| --- |
| pretty_name: All Monthly Core Economic Data |
| language: |
| - en |
| license: other |
| task_categories: |
| - time-series-forecasting |
| - tabular-regression |
| tags: |
| - finance |
| - quantitative-trading |
| - backtesting |
| - algorithmic-trading |
| - macroeconomics |
| - monthly |
| size_categories: |
| - n<1K |
| extra_gated_prompt: "This dataset is free to browse and gated for download. Approval is tied to a Papers With Backtest subscription, which also covers the other datasets in this organisation and the strategy catalogue at https://paperswithbacktest.com. Plans and what each one includes: https://paperswithbacktest.com/pricing" |
| dataset_info: |
| features: |
| - name: datetime |
| dtype: string |
| - name: rpi |
| dtype: float64 |
| - name: w875rx1 |
| dtype: float64 |
| - name: dpcera3m086sbea |
| dtype: float64 |
| - name: cmrmtsplx |
| dtype: float64 |
| - name: retailx |
| dtype: float64 |
| - name: indpro |
| dtype: float64 |
| - name: ipfpnss |
| dtype: float64 |
| - name: ipfinal |
| dtype: float64 |
| - name: ipcongd |
| dtype: float64 |
| - name: ipdcongd |
| dtype: float64 |
| - name: ipncongd |
| dtype: float64 |
| - name: ipbuseq |
| dtype: float64 |
| - name: ipmat |
| dtype: float64 |
| - name: ipdmat |
| dtype: float64 |
| - name: ipnmat |
| dtype: float64 |
| - name: ipmansics |
| dtype: float64 |
| - name: ipb51222s |
| dtype: float64 |
| - name: ipfuels |
| dtype: float64 |
| - name: cumfns |
| dtype: float64 |
| - name: hwi |
| dtype: float64 |
| - name: hwiuratio |
| dtype: float64 |
| - name: clf16ov |
| dtype: float64 |
| - name: ce16ov |
| dtype: float64 |
| - name: unrate |
| dtype: float64 |
| - name: uempmean |
| dtype: float64 |
| - name: uemplt5 |
| dtype: float64 |
| - name: uemp5to14 |
| dtype: float64 |
| - name: uemp15ov |
| dtype: float64 |
| - name: uemp15t26 |
| dtype: float64 |
| - name: uemp27ov |
| dtype: float64 |
| - name: claimsx |
| dtype: float64 |
| - name: payems |
| dtype: float64 |
| - name: usgood |
| dtype: float64 |
| - name: ces1021000001 |
| dtype: float64 |
| - name: uscons |
| dtype: float64 |
| - name: manemp |
| dtype: float64 |
| - name: dmanemp |
| dtype: float64 |
| - name: ndmanemp |
| dtype: float64 |
| - name: srvprd |
| dtype: float64 |
| - name: ustpu |
| dtype: float64 |
| - name: uswtrade |
| dtype: float64 |
| - name: ustrade |
| dtype: float64 |
| - name: usfire |
| dtype: float64 |
| - name: usgovt |
| dtype: float64 |
| - name: ces0600000007 |
| dtype: float64 |
| - name: awotman |
| dtype: float64 |
| - name: awhman |
| dtype: float64 |
| - name: houst |
| dtype: float64 |
| - name: houstne |
| dtype: float64 |
| - name: houstmw |
| dtype: float64 |
| - name: housts |
| dtype: float64 |
| - name: houstw |
| dtype: float64 |
| - name: permit |
| dtype: float64 |
| - name: permitne |
| dtype: float64 |
| - name: permitmw |
| dtype: float64 |
| - name: permits |
| dtype: float64 |
| - name: permitw |
| dtype: float64 |
| - name: acogno |
| dtype: float64 |
| - name: amdmnox |
| dtype: float64 |
| - name: andenox |
| dtype: float64 |
| - name: amdmuox |
| dtype: float64 |
| - name: businvx |
| dtype: float64 |
| - name: isratiox |
| dtype: float64 |
| - name: m1sl |
| dtype: float64 |
| - name: m2sl |
| dtype: float64 |
| - name: m2real |
| dtype: float64 |
| - name: bogmbase |
| dtype: float64 |
| - name: totresns |
| dtype: float64 |
| - name: nonborres |
| dtype: float64 |
| - name: busloans |
| dtype: float64 |
| - name: realln |
| dtype: float64 |
| - name: nonrevsl |
| dtype: float64 |
| - name: conspi |
| dtype: float64 |
| - name: s_p_500 |
| dtype: float64 |
| - name: s_p_div_yield |
| dtype: float64 |
| - name: s_p_pe_ratio |
| dtype: float64 |
| - name: fedfunds |
| dtype: float64 |
| - name: cp3mx |
| dtype: float64 |
| - name: tb3ms |
| dtype: float64 |
| - name: tb6ms |
| dtype: float64 |
| - name: gs1 |
| dtype: float64 |
| - name: gs5 |
| dtype: float64 |
| - name: gs10 |
| dtype: float64 |
| - name: aaa |
| dtype: float64 |
| - name: baa |
| dtype: float64 |
| - name: compapffx |
| dtype: float64 |
| - name: tb3smffm |
| dtype: float64 |
| - name: tb6smffm |
| dtype: float64 |
| - name: t1yffm |
| dtype: float64 |
| - name: t5yffm |
| dtype: float64 |
| - name: t10yffm |
| dtype: float64 |
| - name: aaaffm |
| dtype: float64 |
| - name: baaffm |
| dtype: float64 |
| - name: twexafegsmthx |
| dtype: float64 |
| - name: exszusx |
| dtype: float64 |
| - name: exjpusx |
| dtype: float64 |
| - name: exusukx |
| dtype: float64 |
| - name: excausx |
| dtype: float64 |
| - name: wpsfd49207 |
| dtype: float64 |
| - name: wpsfd49502 |
| dtype: float64 |
| - name: wpsid61 |
| dtype: float64 |
| - name: wpsid62 |
| dtype: float64 |
| - name: oilpricex |
| dtype: float64 |
| - name: ppicmm |
| dtype: float64 |
| - name: cpiaucsl |
| dtype: float64 |
| - name: cpiappsl |
| dtype: float64 |
| - name: cpitrnsl |
| dtype: float64 |
| - name: cpimedsl |
| dtype: float64 |
| - name: cusr0000sac |
| dtype: float64 |
| - name: cusr0000sad |
| dtype: float64 |
| - name: cusr0000sas |
| dtype: float64 |
| - name: cpiulfsl |
| dtype: float64 |
| - name: cusr0000sa0l2 |
| dtype: float64 |
| - name: cusr0000sa0l5 |
| dtype: float64 |
| - name: pcepi |
| dtype: float64 |
| - name: ddurrg3m086sbea |
| dtype: float64 |
| - name: dndgrg3m086sbea |
| dtype: float64 |
| - name: dserrg3m086sbea |
| dtype: float64 |
| - name: ces0600000008 |
| dtype: float64 |
| - name: ces2000000008 |
| dtype: float64 |
