Federal Reserve Economic Data

Federal Reserve Economic Data (FRED) is a database maintained by the Research division of the Federal Reserve Bank of St. Louis that has more than 381,000 economic time series from 81 sources.[1] The data can be viewed in graphical and text form or downloaded for import to a database or spreadsheet, and viewed on mobile devices. They cover banking, business/fiscal, consumer price indexes, employment and population, exchange rates, gross domestic product, interest rates, monetary aggregates, producer price indexes, reserves and monetary base, U.S. trade and international transactions, and U.S. financial data. The time series are compiled by the Federal Reserve and collected from government agencies such as the U.S. Census and the Bureau of Labor Statistics.

The economic data published on FRED are widely reported in the media and play a key role in financial markets. In a 2012 Business Insider article titled "The Most Amazing Economics Website in the World", Joe Weisenthal quoted Paul Krugman as saying: "I think just about everyone doing short-order research — trying to make sense of economic issues in more or less real time — has become a FRED fanatic."[2]

FRED economic indicators (partial list)

SERIES CATEGORY SUB-CATEGORY INDICATOR PERIOD
TREAST Finance Monetary Data US Treasuries Held by the Fed W
MBST Finance Monetary Data Mortgage Backed Sec Held by the Fed W
WALCL Banking Monetary Factors All Fed Reserve Banks - Total Assets W
TLAAC Banking Monetary Factors All Commercial Banks - Total Assets W
BOPBCA Banking Conditions Number of US Banks Q
USNUM Banking Conditions Number of US Commercial Banks Q
EQTA Banking Conditions Equity/Asset Ratio Q
TOTBKCR Banking Commercial Credit Bank Credit of All Commercial Banks W
TOTALSEC Banking Commercial Credit Securitized Total Consumer Loans M
TOTALSL Banking Commercial Credit Total Consumer Credit Outstanding M
INVEST Banking Investment Total Investments All Commercial Banks M
USGSEC Banking Investment US Gov't Securities at All Com. Banks M
CONSUMER Banking Loans Total Consumer Loans M
BUSLOANS Banking Loans Total Commercial/Industrial Loans M
DALLCACBEP Banking Delinquencies Delinquencies On All Loans And Leases M
GFDEBTN Business/Fiscal Federal Government Federal Government Debt (Public) Y
FYOINT Business/Fiscal Federal Government Interest on National Debt Y
FYONET Business/Fiscal Federal Government Federal Spending Y
FYFR Business/Fiscal Federal Government Federal Receipts Y
FYFSD Business/Fiscal Federal Government Budget Deficit/Surplus Y
CDSP Business/Fiscal Household Sector Consumer Debt/Income Ratio Q
PERMIT Business/Fiscal Household Sector New Home Permits M
HSN1F Business/Fiscal Household Sector New Home Sales M
MORTG Business/Fiscal Household Sector 30-Year Conventional Mortgage Rate M
CMDEBT Business/Fiscal Household Sector Outstanding Mortgage Debt Q
DGORDER Business/Fiscal Ind. Production Manufacturers' New Orders M
TCU Business/Fiscal Ind. Production Capacity Utilization: Total Industry M
TTLCONS Business/Fiscal Construction Total Construction Spending M
BUSINV Business/Fiscal Other Total Business Inventories M
ALTSALES Business/Fiscal Other Light Weight Vehicle Sales M
UMCSENT Business/Fiscal Other Univ of Michigan: Consumer Sentiment M
STLFSI Business/Fiscal Other St. Louis Financial Stress Index W
OILPRICE Business/Fiscal Other Spot Oil Price - West Texas Intermediate M
CPIAUCSL Consumer Prices CPI Consumer Price Index: Seasonally Adj. M
UNRATE Empl & Population Household Survey Civilian Total Unemployment Rate M
UEMP27OV Empl & Population Household Survey Long Term Unemployment: >27 WKS M
UEMPMED Empl & Population Household Survey Length of Unemployment M
CE16OV Empl & Population Household Survey Total US Workforce M
EMRATIO Empl & Population Household Survey US Employment/Population Ratio M
POP Empl & Population Population US Population M
AHEMAN Empl & Population Est. Survey Avg Hourly Earnings: Manufacturing M
AWHMAN Empl & Population Est. Survey Avg Weekly Hours: Manufacturing M
AWOTMAN Empl & Population Est. Survey Avg Weekly OT Hours: Manufacturing M
DEXUSUK Exchange Rates Daily Rates USD/GBP Currency Exchange Rate D
DEXUSEU Exchange Rates Daily Rates USD/EUR Currency Exchange Rate D
DEXJPUS Exchange Rates Daily Rates JPN/USD Currency Exchange Rate D
DEXMXUS Exchange Rates Daily Rates MXP/USD Currency Exchange Rate D
DEXCAUS Exchange Rates Daily Rates CAD/USD Currency Exchange Rate D
DEXCHUS Exchange Rates Daily Rates CNY/USD Currency Exchange Rate D
COMPOUT Financial Data Monetary Commercial Paper Outstanding W
VIXCLS Financial Data Volatility Inexes CBOE Volatility Index D
GDP GDP & Components GDP/GNP US Gross Domestic Product Q
GNP GDP & Components GDP/GNP US Gross National Product Q
NETFI GDP & Components Imports & Exports US Current Account Balance Q
EXPGS GDP & Components Imports & Exports US Exports Goods & Services Q
IMPGS GDP & Components Imports & Exports US Imports Goods & Services Q
DGI GDP & Components Govt Accounting Fed Govt: Defense Budget Q
FGRECPT GDP & Components Govt Accounting Fed Govt: Tax Receipts Q
TGDEF GDP & Components Govt Accounting Fed Govt: Budget Deficit Q
CP GDP & Components Industry Corporate Profits After Tax Q
DIVIDEND GDP & Components Industry Corporate Dividends Q
PI GDP & Components Personal Personal Income M
PSAVE GDP & Components Savings & Inv. Personal Savings Q
PSAVERT GDP & Components Savings & Inv. Personal Savings Rate M
MORTG Interest Rates 30yr Mortgage 30-yr Conventional Mortgage Rate M
DPCREDIT Interest Rates FRB Rates Discount Rate D
FEDFUNDS Interest Rates FRB Rates Effective Federal Funds Rate M
GRCPROINDMISMEI International Data Indicators Production of Total Industry in Greece M
GRCSARTMISMEI International Data Indicators Total Retail Trade in Greece M
GRCURHARMMDSMEI International Data Indicators Unemployment Rate - Greece M
M1 Monetary Aggregates M1 M1 Money Supply M
M2 Monetary Aggregates M2 M2 Money Supply M
MZM Monetary Aggregates MZM MZM Money Supply M
M1V Monetary Aggregates M1 Velocity of M1 Money Stock M
M2V Monetary Aggregates M2 Velocity of M2 Money Stock M
MZMV Monetary Aggregates MZM Velocity of MZM Money Stock M
MULT Monetary Aggregates M1 M1 Money Multiplier M
PPIACO Producer Prices PPI Producer Price Index: All Commodities M
IMPCH Trade Imports Imports from China M
IMPJP Trade Imports Imports from Japan M
IMPMX Trade Imports Imports from Mexico M
IMPCA Trade Imports Imports from Canada M
IMPGE Trade Imports Imports from Germany M
IMPUK Trade Imports Imports from UK M
EXPCH Trade Exports Exports to China M
EXPJP Trade Exports Exports to Japan M
EXPMX Trade Exports Exports to Mexico M
EXPCA Trade Exports Exports to Canada M
EXPGE Trade Exports Exports to Germany M
EXPUK Trade Exports Exports to UK M
BOPGEXP Trade Exports Exports: Goods M
BOPGIMP Trade Imports Imports: Goods M
BOPGTB Trade Balance Balance: Goods M
BOPGSXP Trade Exports Exports: Services M
BOPSIMP Trade Imports Imports: Services M
BOPSTB Trade Balance Balance: Services M
BOPGSTB Trade Balance Balance: Goods & Services M

