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License information was derived automatically
This dataset contains the textual data of Federal Reserve Federal Open Market Committee (FOMC) meeting statements and minutes. Its purpose is to provide a historical archive of communications from the US central bank, offering valuable context and insights into monetary policy decisions and economic outlooks over time. The dataset is regularly updated, ensuring access to the latest official communications.
The dataset is typically provided in a CSV (Comma Separated Values) format. It includes communications from 2 February 2000 to 18 June 2025. The file is updated on a weekly basis with new data sourced directly from the Federal Reserve website. Based on available information, there are approximately 420 records within the specified date range. The dataset comprises roughly 52% minutes and 48% statements.
This dataset is ideal for various applications and use cases, particularly within finance, banking, and economics. It can be used for: * Natural Language Processing (NLP) tasks, such as sentiment analysis or topic modelling on central bank communications. * Economic research to analyse policy shifts, communication strategies, and their impact on financial markets. * Financial modelling and forecasting, by integrating insights from official monetary policy communications. * Academic studies on central banking, macroeconomic policy, and financial history.
The dataset covers the period from 2 February 2000 to 18 June 2025, providing an extensive historical record of FOMC communications. While the content focuses on US monetary policy, which is inherently US-centric, the dataset's availability is global, making it accessible to users worldwide. There are no specific notes on data availability for certain demographic groups or years, as the data represents official public releases.
CC0
This dataset is designed for a wide range of users, including: * Financial analysts and economists seeking to understand and forecast monetary policy decisions. * Data scientists and machine learning engineers developing NLP models for financial text. * Academic researchers in economics, finance, and political science studying central bank behaviour and communication. * Government policy advisors interested in historical policy decisions and their effects. * Journalists and media professionals reporting on economic and financial news.
Original Data Source: FOMC Meeting Statements & Minutes
The Federal Reserve Banks provide the Fedwire Funds Service, a real-time gross settlement system that enables participants to initiate funds transfer that are immediate, final, and irrevocable once processed. Depository institutions and certain other financial institutions that hold an account with a Federal Reserve Bank are eligible to participate in the Fedwire Funds Services. In 2008, approximately 7,300 participants made Fedwire funds transfers. The Fedwire Funds Service is generally used to make large-value, time-critical payments.The Fedwire Funds Service is a credit transfer service. Participants originate funds transfers by instructing a Federal Reserve Bank to debit funds from its own account and credit funds to the account of another participant. Participants may originate funds transfers online, by initiating a secure electronic message, or off line, via telephone procedures.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
The benchmark interest rate in the United States was last recorded at 4.50 percent. This dataset provides the latest reported value for - United States Fed Funds Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.
The Enhanced Financial Accounts (EFA) initiative is a long-term effort to augment the Financial Accounts of the United States with a richer and more detailed picture of financial intermediation and interconnections. As part of this initiative, we are providing supplementary information that offers finer detail, additional types of activities, higher-frequency data, and more-disaggregated data, even if such data are not available for all sectors or easily incorporated into the existing structure of the Financial Accounts. Many of the EFA projects are accompanied by FEDS Notes that provide additional information or context. Like all Financial Accounts data, EFA data are updated regularly and subject to revision.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
This data set is a digitized version of “All-Bank Statistics, United States, 1896-1955,” (ABS) which the Board of Governors of the Federal Reserve System published in 1959. That volume contained annual aggregate balance sheet aggregates for all depository institutions by state and class of institution for the years 1896 to 1955. The depository institutions include nationally chartered commercial banks, state chartered commercial banks, and private banks as well as mutual savings bank and building and loan societies. The data comes from the last business day of the year or the closest available data. This digital version of ABS contains all data in the original source and only data from the original source.This data set is similar to ICPSR 2393, “U.S. Historical Data on Bank Market Structure, ICPSR 2393” by Mark Flood. ICPSR 2393 reports data from ABS but excludes subcategories of data useful for analyzing the liquidity of bank balance sheets, the operation of financial markets, the functioning of the financial network, and depository institutions’ contribution to monetary aggregates. ICPSR 2393, for example, reports total cash assets from ABS but does not report the subcomponents of that total: bankers balances, cash in banks’ own vaults, and items in the process of collection. Those data are needed to understand how much liquidity banks kept on hand, how much liquidity banks stored in or hoped to draw from reserve depositories, and how much of the apparent cash in the financial system was double-counted checks in the process of collection, commonly called float. Those data are also needed to understand the contribution of commercial banks to the aggregate money supply since cash in banks’ vaults counts within monetary aggregates while interbank deposits and float do not. While this dataset provides comprehensive and complete data from ABS, ICPSR 2393 contains information from other sources that researchers may find valuable including data from the aggregate income statements of nationally chartered banks and regulatory variables. To facilitate the use of that information, the naming conventions in this data set are consistent with those in ICPSR 2393.
Since 2013, the Federal Reserve Board has conducted the Survey of Household Economics and Decision-making (SHED), which measures the economic well-being of U.S. households and identifies potential risks to their finances. The survey includes modules on a range of topics of current relevance to financial well-being including credit access and behaviors, savings, retirement, economic fragility, and education and student loans.