| - name: ces3000000008 |
| dtype: float64 |
| - name: umcsentx |
| dtype: float64 |
| - name: dtcolnvhfnm |
| dtype: float64 |
| - name: dtcthfnm |
| dtype: float64 |
| - name: invest |
| dtype: float64 |
| - name: vixclsx |
| dtype: float64 |
| - name: gdpc1 |
| dtype: float64 |
| - name: pcecc96 |
| dtype: float64 |
| - name: pcdgx |
| dtype: float64 |
| - name: pcesvx |
| dtype: float64 |
| - name: pcndx |
| dtype: float64 |
| - name: gpdic1 |
| dtype: float64 |
| - name: fpix |
| dtype: float64 |
| - name: y033rc1q027sbeax |
| dtype: float64 |
| - name: pnfix |
| dtype: float64 |
| - name: prfix |
| dtype: float64 |
| - name: a014re1q156nbea |
| dtype: float64 |
| - name: gcec1 |
| dtype: float64 |
| - name: a823rl1q225sbea |
| dtype: float64 |
| - name: fgrecptx |
| dtype: float64 |
| - name: slcex |
| dtype: float64 |
| - name: expgsc1 |
| dtype: float64 |
| - name: impgsc1 |
| dtype: float64 |
| - name: dpic96 |
| dtype: float64 |
| - name: outnfb |
| dtype: float64 |
| - name: outbs |
| dtype: float64 |
| - name: outms |
| dtype: float64 |
| - name: ipb51110sq |
| dtype: float64 |
| - name: ipb51220sq |
| dtype: float64 |
| - name: tcu |
| dtype: float64 |
| - name: uspriv |
| dtype: float64 |
| - name: usehs |
| dtype: float64 |
| - name: usinfo |
| dtype: float64 |
| - name: uspbs |
| dtype: float64 |
| - name: uslah |
| dtype: float64 |
| - name: usserv |
| dtype: float64 |
| - name: usmine |
| dtype: float64 |
| - name: ces9091000001 |
| dtype: float64 |
| - name: ces9092000001 |
| dtype: float64 |
| - name: ces9093000001 |
| dtype: float64 |
| - name: civpart |
| dtype: float64 |
| - name: unratestx |
| dtype: float64 |
| - name: unrateltx |
| dtype: float64 |
| - name: lns14000012 |
| dtype: float64 |
| - name: lns14000025 |
| dtype: float64 |
| - name: lns14000026 |
| dtype: float64 |
| - name: lns13023621 |
| dtype: float64 |
| - name: lns13023557 |
| dtype: float64 |
| - name: lns13023705 |
| dtype: float64 |
| - name: lns13023569 |
| dtype: float64 |
| - name: lns12032194 |
| dtype: float64 |
| - name: hoabs |
| dtype: float64 |
| - name: hoams |
| dtype: float64 |
| - name: hoanbs |
| dtype: float64 |
| - name: awhnonag |
| dtype: float64 |
| - name: hwix |
| dtype: float64 |
| - name: houst5f |
| dtype: float64 |
| - name: rsafsx |
| dtype: float64 |
| - name: acognox |
| dtype: float64 |
| - name: invcqrmtspl |
| dtype: float64 |
| - name: pcectpi |
| dtype: float64 |
| - name: pcepilfe |
| dtype: float64 |
| - name: gdpctpi |
| dtype: float64 |
| - name: gpdictpi |
| dtype: float64 |
| - name: ipdbs |
| dtype: float64 |
| - name: dgdsrg3q086sbea |
| dtype: float64 |
| - name: ddurrg3q086sbea |
| dtype: float64 |
| - name: dserrg3q086sbea |
| dtype: float64 |
| - name: dndgrg3q086sbea |
| dtype: float64 |
| - name: dhcerg3q086sbea |
| dtype: float64 |
| - name: dmotrg3q086sbea |
| dtype: float64 |
| - name: dfdhrg3q086sbea |
| dtype: float64 |
| - name: dreqrg3q086sbea |
| dtype: float64 |
| - name: dodgrg3q086sbea |
| dtype: float64 |
| - name: dfxarg3q086sbea |
| dtype: float64 |
| - name: dclorg3q086sbea |
| dtype: float64 |
| - name: dgoerg3q086sbea |
| dtype: float64 |
| - name: dongrg3q086sbea |
| dtype: float64 |
| - name: dhutrg3q086sbea |
| dtype: float64 |
| - name: dhlcrg3q086sbea |
| dtype: float64 |
| - name: dtrsrg3q086sbea |
| dtype: float64 |
| - name: drcarg3q086sbea |
| dtype: float64 |
| - name: dfsarg3q086sbea |
| dtype: float64 |
| - name: difsrg3q086sbea |
| dtype: float64 |
| - name: dotsrg3q086sbea |
| dtype: float64 |
| - name: cpilfesl |
| dtype: float64 |
| - name: ppiaco |
| dtype: float64 |
| - name: wpsfd4111 |
| dtype: float64 |
| - name: ppiidc |
| dtype: float64 |
| - name: wpu0531 |
| dtype: float64 |
| - name: wpu0561 |
| dtype: float64 |
| - name: ahetpix |
| dtype: float64 |
| - name: ces2000000008x |
| dtype: float64 |
| - name: ces3000000008x |
| dtype: float64 |
| - name: comprms |
| dtype: float64 |
| - name: comprnfb |
| dtype: float64 |
| - name: rcphbs |
| dtype: float64 |
| - name: ophmfg |
| dtype: float64 |
| - name: ophnfb |
| dtype: float64 |
| - name: ophpbs |
| dtype: float64 |
| - name: ulcbs |
| dtype: float64 |
| - name: ulcmfg |
| dtype: float64 |
| - name: ulcnfb |
| dtype: float64 |
| - name: unlpnbs |
| dtype: float64 |
| - name: mortgage30us |
| dtype: float64 |
| - name: baa10ym |
| dtype: float64 |
| - name: mortg10yrx |
| dtype: float64 |
| - name: tb6m3mx |
| dtype: float64 |
| - name: gs1tb3mx |
| dtype: float64 |
| - name: gs10tb3mx |
| dtype: float64 |
| - name: cpf3mtb3mx |
| dtype: float64 |
| - name: bogmbaserealx |
| dtype: float64 |
| - name: m1real |
| dtype: float64 |
| - name: busloansx |
| dtype: float64 |
| - name: consumerx |
| dtype: float64 |
| - name: nonrevslx |
| dtype: float64 |
| - name: reallnx |
| dtype: float64 |
| - name: revolslx |
| dtype: float64 |
| - name: totalslx |
| dtype: float64 |
| - name: driwcil |
| dtype: float64 |
| - name: tabshnox |
| dtype: float64 |
| - name: tlbshnox |
| dtype: float64 |
| - name: liabpix |
| dtype: float64 |
| - name: tnwbshnox |
| dtype: float64 |
| - name: nwpix |
| dtype: float64 |
| - name: taresax |
| dtype: float64 |
| - name: hnoremq027sx |
| dtype: float64 |
| - name: tfaabshnox |
| dtype: float64 |
| - name: ussthpi |
| dtype: float64 |
| - name: spcs10rsa |
| dtype: float64 |
| - name: spcs20rsa |
| dtype: float64 |
| - name: exuseu |
| dtype: float64 |
| - name: usepuindxm |
| dtype: float64 |
| - name: b020re1q156nbea |
| dtype: float64 |
