Core Economic Data
Developed a core economic dataset that explain more than 90% of the variability in most economic outcomes. Forthcoming, December 2024
Data is updated monthly, and quarterly as data arrives after market close US-EST time.
Tutorials are the best documentation — Core Economic Data Tutorial
Input Datasets
Economic Series
Models Used
Parsing, Imputation
Model Outputs
Imputed Data
Description
This dataset provides a core set of economic indicators that explain over 90% of the variability in most economic outcomes. There are over 250 economic time series features. For there individual explanations, please see the FRED website.
Data Access
Economic Time Series
Data Dictionary
Here we have isolated the data that describes 90% of the variance of most economic outcomes.
| FRED Code | Description | Granularity |
|---|---|---|
CLAIMSx | Initial Unemployment Claims | Monthly |
S&P PE ratio | S&P 500 Price-Earnings Ratio | Monthly |
gs1 | 1-Year Treasury Constant Maturity Rate | Monthly |
TB6SMFFM | 6-Month Treasury Bill Rate Minus Fed Funds Rate | Monthly |
UMCSENTx | Consumer Confidence Index | Monthly |
vxoclsx | CBOE S&P 500 Volatility Index: Close | Monthly |
A014RE1Q156NBEA | GDP Share: Private Investment Change (%) | Quarterly |
A823RL1Q225SBEA | Govt. Spending & Investment Change: Federal (%) | Quarterly |
gs1tb3m | Spread Between 1-Year Treasury and 3-Month Treasury Bill | Monthly |
cpf3mtb3m | 3-Month Commercial Paper Minus 3-Month Treasury Bill | Monthly |
DRIWCIL | Lending Willingness: Consumer Loans (%) | Quarterly |
mrtggs10 | 10-Year Fixed Mortgage Rate | Monthly |
UEMP5TO14 | Unemployed for 5-14 Weeks (000s) | Monthly |
EXUSEU | US Dollar to Euro Exchange Rate | Monthly |
T10YFFM | 10-Year Treasury Rate Minus Fed Funds Rate | Monthly |
USEPUINDXM | US Economic Policy Uncertainty Index | Monthly |
TLBSNNBBDIx | Business Sector Debt to Income Ratio (%) | Quarterly |
CONSPI | Consumer Credit to Personal Income Ratio | Monthly |
LNS14000025 | Unemployment Rate: Men Over 20 (%) | Monthly |
PERMIT | New Housing Building Permits Issued (000s) | Monthly |
AWHMAN | Avg Weekly Hours: Manufacturing Workers | Monthly |
S_P_div_yield | S&P 500 Dividend Yield | Monthly |
CES1021000001 | Employment in Mining & Logging (000s) | Monthly |
HOUSTW | Housing Starts: West Region (000s Units) | Monthly |
HOUSTNE | Housing Starts: Northeast Region (000s Units) | Monthly |
EXCAUS | Canada / U.S. Foreign Exchange Rate | Monthly |
HOUST | New Housing Starts (000s Units) | Monthly |
S_P__indust | S&P 500 Industrial Sector Index | Monthly |
MANEMP | Manufacturing Sector Employment (000s) | Monthly |
LNS13023621 | Unemployment Level: Job Losers (000s) | Monthly |
You can add the series name like TB6SMFFM to the fred URL to obtain a more detailed explanation like: https://fred.stlouisfed.org/series/TB6SMFFM
Last updated
