Core Economic Data

Developed a core economic dataset that explain more than 90% of the variability in most economic outcomes. Forthcoming, December 2025

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

import sovai as sov
df_econ = sov.data("macro/features")

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

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