| - name: b021re1q156nbea |
| dtype: float64 |
| - name: gfdegdq188s |
| dtype: float64 |
| - name: gfdebtnx |
| dtype: float64 |
| - name: hwiuratiox |
| dtype: float64 |
| - name: conspix |
| dtype: float64 |
| - name: cp3m |
| dtype: float64 |
| - name: compapff |
| dtype: float64 |
| - name: nikkei225 |
| dtype: float64 |
| - name: nasdaqcom |
| dtype: float64 |
| - name: cusr0000sehc |
| dtype: float64 |
| - name: tlbsnncbx |
| dtype: float64 |
| - name: tlbsnncbbdix |
| dtype: float64 |
| - name: ttaabsnncbx |
| dtype: float64 |
| - name: tnwmvbsnncbx |
| dtype: float64 |
| - name: tnwmvbsnncbbdix |
| dtype: float64 |
| - name: tlbsnnbx |
| dtype: float64 |
| - name: tlbsnnbbdix |
| dtype: float64 |
| - name: tabsnnbx |
| dtype: float64 |
| - name: tnwbsnnbx |
| dtype: float64 |
| - name: tnwbsnnbbdix |
| dtype: float64 |
| - name: cncfx |
| dtype: float64 |
| splits: |
| - name: train |
| num_examples: 786 |
| --- |
| |
| # All Monthly Core Economic Data |
|
|
| Monthly macro indicators covering labor, credit, housing, volatility, policy uncertainty, and more. |
|
|
| **786 rows**, 276 columns, covering **1959-02-28 to 2024-07-31**. The most recent observation is 2024-07-31. |
|
|
| ## Strategies Built on This Data |
|
|
| 212 papers in the [Papers With Backtest catalogue](https://paperswithbacktest.com/strategies) declare this dataset as an input. 204 of them have been coded and run over their own full history. The median replicated Sharpe ratio is **+0.50**, and **60%** clear a t-statistic of 1.96 on their own sample, against 48% across all 4,837 replications in the library. |
|
|
| Some of the strongest results that lean on it: |
|
|
| | Strategy | Sharpe | t-stat | Tested over | |
| | :--- | ---: | ---: | ---: | |
| | [Excess return properties of informationally insensitive dynamic return predictability strategies](https://paperswithbacktest.com/strategies/excess-return-properties-of-informationally-insensitive-dynamic-return-predictability-strategies) | +0.52 | 3.1 | 35 years | |
| | [Optimal Trend Following Rules in Two-State Regime-Switching Models](https://paperswithbacktest.com/strategies/optimal-trend-following-rules-in-two-state-regime-switching-models) | +1.15 | 6.8 | 35 years | |
| | [Risk Parity Portfolios with Risk Factors](https://paperswithbacktest.com/strategies/risk-parity-portfolios-with-risk-factors) | +1.08 | 6.2 | 33 years | |
| | [The Fragility of Optimization: How Estimation Risk Undermines Active Investing with Autoregressive Forecasts](https://paperswithbacktest.com/strategies/the-fragility-of-optimization-how-estimation-risk-undermines-active-investing-with-autoregressive-forecasts) | +0.97 | 5.9 | 36 years | |
|
|
| A Sharpe ratio quoted without its t-statistic hides how much of the library cannot be distinguished from zero, which is why both are shown. The figures are in-sample over each strategy's own window and carry no transaction costs. |
|
|
| ## Why It Matters |
|
|
| This dataset supports macro-driven trading models and risk overlays by: |
|
|
| - **Macro regime filters:** 250+ normalized FRED series simplify building recession, inflation, or growth factor overlays for systematic strategies. |
| - **Risk monitoring:** Spreads, volatility gauges, and policy-uncertainty indicators help detect early signs of stress that can inform hedging or deleveraging rules. |
| - **Cross-asset context:** Housing, labor, and rate data can be joined with equities, rates, or FX signals to improve allocation and timing models. |
|
|
| ## Load It |
|
|
| **Installation/Upgrade:** |
|
|
| ```bash |
| pip install --upgrade pwb-toolbox |
| ``` |
|
|
| **Load the Dataset:** Ensure your Hugging Face access token (`HF_ACCESS_TOKEN`) is available in the environment. |
|
|
| ```python |
| from pwb_toolbox import datasets as pwb_ds |
| |
| df = pwb_ds.load_dataset("All-Monthly-CoreEconomicData") |
| print(df.iloc[0].to_string()) |
| ``` |
|
|
| **Example Output:** |
|
|
| ``` |
| datetime 1959-02-28 |
| rpi 2583.560124 |
| w875rx1 2426.0001 |
| dpcera3m086sbea 15.188001 |
| cmrmtsplx 276676.823098 |
| retailx 18235.770951 |
| indpro 21.961601 |
| ipfpnss 23.3868 |
| ipfinal 22.262 |
| ipcongd 31.6664 |
| ipdcongd 18.949799 |
| ipncongd 38.149599 |
| ipbuseq 8.053799 |
| ipmat 20.0318 |
| ipdmat 11.987001 |
| ipnmat 30.661101 |
| ipmansics 20.8325 |
| ipb51222s 19.917299 |
| ipfuels 34.6443 |
| cumfns 80.1973 |
| hwi 1357.00001 |
| hwiuratio 0.333579 |
| clf16ov 67935.999829 |
| ce16ov 63867.999352 |
| unrate 6.0 |
| uempmean 16.3 |
| uemplt5 1574.000014 |
| uemp5to14 1169.0 |
| uemp15ov 1396.000008 |
| uemp15t26 594.000005 |
| uemp27ov 801.999998 |
| claimsx 291077.999138 |
| payems 52478.000102 |
| usgood 18795.999993 |
| ces1021000001 712.999999 |
| uscons 2992.999993 |
| manemp 14998.000001 |
| dmanemp 8739.999989 |
| ndmanemp 6258.000001 |
| srvprd 33682.000296 |
| ustpu 10774.000062 |
| uswtrade 2568.70004 |
| ustrade 5350.29996 |
| usfire 2417.999943 |
| usgovt 8104.99979 |
| ces0600000007 39.8 |
| awotman 2.5 |
| awhman 40.2 |
| houst 1657.0 |
| houstne 350.000001 |
| houstmw 451.999997 |
| housts 505.000002 |
| houstw 350.0 |
| permit 1160.080648 |
| permitne 242.477728 |
| permitmw 257.416702 |
| permits 345.576261 |
| permitw 317.481145 |
| acogno 88073.555011 |
| amdmnox 14716.482124 |
| andenox 12333.850692 |
| amdmuox 42620.357301 |
| businvx 84889.552961 |
| isratiox 1.56 |
| m1sl 138.899994 |
| m2sl 286.599986 |
| m2real 987.900032 |
| bogmbase 50499.989393 |
