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
Business & Consumer Confidence Signals (derived)
Monthly economic-sentiment signals derived from the OECD's standardised business and consumer confidence indicators (amplitude adjusted, long-term average = 100; 56 countries and aggregates): 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the business-minus-consumer confidence gap (the demand-mismatch gauge), consecutive-months-below-100 pessimism streaks and 24-month sentiment z-scores. All rows carry canonical country_code so they join cleanly with other macro datasets. Derived keyless from the local raw oecd_cli catalog snapshots; underlying data: OECD (commercial re-use requires prior permission).
OECD Composite Leading Indicators
Monthly OECD Composite Leading Indicator (measure LI: "Composite leading indicator (CLI)"), amplitude adjusted, long term average = 100. Designed to give early signals of turning points of economic activity, for OECD members, key partners and major aggregates.
Monthly OECD Composite Leading Indicator (measure LI: "Composite leading indicator (CLI)"), normalised, long term average = 100. Designed to give early signals of turning points of economic activity, for OECD members, key partners and major aggregates.
OECD Business-Cycle Signals (derived)
Signals derived from the OECD Composite Leading Indicator (amplitude adjusted, monthly): CLI distance from long-term trend (cli_gap vs 100), 3/6-month momentum, turning-point detection (peaks/troughs of the smoothed CLI), expansion/contraction phase flags, below-trend streaks, 30-month annualized volatility of CLI changes, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country volatility rank. Covers 18 countries (AUS, BRA, CAN, CHN, DEU, ESP, FRA, GBR, IDN, IND, ITA, JPN, KOR, MEX, TUR, USA, ZAF plus aggregates G20, G7, NAFTA, A5M, G4E), monthly 1955 -> present. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: OECD Data Explorer (Main Economic Indicators).
US Bank Lending Standards Signals (derived)
Quarterly US credit-conditions signals derived from FRED's Senior Loan Officer Opinion Survey (SLOOS): net percentages of banks tightening lending standards for C&I loans, with quarter-on-quarter and year-on-year changes in percentage points, 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-series volatility rank, tightening regime flags with 4-year z-scores, and the large-firm minus small-firm tightening spread (the flight-to-quality gauge). 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 survey: Board of Governors of the Federal Reserve System.
IRS Statistics of Income
Annual US state migration intelligence from the keyless U.S. Census Bureau Vintage 2025 population estimates components-of-change file: one row per (state, year) for the 50 states + District of Columbia over the five full July-to-June estimates periods 2021-2025, plus five national baseline rows. Each row carries population, population change, births, deaths, natural change, domestic and international net migration (all verbatim), the Census-published per-1,000 migration rates, net migration's share of population growth, the dominant flow driver (international/domestic), and the state's net rate minus the national rate. Transformation: a documented 0-100 migration-momentum score (min-max per year of the winsorized (+/-30) net migration rate across the 51 states; higher = strongest per-capita inflow), per-year deterministic ranks, and flow-regime labels (hotspot = top decile, coldspot = bottom decile, inflow/outflow). Method: exact component identities are gated before ingest (births - deaths == natural change; domestic + international == net migration); the 2020 stub period (April-July 2020) and Puerto Rico are excluded by design. Caveats: estimates are modeled annual components, not observed mover counts; the score is a relative cross-state demand gauge, not a migration forecast. U.S. federal public domain (commercial reuse allowed with attribution to the U.S. Census Bureau).
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