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.
6 jeux de données
ECB Balance-Sheet & Liquidity Signals (derived)
Weekly euro-area ECB liquidity signals from the ECB's total assets (FRED ECBASSETSW, 1999 ->, millions of euros): 13-week momentum, year-on-year change, 30-week change volatility, 3-sigma anomaly flags, naive-drift forecasts, a quantitative-tightening regime flag, a 5-year balance-sheet z-score, and an aggressive-expansion flag. The ECB-side companion to fed-liquidity-signals (WALCL) — balance-sheet expansion (QE) and contraction (QT) drive euro-area financial conditions, sovereign spreads, and the euro. Series covers the changing euro-area composition (11 to 20 countries); rows carry the stable EA20 aggregate code. Raw series: European Central Bank via FRED.
Euro-Area Sovereign Debt Signals (derived)
Quarterly sovereign-debt signals derived from Eurostat government debt data: general-government consolidated gross debt as % of GDP for 32 European economies, with 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, the Maastricht 60%-of-GDP breach flag, debt-trajectory acceleration, the gap to the EA20 aggregate and 10-year debt z-scores. Geo codes are normalized to ISO alpha-3 (EU aggregates keep stable codes) so rows join cleanly with other country-keyed datasets. Raw series: Eurostat (gov_10q_ggdebt).
Euro-Area Inflation Signals (derived)
Signals derived from Eurostat's monthly all-items HICP annual inflation rates (already year-over-year): 3-month momentum in percentage points, an ECB 2%-target gauge (above-target flag + signed target streak), 30-month annualized volatility of inflation-rate changes, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country inflation rank (1 = hottest). Covers 41 series: EU member states plus euro-area (EA20) and EU (EU27) aggregates, monthly 1997 -> present. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Eurostat (prc_hicp_manr).
Euro-Area Unemployment Signals (derived)
Monthly European unemployment signals derived from Eurostat's harmonized unemployment series (35 countries and aggregates, seasonally adjusted, % of labour force): year-on-year and 3-month changes in percentage points, 30-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-country volatility rank, the cross-country dispersion of unemployment rates (the euro labor-market divergence gauge) and each country's distance from the EA21 euro-area average. All rows are country-normalized (ISO alpha-3, aggregates kept as stable codes) so they join cleanly with other country-keyed datasets. Raw data: Eurostat (une_rt_m); derived signals by Frontier Data Hub.
Eurostat Euro-Area Activity Intelligence
Monthly euro-area real-activity panel from Eurostat's official keyless dissemination API: industrial production (NACE B-D) and retail trade volume (NACE G47), both seasonally and calendar adjusted indices (2021=100) for the EA20 euro area, with 1-month and 12-month percent changes and 3-month moving-average momentum. Full history as published (industry from 1998, retail from 2000); pre-start months are nulls, never imputed. Eurostat observation flags (provisional/estimated/revised) are kept verbatim. Who joins this: euro-area demand models join IP/retail momentum on year_month to sales and hiring plans; FX/rates desks use the coincident activity read alongside ECB policy expectations; retailers and industrial suppliers benchmark own volumes against the EA20 indices.
Sovereign Yield Signals (derived)
Signals derived from the OECD's harmonized 10-year government bond yields (monthly, as published on FRED) for 17 economies: 30-month annualized volatility of monthly yield changes, 3-month momentum, 12-month change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-country volatility rank, and the euro-area periphery spread — each euro member's 10y yield minus Germany's on the same month (the core-vs-periphery gauge). 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 OECD Main Economic Indicators.
Une fois l’allocation gratuite du jour épuisée, les fonctions d’IA peuvent passer par votre propre compte fournisseur.
Conservée uniquement dans cet onglet (effacée à sa fermeture) et envoyée avec chaque requête d’IA. Nos serveurs l’utilisent pour cette requête et ne la stockent ni ne la journalisent jamais.