| totresns 18.900009 |
| nonborres 18299.992811 |
| busloans 35.21298 |
| realln 24.924188 |
| nonrevsl 48.961156 |
| conspi 0.124965 |
| s_p_500 55.620008 |
| s_p_div_yield 3.158342 |
| s_p_pe_ratio 18.445741 |
| fedfunds 2.48 |
| cp3mx 3.3 |
| tb3ms 2.82 |
| tb6ms 3.09 |
| gs1 3.36 |
| gs5 4.01 |
| gs10 4.02 |
| aaa 4.12 |
| baa 4.87 |
| compapffx 0.82 |
| tb3smffm 0.34 |
| tb6smffm 0.61 |
| t1yffm 0.88 |
| t5yffm 1.53 |
| t10yffm 1.54 |
| aaaffm 1.64 |
| baaffm 2.39 |
| twexafegsmthx 126.814961 |
| exszusx 4.3122 |
| exjpusx 359.841701 |
| exusukx 2.8065 |
| excausx 0.9671 |
| wpsfd49207 33.099999 |
| wpsfd49502 33.399999 |
| wpsid61 30.600002 |
| wpsid62 31.599998 |
| oilpricex 3.0 |
| ppicmm 32.500001 |
| cpiaucsl 29.010002 |
| cpiappsl 44.8 |
| cpitrnsl 29.3 |
| cpimedsl 21.099996 |
| cusr0000sac 33.300001 |
| cusr0000sad 38.100001 |
| cusr0000sas 22.900001 |
| cpiulfsl 28.899999 |
| cusr0000sa0l2 30.7 |
| cusr0000sa0l5 29.6 |
| pcepi 15.164 |
| ddurrg3m086sbea 63.517 |
| dndgrg3m086sbea 18.293999 |
| dserrg3m086sbea 10.152 |
| ces0600000008 2.13 |
| ces2000000008 2.45 |
| ces3000000008 2.04 |
| umcsentx 97.122559 |
| dtcolnvhfnm 6475.998764 |
| dtcthfnm 12297.995374 |
| invest 84.204303 |
| vixclsx 16.864787 |
| gdpc1 3274.726129 |
| pcecc96 2021.561868 |
| pcdgx 63.692787 |
| pcesvx 1402.538404 |
| pcndx 697.742506 |
| gpdic1 375.47772 |
| fpix 361.806156 |
| y033rc1q027sbeax 53.935672 |
| pnfix 156.745095 |
| prfix 285.801872 |
| a014re1q156nbea 0.75453 |
| gcec1 1152.401891 |
| a823rl1q225sbea -2.301225 |
| fgrecptx 586.923772 |
| slcex 530.931868 |
| expgsc1 89.28272 |
| impgsc1 101.697656 |
| dpic96 2295.989448 |
| outnfb 14.973827 |
| outbs 14.286132 |
| outms 66.258893 |
| ipb51110sq 18.607213 |
| ipb51220sq 23.410264 |
| tcu 83.475387 |
| uspriv 44345.126014 |
| usehs 2815.555353 |
| usinfo 1713.047523 |
| uspbs 3509.581896 |
| uslah 3257.745711 |
| usserv 1127.898604 |
| usmine 774.300234 |
| ces9091000001 2345.635094 |
| ces9092000001 1437.148408 |
| ces9093000001 4366.801632 |
| civpart 59.168909 |
| unratestx 4.84411 |
| unrateltx 0.959422 |
| lns14000012 14.677014 |
| lns14000025 5.11627 |
| lns14000026 5.569215 |
| lns13023621 2206.843194 |
| lns13023557 1109.888867 |
| lns13023705 394.951855 |
| lns13023569 442.033064 |
| lns12032194 2746.908885 |
| hoabs 50.367753 |
| hoams 130.255343 |
| hoanbs 46.629995 |
| awhnonag 38.448562 |
| hwix 1554.969094 |
| houst5f 377.367148 |
| rsafsx 179715.519235 |
| acognox 142294.073536 |
| invcqrmtspl 501400.708734 |
| pcectpi 15.311784 |
| pcepilfe 15.228047 |
| gdpctpi 15.711698 |
| gpdictpi 23.194118 |
| ipdbs 18.333324 |
| dgdsrg3q086sbea 27.137774 |
| ddurrg3q086sbea 63.537234 |
| dserrg3q086sbea 9.773684 |
| dndgrg3q086sbea 18.314713 |
| dhcerg3q086sbea 9.819171 |
| dmotrg3q086sbea 29.946534 |
| dfdhrg3q086sbea 56.7197 |
| dreqrg3q086sbea 331.612537 |
| dodgrg3q086sbea 33.310118 |
| dfxarg3q086sbea 16.494669 |
| dclorg3q086sbea 51.005719 |
| dgoerg3q086sbea 10.11024 |
| dongrg3q086sbea 15.162314 |
| dhutrg3q086sbea 11.447221 |
| dhlcrg3q086sbea 5.813657 |
| dtrsrg3q086sbea 12.461564 |
| drcarg3q086sbea 12.323662 |
| dfsarg3q086sbea 9.407338 |
| difsrg3q086sbea 8.993749 |
| dotsrg3q086sbea 11.142032 |
| cpilfesl 30.952189 |
| ppiaco 32.269307 |
| wpsfd4111 34.163706 |
| ppiidc 30.937469 |
| wpu0531 44.303646 |
| wpu0561 87.570199 |
| ahetpix 14.779762 |
| ces2000000008x 16.14421 |
| ces3000000008x 13.269581 |
| comprms 81.877735 |
| comprnfb 49.630393 |
| rcphbs 47.943614 |
| ophmfg 51.758293 |
| ophnfb 31.501617 |
| ophpbs 29.388909 |
| ulcbs 20.826703 |
| ulcmfg 82.133543 |
| ulcnfb 20.258155 |
| unlpnbs 15.069898 |
| mortgage30us 6.431994 |
| baa10ym 0.866661 |
| mortg10yrx 1.02597 |
| tb6m3mx 0.297799 |
| gs1tb3mx 0.668186 |
| gs10tb3mx 1.321377 |
| cpf3mtb3mx 0.336643 |
| bogmbaserealx 173354.156223 |
| m1real 511.570182 |
| busloansx 240.481114 |
| consumerx 133.788768 |
| nonrevslx 348.591528 |
| reallnx 168.536644 |
| revolslx 6.214696 |
| totalslx 326.47526 |
| driwcil 25.899623 |
| tabshnox 15086.130041 |
| tlbshnox 1273.373223 |
| liabpix 54.456097 |
| tnwbshnox 12751.782609 |
| nwpix 541.554719 |
| taresax 11010.432558 |
| hnoremq027sx 3249359.184352 |
| tfaabshnox 9224.226393 |
| ussthpi 227.432536 |
| spcs10rsa 124.986527 |
| spcs20rsa 155.615765 |
| exuseu 1.142173 |
| usepuindxm 134.884181 |
| b020re1q156nbea 4.429069 |
| b021re1q156nbea 3.987365 |
| gfdegdq188s 43.178316 |
| gfdebtnx 1571329.241499 |
| hwiuratiox 0.374736 |
| conspix 0.129971 |
| cp3m 3.79309 |
| compapff 0.183912 |
| nikkei225 965.255198 |
| nasdaqcom 177.893172 |
| cusr0000sehc 100.998637 |
| tlbsnncbx 2.50173 |
| tlbsnncbbdix 0.019211 |
| ttaabsnncbx 3.095793 |
| tnwmvbsnncbx 1673.243114 |
| tnwmvbsnncbbdix 1160.029098 |
| tlbsnnbx 320797.374906 |
| tlbsnnbbdix 269749.637892 |
| tabsnnbx 2472471.489325 |
| tnwbsnnbx 2191.507823 |
| tnwbsnnbbdix 1588.675628 |
| cncfx 124.240068 |
| ``` |
|
|
| ## Columns |
|
|
| | Column Name | Description | |
| | :--- | :--- | |
| | **datetime** | Observation month (YYYY-MM-DD). | |
| | **rpi** | Monthly value for macroeconomic series `rpi`. | |
| | **w875rx1** | Monthly value for macroeconomic series `w875rx1`. | |
| | **dpcera3m086sbea** | Monthly value for macroeconomic series `dpcera3m086sbea`. | |
| | **cmrmtsplx** | Monthly value for macroeconomic series `cmrmtsplx`. | |
| | **retailx** | Monthly value for macroeconomic series `retailx`. | |
| | **indpro** | Monthly value for macroeconomic series `indpro`. | |