Other Federal Reserve Bank of St. Louis data services

The Federal Reserve Bank of St. Louis data is also accessible via other data services:

ALFRED (Archival Federal Reserve Economic Data) lets users retrieve vintage versions of economic data that were available on specific dates in history. The ALFRED web site states that “In general, economic data for past observation periods are revised as more accurate estimates become available. As a result, previous vintages of data can be superseded and may no longer be available from various data sources." It also says that "Vintage or real-time economic data allows academics to reproduce others’ research, build more accurate forecasting models and analyze economic policy decisions using the data available at the time.”[3]

GeoFRED is a data-mapping tool that displays FRED data series in color-coded form on the state, metropolitan statistical areas and county levels.[4]

CASSIDI is a data service that provides nationwide data on banking market structures and definitions, as well as banking markets for individual depository institutions.[5]

FRASER (The Federal Reserve Archival System for Economic Research) is a digital archive begun in 2004 to safeguard, preserve and provide easy access to the United States’ economic history—particularly the history of the Federal Reserve System—through digitization of documents related to the U.S. financial system.[6] Digitized documents include:

To create and maintain FRASER, the St. Louis Fed collaborated with the United States Government Printing Office, Federal Depository Library Program libraries and several university and public libraries.[7][8]

St. Louis Fed Research also hosts IDEAS,[9] a bibliographic database drawn from Research Papers in Economics (RePEc),[10] which consists of economic research from more than one million academic articles and papers. As of March 2013, the IDEAS site states it has more 1,300,000 items of research that can be browsed or searched, and more than 1,200,000 that can be downloaded in full text.

See also

References

  1. Federal Reserve Economic Data. Accessed January 18, 2016.
  2. "The Most Amazing Economics Website in the World", Joe Weisenthal, Business Insider, March 23, 2012.
  3. "ArchivaL Federal Reserve Economic Data - ALFRED - St. Louis Fed". Alfred.stlouisfed.org. Retrieved 2013-12-11.
  4. "GeoFRED: Geographic Federal Reserve Economic Data". Geofred.stlouisfed.org. Retrieved 2013-12-11.
  5. "Welcome to Cassidi". Cassidi.stlouisfed.org. Retrieved 2013-12-11.
  6. "Economic Data Publications, Historical Federal Reserve Archive, FRASER". Fraser.stlouisfed.org. Retrieved 2013-12-11.
  7. Federal Depository Library Program partnerships. Accessed March 14, 2013.
  8. FRASER information and collaboration. Accessed March 13, 2013.
  9. IDEAS. Accessed March 13, 2013.
  10. "RePEc". RePEc. Retrieved 2013-12-11.
Wikimedia Commons has media related to Federal Reserve.
This article is issued from Wikipedia - version of the 1/21/2016. The text is available under the Creative Commons Attribution/Share Alike but additional terms may apply for the media files.