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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.

5 jeux de données

federal-reserve

  • Borrowing-Cost Signals (derived)

    US household borrowing-cost signals (prime / card / auto rates)

    US household borrowing-cost signals from Federal Reserve Board lending rates (redistributed by FRED): the bank prime loan rate (monthly, 1949 ->), the commercial-bank credit-card rate and the 48-month new-auto loan rate (quarterly, NSA), with frequency-aware momentum, change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the lender risk-premium spread over prime, the unsecured-vs-secured (card-minus-auto) wedge, a 5-year borrowing-cost z-score and a high-cost flag. The price-of-credit complement to fred-mortgage-rate-signals (mortgages), us-bank-credit-cycle signals (volumes) and us-bank-lending-standards-signals (willingness to lend). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System via FRED.

    • interest-rates
    • prime-rate
    • credit-cards
    • auto-loans
    lignes
    1 198
    Qualité
    97
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK

  • 5Y Breakeven Inflation Signals (derived)

    US 5-year breakeven inflation signals (market-implied expectations)

    Daily US market-implied inflation-expectations signals from the 5-year breakeven inflation rate (FRED, 2003 ->): the bond market's priced-in 5-year inflation expectation, with 63-day momentum, 30-day annualized change volatility, 3-sigma shock flags, 21-day drift forecasts, a 1-year expectations z-score, the anchoring gap versus the Fed's 2% target, above-target and de-anchoring flags. The market-implied counterpart to the consumer-survey expectations set: what traders, not households, expect. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis via FRED.

    • inflation
    • inflation-expectations
    • breakeven
    • tips
    lignes
    5 938
    Qualité
    100
    Mis à jour
    27 sept. 2026
    À jour
    Licence
    Usage commercial OK

  • Fed Liquidity Signals (derived)

    US Fed liquidity & balance-sheet signals

    Weekly US Federal Reserve liquidity-plumbing signals (2002 ->): total balance-sheet assets, bank reserve balances, and overnight reverse-repo facility usage, with 13-week momentum, 26-week change volatility, 3-sigma anomaly flags, drift forecasts, a quantitative-tightening pace gauge, the ON RRP drain share, the reserve cushion share, 5-year balance-sheet z-scores, an RRP surge flag, and an ample-reserves regime flag. The liquidity-plumbing companion to us-monetary-aggregates-signals (money stock) and us-financial-stress-signals (market stress). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System / Federal Reserve Bank of New York via FRED.

    • federal-reserve
    • balance-sheet
    • quantitative-tightening
    • reserves
    lignes
    3 714
    Qualité
    93
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK

  • Federal Reserve Board

    Federal Reserve press releases log (daily)

    Daily log of Federal Reserve Board press releases observed in the Board's own public 'All Releases' RSS feed (keyless): one row per distinct release with headline, canonical URL, section (e.g. monetary-policy, enforcement-actions, orders-on-banking-applications), and feed publication date. Method: the feed is polled and deduplicated by feed guid; the frame is deterministic per feed state, so an unchanged feed mints no new snapshot. Units: one release per row; pub_date is an ISO date. Complements na_central_bank_tone (which scores hawkish/dovish tone for FOMC + BoC decision documents only): this is the raw all-types release log. Caveats: the feed surfaces roughly the last 20 releases, so the log tracks what the Board is publishing now rather than a complete archive. License: Board website information is public domain unless otherwise indicated; cite the Board as the source. commercial_use=yes; attribution Board of Governors of the Federal Reserve System.

    • us
    • economy
    • daily
    • macroeconomics
    lignes
    20
    Qualité
    100
    Mis à jour
    28 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
    27 sept. 2026
    À jour
    Licence
    Usage commercial OK

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