| | **ipfpnss** | Monthly value for macroeconomic series `ipfpnss`. | |
| | **ipfinal** | Monthly value for macroeconomic series `ipfinal`. | |
| | **ipcongd** | Monthly value for macroeconomic series `ipcongd`. | |
| | **ipdcongd** | Monthly value for macroeconomic series `ipdcongd`. | |
| | **ipncongd** | Monthly value for macroeconomic series `ipncongd`. | |
| | **ipbuseq** | Monthly value for macroeconomic series `ipbuseq`. | |
| | **ipmat** | Monthly value for macroeconomic series `ipmat`. | |
| | **ipdmat** | Monthly value for macroeconomic series `ipdmat`. | |
| | **ipnmat** | Monthly value for macroeconomic series `ipnmat`. | |
| | **ipmansics** | Monthly value for macroeconomic series `ipmansics`. | |
| | **ipb51222s** | Monthly value for macroeconomic series `ipb51222s`. | |
| | **ipfuels** | Monthly value for macroeconomic series `ipfuels`. | |
| | **cumfns** | Monthly value for macroeconomic series `cumfns`. | |
| | **hwi** | Monthly value for macroeconomic series `hwi`. | |
| | **hwiuratio** | Monthly value for macroeconomic series `hwiuratio`. | |
| | **clf16ov** | Monthly value for macroeconomic series `clf16ov`. | |
| | **ce16ov** | Monthly value for macroeconomic series `ce16ov`. | |
| | **unrate** | Monthly value for macroeconomic series `unrate`. | |
| | **uempmean** | Monthly value for macroeconomic series `uempmean`. | |
| | **uemplt5** | Monthly value for macroeconomic series `uemplt5`. | |
| | **uemp5to14** | Monthly value for macroeconomic series `uemp5to14`. | |
| | **uemp15ov** | Monthly value for macroeconomic series `uemp15ov`. | |
| | **uemp15t26** | Monthly value for macroeconomic series `uemp15t26`. | |
| | **uemp27ov** | Monthly value for macroeconomic series `uemp27ov`. | |
| | **claimsx** | Monthly value for macroeconomic series `claimsx`. | |
| | **payems** | Monthly value for macroeconomic series `payems`. | |
| | **usgood** | Monthly value for macroeconomic series `usgood`. | |
| | **ces1021000001** | Monthly value for macroeconomic series `ces1021000001`. | |
| | **uscons** | Monthly value for macroeconomic series `uscons`. | |
| | **manemp** | Monthly value for macroeconomic series `manemp`. | |
| | **dmanemp** | Monthly value for macroeconomic series `dmanemp`. | |
| | **ndmanemp** | Monthly value for macroeconomic series `ndmanemp`. | |
| | **srvprd** | Monthly value for macroeconomic series `srvprd`. | |
| | **ustpu** | Monthly value for macroeconomic series `ustpu`. | |
| | **uswtrade** | Monthly value for macroeconomic series `uswtrade`. | |
| | **ustrade** | Monthly value for macroeconomic series `ustrade`. | |
| | **usfire** | Monthly value for macroeconomic series `usfire`. | |
| | **usgovt** | Monthly value for macroeconomic series `usgovt`. | |
| | **ces0600000007** | Monthly value for macroeconomic series `ces0600000007`. | |
| | **awotman** | Monthly value for macroeconomic series `awotman`. | |
| | **awhman** | Monthly value for macroeconomic series `awhman`. | |
| | **houst** | Monthly value for macroeconomic series `houst`. | |
| | **houstne** | Monthly value for macroeconomic series `houstne`. | |
| | **houstmw** | Monthly value for macroeconomic series `houstmw`. | |
| | **housts** | Monthly value for macroeconomic series `housts`. | |
| | **houstw** | Monthly value for macroeconomic series `houstw`. | |
| | **permit** | Monthly value for macroeconomic series `permit`. | |
| | **permitne** | Monthly value for macroeconomic series `permitne`. | |
| | **permitmw** | Monthly value for macroeconomic series `permitmw`. | |
| | **permits** | Monthly value for macroeconomic series `permits`. | |
| | **permitw** | Monthly value for macroeconomic series `permitw`. | |
| | **acogno** | Monthly value for macroeconomic series `acogno`. | |
| | **amdmnox** | Monthly value for macroeconomic series `amdmnox`. | |
| | **andenox** | Monthly value for macroeconomic series `andenox`. | |
| | **amdmuox** | Monthly value for macroeconomic series `amdmuox`. | |
| | **businvx** | Monthly value for macroeconomic series `businvx`. | |
| | **isratiox** | Monthly value for macroeconomic series `isratiox`. | |
| | **m1sl** | Monthly value for macroeconomic series `m1sl`. | |
| | **m2sl** | Monthly value for macroeconomic series `m2sl`. | |
| | **m2real** | Monthly value for macroeconomic series `m2real`. | |
| | **bogmbase** | Monthly value for macroeconomic series `bogmbase`. | |
| | **totresns** | Monthly value for macroeconomic series `totresns`. | |
| | **nonborres** | Monthly value for macroeconomic series `nonborres`. | |
| | **busloans** | Monthly value for macroeconomic series `busloans`. | |
| | **realln** | Monthly value for macroeconomic series `realln`. | |
| | **nonrevsl** | Monthly value for macroeconomic series `nonrevsl`. | |
| | **conspi** | Monthly value for macroeconomic series `conspi`. | |
| | **s_p_500** | Monthly value for macroeconomic series `s_p_500`. | |
| | **s_p_div_yield** | Monthly value for macroeconomic series `s_p_div_yield`. | |
| | **s_p_pe_ratio** | Monthly value for macroeconomic series `s_p_pe_ratio`. | |
| | **fedfunds** | Monthly value for macroeconomic series `fedfunds`. | |
| | **cp3mx** | Monthly value for macroeconomic series `cp3mx`. | |
| | **tb3ms** | Monthly value for macroeconomic series `tb3ms`. | |
| | **tb6ms** | Monthly value for macroeconomic series `tb6ms`. | |
| | **gs1** | Monthly value for macroeconomic series `gs1`. | |
| | **gs5** | Monthly value for macroeconomic series `gs5`. | |
