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
Bank for International Settlements
BIS debt service ratios — interest payments plus amortisations relative to income, in per cent — for households & NPISHs, non-financial corporations and the private non-financial sector. Bank for International Settlements, BIS Data Portal.
Debt-Service Stress Signals (derived)
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.
Household Balance Signals (derived)
Monthly/quarterly signals derived from BEA and Federal Reserve household-finances data (redistributed by FRED): 30-period annualized change volatility, ~3-month momentum, year-over-year change in percentage points, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the household savings buffer (saving rate minus debt service ratio — the net cash-buffer gauge). Covers the personal saving rate and the household debt service ratio. 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 and Board of Governors of the Federal Reserve System.
US State Personal-Income Signals (derived)
Quarterly US state personal-income signals from BEA total personal income (FRED <USPS>OTOT series, 49 states + DC — North Carolina excluded, FRED's NCOTOT is corrupted — 1948-Q1 ->): year-on-year growth, quarter-on-quarter change, 4-quarter volatility, 3-sigma anomaly flags, naive-drift forecasts, 5-year growth z-scores, per-quarter growth ranks, each state's share of US personal income, outperform-vs-US and contraction flags. The income lens on US regions — what households actually receive — complementing state-gdp-signals (output), state-labor-signals (unemployment), and state-cycle-signals (coincident index). The US benchmark is the sum of the 50 included state series each quarter (North Carolina excluded — FRED's NCOTOT is corrupted). All rows normalized to country_code USA. Raw series: U.S. Bureau of Economic Analysis via FRED.
USDA Food and Nutrition Service
Monthly US SNAP participation intelligence from the USDA Food and Nutrition Service monthly state participation and costs workbooks (keyless FNS program-data ZIP, FY2020 to present): participating persons, households and benefit costs for the 50 states, DC, Guam and the Virgin Islands, with MoM and YoY percent changes, each state's share of the national caseload, a documented 0-100 household-budget stress score with per-month ranks and tiers, rising / surge / 12-month-record-high flags, and month-level context (national average benefit per person). Joinable to orders/customers by ISO month + state for demand and churn modelling. FNS material is U.S. federal public domain (commercial reuse allowed); source: USDA Food and Nutrition Service.
Household Wealth Signals (derived)
Quarterly US household wealth signals from the Fed Z.1 accounts (via FRED, 1951 ->): households and nonprofit organizations net worth in nominal and real (GDP-deflated) terms, with quarter-on-quarter and year-on-year changes, 30-quarter change volatility, 3-sigma wealth-shock flags, drift forecasts, 10-year wealth z-scores, real wealth-growth gauges and a wealth-drawdown flag. The wealth-effect lens on consumption: the stock companion to the saving/debt-flow signals in us-household-balance-signals. All rows normalized to country_code USA. Raw series: Federal Reserve (Z.1) and BEA via FRED.
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