (Selic minus 12m IPCA). Full history as published (IPCA from 1980); pre-start months are nulls, never imputed. Who joins this: LatAm rates/FX desks join real-rate and FX momentum on year_month; EM macro models use the Selic-vs-IPCA gap as a policy-stance feature; corporates with BRL exposure use trailing FX changes for hedge timing.
Brazil Macro Signals (derived)
Brazilian macro signals from the Banco Central do Brasil's SGS system (keyless API): the Selic target rate (daily), the USD/BRL exchange rate (daily) and IPCA consumer-price inflation (monthly), with 63-day/3-month momentum, 30-period change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the real Selic rate (Selic minus IPCA 12-month), a 12-month BRL depreciation gauge, a restrictive real-rate flag and a 5-year Selic z-score. The first Latin America / emerging-market central-bank lens in the catalog, complementary to em-currency-stress-signals (FX only) and the developed-market policy sets. All rows normalized to country_code BRA. Raw data: Banco Central do Brasil (commercial re-use terms not verifiable from this machine — flagged unclear in the UI).
EM Currency Stress Signals (derived)
Signals derived from FRED's daily emerging-market FX series (local currency per USD) for India, Brazil, South Korea and Thailand: 30-day annualized log-return volatility, 63-day depreciation momentum, 1-year depreciation, drawdown depth vs the trailing 1-year high, 3-sigma currency-shock anomaly flags, naive-drift 21-day forecasts and a per-day cross-currency volatility rank. The EM-stress companion to the broad US-dollar-strength signals. 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 Federal Reserve Board.
Global Findex financial-inclusion signals
Triennial Global Findex financial-inclusion panel (World Bank Global Financial Inclusion Database, waves 2011/2014/2017/2021/2024, 140+ economies, keyless API): account ownership (total + sex, age, income-quintile and urban-rural splits), mobile-money accounts, debit-card ownership and formal saving, plus a derived ML layer — gender/income/age/urban-rural inclusion gaps, wave-over-wave account changes, a gender-gap-narrowing flag, fixed-cut inclusion tiers, a 0-100 composite inclusion index and per-wave cross-country ranks. All rows carry normalized ISO country codes so they join cleanly with other macro and fintech data. Raw data: World Bank, Global Findex Database.
World Bank IDS External-Debt Intelligence (keyless)
Annual EM external-debt sustainability panel, 1990 onward: World Bank International Debt Statistics (IDS) via the keyless WDI API v2 (CC BY-4.0) for 14 major emerging economies — external debt stocks (current US$), debt stocks as % of GNI, and total debt service as % of exports. One row per country x year (three-series intersection, never imputed); carries YoY changes, fixed-cut debt-service and debt/GNI tiers, a documented 0-100 debt-burden score and a rising-service flag. Country-risk / sovereign-debt models join on year + country_code.
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