Core Economic Data
Developed a core economic dataset that explain more than 90% of the variability in most economic outcomes. Forthcoming, December 2024
Last updated
Developed a core economic dataset that explain more than 90% of the variability in most economic outcomes. Forthcoming, December 2024
Last updated
Data is updated monthly, and quarterly as data arrives after market close US-EST time.
Tutorials
are the best documentation — Core Economic Data Tutorial
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.
Here we have isolated the data that describes 90% of the variance of most economic outcomes.
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
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
Input Datasets
Economic Series
Models Used
Parsing, Imputation
Model Outputs
Imputed Data