FRED
Federal Reserve Economic Data
We recently launched a new table that integrates directly with underlying sources FRED aggregates. This new dataset includes a mapping to FRED series ID.
Overview
Published by the St. Louis Federal Reserve, FRED aggregates information from various government sources including the US Census Bureau, Bureau of Labor Statistics (BLS), Department of Labor (DOL), Freddie Mac, Department of Transportation (DOT), the US Bureau of Economic Analysis (BEA) and the Federal Reserve. The aggregate data features economic metrics and financial institution specific data such as:
CPI
Monthly state-level retail sales
Foreign exchange rates
Industrial production
Housing starts
Personal Consumption Expenditures (PCE) price index
Treasury bill rates
Flow of deposits and total liabilities for banks
Outstanding balance of commercial real estate loans
Nonfarm payroll
Central bank monetary policy rates from Brazil, Canada, England, Mexico, and Japan are also included in FRED tables for ease of comparison with the Federal Funds Effective Rate.
Cybersyn tables that integrate with FRED are only available in our free tier and will be deprecated in the coming months. Any users who rely on these tables are encouraged to transition to the new dataset which includes all data from these tables. Users will be updated about the sunset timeline for the FRED tables via email.
Key Attributes
Geographic Coverage | Global, though US focused |
Entity Level | State, Country |
Time Granularity | Daily, Weekly, Monthly, Quarterly |
Release Frequency | FRED summarizes release calendars from various underlying sources here |
History | Varies by variable and underlying source |
As with all Public Domain datasets, Cybersyn aims to release data on Snowflake Marketplace as soon as the underlying source releases new data. We check periodically for changes to the underlying source and, upon detecting a change, propagate the data to Snowflake Marketplace immediately. See our release process for more details.
Notes
The FINANCIAL_FRED_ATTRIBUTES
table describes each ingested FRED variable:
Both the
VARIABLE
identifier and human-readableVARIABLE_NAME
are unique identifiers for a FRED series that detail its unique characteristics.The
VARIABLE_GROUP
corresponds to the FRED variable name. FRED groups variables based on the primary topic covered. Characteristics of that variable can result in multiple unique variables in our tables (e.g., seasonally adjusted vs. not, multiple reporting frequencies).The
RELEASE_SOURCE
details where FRED has sourced the data series.The
SEASONALLY_ADJUSTED
field determines whether a variable has been smoothed out for seasonal fluctuations. Seasonal effects can obscure the true underlying trends in the data, so often a seasonal adjustment is applied to eliminate noise.FREQUENCY
is determined by the cadence with which the variable is measured. This is not the variable's release frequency.UNIT
describes how the variable is measured. Some variable groups are measured in both number estimates and year-over-year percent change.MEASUREMENT_METHOD
details the measurement methodology of the unit of measure.
The FINANCIAL_FRED_TIMESERIES
table records the history of each variable:
This table is unique by
GEO_ID
,VARIABLE
, andDATE
.Variables have varying historical availability.
The FINANCIAL_FRED_VARIABLE_SERIES_ID_CROSSWALK
table provides a map between the Cybersyn unique variable identifier and FRED's series ID. This can be useful if looking for a variable in the FRED table by a known FRED Series ID from here.
EAV Model: All Cybersyn products follow the EAV (entity, attributes, value) model with a unified schema. Entities are tangible objects (e.g. geography, company) that Cybersyn provides data on. All timeseries' dates and values that refer to the entity are included in a timeseries table. Descriptors of the timeseries are included in an attributes table. Data is joinable across all Cybersyn products that have a GEO_ID
. Refer to Cybersyn Concepts for more details.
Restatements: Timeseries
tables, by default, contain the latest published version of all releases. Learn more about point-in-time history tables here.
Source Combination: In some instances, multiple sources of data are combined into a single table. This is true both for aggregator data we propage (ie. FRED) and also for our own aggregatin For example, interest rate data from the Bank of Japan, ECB, etc. live in the financial_fred_timeseries
table. Other sources like FFIEC and FDIC are combined to form a unified profile of financial institutions.
Tables & Sources
Tables | Sources |
---|---|
| FRED and various central banks |
|
Cybersyn Products
Tables above are available in the following Cybersyn data products:
Examples & Sample Queries
Get Started with FRED Series ID
Use the FINANCIAL_FRED_VARIABLE_SERIES_ID_CROSSWALK
table to access timeseries data by FRED series ID.
Aggregate financial data for the banking industry
Calculate the total quarterly net income for the banking industry over the last four decades.
Monitor changes in the Personal Consumption Expenditures (PCE) price index
Track year-over-year changes of the PCE price index for each month since January 2019.
Fed funds rate compared to trimmed mean personal consumption expenditures (PCE)
Timeseries of the effective federal funds effective rate and PCE.
Evaluate central bank interest rate policies
Compare and contrast interest rate policies for major global economies.
Disclaimers
The data in this product is sourced from St. Louis Federal Reserve, FRED.
Cybersyn is not endorsed by or affiliated with any of these providers. Contact support@cybersyn.com for questions.
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