| | **gs10** | Monthly value for macroeconomic series `gs10`. | |
| | **aaa** | Monthly value for macroeconomic series `aaa`. | |
| | **baa** | Monthly value for macroeconomic series `baa`. | |
| | **compapffx** | Monthly value for macroeconomic series `compapffx`. | |
| | **tb3smffm** | Monthly value for macroeconomic series `tb3smffm`. | |
| | **tb6smffm** | Monthly value for macroeconomic series `tb6smffm`. | |
| | **t1yffm** | Monthly value for macroeconomic series `t1yffm`. | |
| | **t5yffm** | Monthly value for macroeconomic series `t5yffm`. | |
| | **t10yffm** | Monthly value for macroeconomic series `t10yffm`. | |
| | **aaaffm** | Monthly value for macroeconomic series `aaaffm`. | |
| | **baaffm** | Monthly value for macroeconomic series `baaffm`. | |
| | **twexafegsmthx** | Monthly value for macroeconomic series `twexafegsmthx`. | |
| | **exszusx** | Monthly value for macroeconomic series `exszusx`. | |
| | **exjpusx** | Monthly value for macroeconomic series `exjpusx`. | |
| | **exusukx** | Monthly value for macroeconomic series `exusukx`. | |
| | **excausx** | Monthly value for macroeconomic series `excausx`. | |
| | **wpsfd49207** | Monthly value for macroeconomic series `wpsfd49207`. | |
| | **wpsfd49502** | Monthly value for macroeconomic series `wpsfd49502`. | |
| | **wpsid61** | Monthly value for macroeconomic series `wpsid61`. | |
| | **wpsid62** | Monthly value for macroeconomic series `wpsid62`. | |
| | **oilpricex** | Monthly value for macroeconomic series `oilpricex`. | |
| | **ppicmm** | Monthly value for macroeconomic series `ppicmm`. | |
| | **cpiaucsl** | Monthly value for macroeconomic series `cpiaucsl`. | |
| | **cpiappsl** | Monthly value for macroeconomic series `cpiappsl`. | |
| | **cpitrnsl** | Monthly value for macroeconomic series `cpitrnsl`. | |
| | **cpimedsl** | Monthly value for macroeconomic series `cpimedsl`. | |
| | **cusr0000sac** | Monthly value for macroeconomic series `cusr0000sac`. | |
| | **cusr0000sad** | Monthly value for macroeconomic series `cusr0000sad`. | |
| | **cusr0000sas** | Monthly value for macroeconomic series `cusr0000sas`. | |
| | **cpiulfsl** | Monthly value for macroeconomic series `cpiulfsl`. | |
| | **cusr0000sa0l2** | Monthly value for macroeconomic series `cusr0000sa0l2`. | |
| | **cusr0000sa0l5** | Monthly value for macroeconomic series `cusr0000sa0l5`. | |
| | **pcepi** | Monthly value for macroeconomic series `pcepi`. | |
| | **ddurrg3m086sbea** | Monthly value for macroeconomic series `ddurrg3m086sbea`. | |
| | **dndgrg3m086sbea** | Monthly value for macroeconomic series `dndgrg3m086sbea`. | |
| | **dserrg3m086sbea** | Monthly value for macroeconomic series `dserrg3m086sbea`. | |
| | **ces0600000008** | Monthly value for macroeconomic series `ces0600000008`. | |
| | **ces2000000008** | Monthly value for macroeconomic series `ces2000000008`. | |
| | **ces3000000008** | Monthly value for macroeconomic series `ces3000000008`. | |
| | **umcsentx** | Monthly value for macroeconomic series `umcsentx`. | |
| | **dtcolnvhfnm** | Monthly value for macroeconomic series `dtcolnvhfnm`. | |
| | **dtcthfnm** | Monthly value for macroeconomic series `dtcthfnm`. | |
| | **invest** | Monthly value for macroeconomic series `invest`. | |
| | **vixclsx** | Monthly value for macroeconomic series `vixclsx`. | |
| | **gdpc1** | Monthly value for macroeconomic series `gdpc1`. | |
| | **pcecc96** | Monthly value for macroeconomic series `pcecc96`. | |
| | **pcdgx** | Monthly value for macroeconomic series `pcdgx`. | |
| | **pcesvx** | Monthly value for macroeconomic series `pcesvx`. | |
| | **pcndx** | Monthly value for macroeconomic series `pcndx`. | |
| | **gpdic1** | Monthly value for macroeconomic series `gpdic1`. | |
| | **fpix** | Monthly value for macroeconomic series `fpix`. | |
| | **y033rc1q027sbeax** | Monthly value for macroeconomic series `y033rc1q027sbeax`. | |
| | **pnfix** | Monthly value for macroeconomic series `pnfix`. | |
| | **prfix** | Monthly value for macroeconomic series `prfix`. | |
| | **a014re1q156nbea** | Monthly value for macroeconomic series `a014re1q156nbea`. | |
| | **gcec1** | Monthly value for macroeconomic series `gcec1`. | |
| | **a823rl1q225sbea** | Monthly value for macroeconomic series `a823rl1q225sbea`. | |
| | **fgrecptx** | Monthly value for macroeconomic series `fgrecptx`. | |
| | **slcex** | Monthly value for macroeconomic series `slcex`. | |
| | **expgsc1** | Monthly value for macroeconomic series `expgsc1`. | |
| | **impgsc1** | Monthly value for macroeconomic series `impgsc1`. | |
| | **dpic96** | Monthly value for macroeconomic series `dpic96`. | |
| | **outnfb** | Monthly value for macroeconomic series `outnfb`. | |
| | **outbs** | Monthly value for macroeconomic series `outbs`. | |
| | **outms** | Monthly value for macroeconomic series `outms`. | |
| | **ipb51110sq** | Monthly value for macroeconomic series `ipb51110sq`. | |
| | **ipb51220sq** | Monthly value for macroeconomic series `ipb51220sq`. | |
| | **tcu** | Monthly value for macroeconomic series `tcu`. | |
| | **uspriv** | Monthly value for macroeconomic series `uspriv`. | |
| | **usehs** | Monthly value for macroeconomic series `usehs`. | |
| | **usinfo** | Monthly value for macroeconomic series `usinfo`. | |
| | **uspbs** | Monthly value for macroeconomic series `uspbs`. | |
| | **uslah** | Monthly value for macroeconomic series `uslah`. | |
| | **usserv** | Monthly value for macroeconomic series `usserv`. | |
