---
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:
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  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.