| | **usmine** | Monthly value for macroeconomic series `usmine`. | |
| | **ces9091000001** | Monthly value for macroeconomic series `ces9091000001`. | |
| | **ces9092000001** | Monthly value for macroeconomic series `ces9092000001`. | |
| | **ces9093000001** | Monthly value for macroeconomic series `ces9093000001`. | |
| | **civpart** | Monthly value for macroeconomic series `civpart`. | |
| | **unratestx** | Monthly value for macroeconomic series `unratestx`. | |
| | **unrateltx** | Monthly value for macroeconomic series `unrateltx`. | |
| | **lns14000012** | Monthly value for macroeconomic series `lns14000012`. | |
| | **lns14000025** | Monthly value for macroeconomic series `lns14000025`. | |
| | **lns14000026** | Monthly value for macroeconomic series `lns14000026`. | |
| | **lns13023621** | Monthly value for macroeconomic series `lns13023621`. | |
| | **lns13023557** | Monthly value for macroeconomic series `lns13023557`. | |
| | **lns13023705** | Monthly value for macroeconomic series `lns13023705`. | |
| | **lns13023569** | Monthly value for macroeconomic series `lns13023569`. | |
| | **lns12032194** | Monthly value for macroeconomic series `lns12032194`. | |
| | **hoabs** | Monthly value for macroeconomic series `hoabs`. | |
| | **hoams** | Monthly value for macroeconomic series `hoams`. | |
| | **hoanbs** | Monthly value for macroeconomic series `hoanbs`. | |
| | **awhnonag** | Monthly value for macroeconomic series `awhnonag`. | |
| | **hwix** | Monthly value for macroeconomic series `hwix`. | |
| | **houst5f** | Monthly value for macroeconomic series `houst5f`. | |
| | **rsafsx** | Monthly value for macroeconomic series `rsafsx`. | |
| | **acognox** | Monthly value for macroeconomic series `acognox`. | |
| | **invcqrmtspl** | Monthly value for macroeconomic series `invcqrmtspl`. | |
| | **pcectpi** | Monthly value for macroeconomic series `pcectpi`. | |
| | **pcepilfe** | Monthly value for macroeconomic series `pcepilfe`. | |
| | **gdpctpi** | Monthly value for macroeconomic series `gdpctpi`. | |
| | **gpdictpi** | Monthly value for macroeconomic series `gpdictpi`. | |
| | **ipdbs** | Monthly value for macroeconomic series `ipdbs`. | |
| | **dgdsrg3q086sbea** | Monthly value for macroeconomic series `dgdsrg3q086sbea`. | |
| | **ddurrg3q086sbea** | Monthly value for macroeconomic series `ddurrg3q086sbea`. | |
| | **dserrg3q086sbea** | Monthly value for macroeconomic series `dserrg3q086sbea`. | |
| | **dndgrg3q086sbea** | Monthly value for macroeconomic series `dndgrg3q086sbea`. | |
| | **dhcerg3q086sbea** | Monthly value for macroeconomic series `dhcerg3q086sbea`. | |
| | **dmotrg3q086sbea** | Monthly value for macroeconomic series `dmotrg3q086sbea`. | |
| | **dfdhrg3q086sbea** | Monthly value for macroeconomic series `dfdhrg3q086sbea`. | |
| | **dreqrg3q086sbea** | Monthly value for macroeconomic series `dreqrg3q086sbea`. | |
| | **dodgrg3q086sbea** | Monthly value for macroeconomic series `dodgrg3q086sbea`. | |
| | **dfxarg3q086sbea** | Monthly value for macroeconomic series `dfxarg3q086sbea`. | |
| | **dclorg3q086sbea** | Monthly value for macroeconomic series `dclorg3q086sbea`. | |
| | **dgoerg3q086sbea** | Monthly value for macroeconomic series `dgoerg3q086sbea`. | |
| | **dongrg3q086sbea** | Monthly value for macroeconomic series `dongrg3q086sbea`. | |
| | **dhutrg3q086sbea** | Monthly value for macroeconomic series `dhutrg3q086sbea`. | |
| | **dhlcrg3q086sbea** | Monthly value for macroeconomic series `dhlcrg3q086sbea`. | |
| | **dtrsrg3q086sbea** | Monthly value for macroeconomic series `dtrsrg3q086sbea`. | |
| | **drcarg3q086sbea** | Monthly value for macroeconomic series `drcarg3q086sbea`. | |
| | **dfsarg3q086sbea** | Monthly value for macroeconomic series `dfsarg3q086sbea`. | |
| | **difsrg3q086sbea** | Monthly value for macroeconomic series `difsrg3q086sbea`. | |
| | **dotsrg3q086sbea** | Monthly value for macroeconomic series `dotsrg3q086sbea`. | |
| | **cpilfesl** | Monthly value for macroeconomic series `cpilfesl`. | |
| | **ppiaco** | Monthly value for macroeconomic series `ppiaco`. | |
| | **wpsfd4111** | Monthly value for macroeconomic series `wpsfd4111`. | |
| | **ppiidc** | Monthly value for macroeconomic series `ppiidc`. | |
| | **wpu0531** | Monthly value for macroeconomic series `wpu0531`. | |
| | **wpu0561** | Monthly value for macroeconomic series `wpu0561`. | |
| | **ahetpix** | Monthly value for macroeconomic series `ahetpix`. | |
| | **ces2000000008x** | Monthly value for macroeconomic series `ces2000000008x`. | |
| | **ces3000000008x** | Monthly value for macroeconomic series `ces3000000008x`. | |
| | **comprms** | Monthly value for macroeconomic series `comprms`. | |
| | **comprnfb** | Monthly value for macroeconomic series `comprnfb`. | |
| | **rcphbs** | Monthly value for macroeconomic series `rcphbs`. | |
| | **ophmfg** | Monthly value for macroeconomic series `ophmfg`. | |
| | **ophnfb** | Monthly value for macroeconomic series `ophnfb`. | |
| | **ophpbs** | Monthly value for macroeconomic series `ophpbs`. | |
| | **ulcbs** | Monthly value for macroeconomic series `ulcbs`. | |
| | **ulcmfg** | Monthly value for macroeconomic series `ulcmfg`. | |
| | **ulcnfb** | Monthly value for macroeconomic series `ulcnfb`. | |
| | **unlpnbs** | Monthly value for macroeconomic series `unlpnbs`. | |
| | **mortgage30us** | Monthly value for macroeconomic series `mortgage30us`. | |
| | **baa10ym** | Monthly value for macroeconomic series `baa10ym`. | |
| | **mortg10yrx** | Monthly value for macroeconomic series `mortg10yrx`. | |
| | **tb6m3mx** | Monthly value for macroeconomic series `tb6m3mx`. | |
| | **gs1tb3mx** | Monthly value for macroeconomic series `gs1tb3mx`. | |
| | **gs10tb3mx** | Monthly value for macroeconomic series `gs10tb3mx`. | |
| | **cpf3mtb3mx** | Monthly value for macroeconomic series `cpf3mtb3mx`. | |
| | **bogmbaserealx** | Monthly value for macroeconomic series `bogmbaserealx`. | |
| | **m1real** | Monthly value for macroeconomic series `m1real`. | |
| | **busloansx** | Monthly value for macroeconomic series `busloansx`. | |
| | **consumerx** | Monthly value for macroeconomic series `consumerx`. | |
| | **nonrevslx** | Monthly value for macroeconomic series `nonrevslx`. | |
| | **reallnx** | Monthly value for macroeconomic series `reallnx`. | |
| | **revolslx** | Monthly value for macroeconomic series `revolslx`. | |
| | **totalslx** | Monthly value for macroeconomic series `totalslx`. | |
| | **driwcil** | Monthly value for macroeconomic series `driwcil`. | |
| | **tabshnox** | Monthly value for macroeconomic series `tabshnox`. | |
| | **tlbshnox** | Monthly value for macroeconomic series `tlbshnox`. | |
| | **liabpix** | Monthly value for macroeconomic series `liabpix`. | |
| | **tnwbshnox** | Monthly value for macroeconomic series `tnwbshnox`. | |
| | **nwpix** | Monthly value for macroeconomic series `nwpix`. | |
| | **taresax** | Monthly value for macroeconomic series `taresax`. | |
| | **hnoremq027sx** | Monthly value for macroeconomic series `hnoremq027sx`. | |
| | **tfaabshnox** | Monthly value for macroeconomic series `tfaabshnox`. | |
| | **ussthpi** | Monthly value for macroeconomic series `ussthpi`. | |
| | **spcs10rsa** | Monthly value for macroeconomic series `spcs10rsa`. | |
| | **spcs20rsa** | Monthly value for macroeconomic series `spcs20rsa`. | |
| | **exuseu** | Monthly value for macroeconomic series `exuseu`. | |
| | **usepuindxm** | Monthly value for macroeconomic series `usepuindxm`. | |
| | **b020re1q156nbea** | Monthly value for macroeconomic series `b020re1q156nbea`. | |
| | **b021re1q156nbea** | Monthly value for macroeconomic series `b021re1q156nbea`. | |
| | **gfdegdq188s** | Monthly value for macroeconomic series `gfdegdq188s`. | |
| | **gfdebtnx** | Monthly value for macroeconomic series `gfdebtnx`. | |
| | **hwiuratiox** | Monthly value for macroeconomic series `hwiuratiox`. | |
| | **conspix** | Monthly value for macroeconomic series `conspix`. | |
| | **cp3m** | Monthly value for macroeconomic series `cp3m`. | |
| | **compapff** | Monthly value for macroeconomic series `compapff`. | |
| | **nikkei225** | Monthly value for macroeconomic series `nikkei225`. | |
| | **nasdaqcom** | Monthly value for macroeconomic series `nasdaqcom`. | |
| | **cusr0000sehc** | Monthly value for macroeconomic series `cusr0000sehc`. | |
| | **tlbsnncbx** | Monthly value for macroeconomic series `tlbsnncbx`. | |
| | **tlbsnncbbdix** | Monthly value for macroeconomic series `tlbsnncbbdix`. | |
| | **ttaabsnncbx** | Monthly value for macroeconomic series `ttaabsnncbx`. | |
| | **tnwmvbsnncbx** | Monthly value for macroeconomic series `tnwmvbsnncbx`. | |
| | **tnwmvbsnncbbdix** | Monthly value for macroeconomic series `tnwmvbsnncbbdix`. | |
| | **tlbsnnbx** | Monthly value for macroeconomic series `tlbsnnbx`. | |
| | **tlbsnnbbdix** | Monthly value for macroeconomic series `tlbsnnbbdix`. | |
| | **tabsnnbx** | Monthly value for macroeconomic series `tabsnnbx`. | |
| | **tnwbsnnbx** | Monthly value for macroeconomic series `tnwbsnnbx`. | |
| | **tnwbsnnbbdix** | Monthly value for macroeconomic series `tnwbsnnbbdix`. | |
| | **cncfx** | Monthly value for macroeconomic series `cncfx`. | |
|
|
| ## What This Data Does Not Cover |
|
|
| **Revised, not vintage.** Each month appears once and carries the latest revision, not the number that was published at the time. Macro series are revised heavily, so a signal built on this file sees data no trader had in that month. |
|
|
| **Quarterly series have been disaggregated.** `gdpc1`, `pcecc96`, `outnfb` and the other quarterly columns carry a different value in each month of a quarter rather than repeating the quarterly print, so they are a monthly estimate rather than a released figure. |
|
|
| **The file stops before the present.** The most recent observation is 2024-07-31, so anything that needs the last two years has to come from elsewhere. |
|
|
| ## Access |
|
|
| Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: [what each plan includes](https://paperswithbacktest.com/pricing). The same subscription covers the other datasets in this organisation. |
|
|
| ## Elsewhere |
|
|
| - [Dataset page and coverage charts](https://paperswithbacktest.com/datasets/all-monthly-coreeconomicdata) |
| - [The strategy catalogue](https://paperswithbacktest.com/strategies), 3,806 papers and 4,837 replicated strategies |
| - [`pwb-toolbox`](https://github.com/paperswithbacktest/pwb-toolbox), the loader used in the snippet above |
| - [`awesome-systematic-trading`](https://github.com/paperswithbacktest/awesome-systematic-trading), the replicated strategies with their measured Sharpe |
| - [Every dataset in this organisation](https://huggingface.co/datasets/paperswithbacktest) |
|
|
| Papers With Backtest publishes 32 datasets on the Hub and codes the papers that use them. Every strategy in the catalogue is run over its own full history before it is published, which is where the numbers above come from. |
|
|