The balance sheet data collected on the FR 2046 report from certain institutions that borrow from the discount window are used to monitor discount window borrowing. The Board’s Regulation A - Extensions of Credit by Federal Reserve Banks (12 CFR Part 201) requires that Reserve Banks review balance sheet data in determining whether to extend credit and to help ascertain whether undue use is made of such credit. The FR 2046 report is primarily used to assess appropriate use of seasonal credit. Certain depository institutions that borrow from the discount window report on the FR 2046 certain balance sheet data for a period that encompasses the dates of borrowing.
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View the total value of the assets of all Federal Reserve Banks as reported in the weekly balance sheet.
These data and code successfully reproduce nearly all cross-sectional stock return predictors. The 319 characteristics draw from previous meta-studies, but authors differ by comparing their t-stats to the original papers' results. For the 161 characteristics that were clearly significant in the original papers, 98% of their long-short portfolios find t-stats above 1.96. For the 44 characteristics that had mixed evidence, authors' reproductions find t-stats of 2 on average. A regression of reproduced t-stats on original longshort t-stats finds a slope of 0.90 and an R2 of 83%. Mean returns aremonotonic in predictive signals at the characteristic level. The remaining 114 characteristics were insignificant in the original papers or are modifications of the originals created by Hou, Xue, and Zhang (2020). These remaining characteristics are almost always significant if the original characteristic was also significant.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Money Supply M2 in the United States increased to 21942 USD Billion in May from 21862.40 USD Billion in April of 2025. This dataset provides - United States Money Supply M2 - actual values, historical data, forecast, chart, statistics, economic calendar and news.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
The Federal Reserve Act of 1913 created the Reserve Bank Organizing Committee which divided the counties of the United States into twelve Federal Reserve Districts each with its own Federal Reserve Bank. The size and vitality of these districts varied. Some were densely populated with substantial urban areas and large industries. Others were sparsely populated and largely rural with the preponderance of the population working in agriculture. Some grew rapidly. Others grew slowly. To help understand the Fed’s role in the evolution of the U.S. economy, we construct a dataset with estimated annual population in each Fed district from 1890 to 1950.
The Federal Reserve Banks provide the National Settlement Service (NSS), which allows participants in private-sector clearing arrangements to exchange and settle transactions on a multilateral basis through designated master accounts held at the Federal Reserve Banks. There are approximately 17 NSS arrangements that have been established by financial market utilities, check clearinghouse associations, and automated clearinghouse networks.NSS provides an automated mechanism for submitting settlement files to the Federal Reserve Banks and reduces settlement risk to participants by granting settlement finality on settlement day. NSS also enables the clearing arrangements to manage and limit settlement risk by incorporating risk controls that are as robust as those used in the Fedwire Funds Service. Participants generally submit settlement files online, by initiating an electronic message.
The Federal Reserve established a Main Street Lending Program (Program) to help credit flow to small and medium-sized for-profit businesses and nonprofit organizations that were in sound financial condition before the onset of the COVID-19 crisis, but needed loans to help maintain their operations until they recovered from, or adapted to, the impacts of the pandemic. The Program terminated on January 8, 2021. The Federal Reserve filed these reports with Congress pursuant to section 13(3) of the Federal Reserve Act concerning the lending facilities established by the Board.
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View economic output, reported as the nominal value of all new goods and services produced by labor and property located in the U.S.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Philadelphia Fed Manufacturing Index in the United States remained unchanged at -4 points in June. This dataset provides the latest reported value for - United States Philadelphia Fed Manufacturing Index - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.
The G.5 monthly release contains monthly average rates of exchange of major currencies against the U.S. dollar. Averages are based on daily noon buying rates for cable transfers in New York City certified for customs purposes by the Federal Reserve Bank of New York.
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View data of the Effective Federal Funds Rate, or the interest rate depository institutions charge each other for overnight loans of funds.
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Graph and download economic data for Federal Debt: Total Public Debt (GFDEBTN) from Q1 1966 to Q1 2025 about public, debt, federal, government, and USA.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
This dataset contains all the information utilized in the paper 'foreign exchange swaps: a substitute for the use of international reserves?'.
In the B3 related data, the main contribution is the information gathered by data-scraping the daily information available at the B3 exchange to build a time series of the institutional investor's net open positions in this exchange. Furthermore, the time series of the future BRL/USD obtained at the B3 exchange website is made available.
In the swaps related data, there are different sets of data. The swaps raw dataset was collected by gathering information made available by the Brazilian Central Bank through its monthly open market notes. Furthermore, data scraped from the Braziian Central Bank norms' search engine provide the information on the type of the swaps contracts.
With the datasets, it is possible to reproduce: 1. The descriptive statistics presented on the paper and to reproduce; 2. The logistic model that calculate the log-odds ratio of the spread between the coupon and the libor being larger than the EMBI+ risk-oremium measure be associated with expected or unexpected swaps. 3. The generalized autoregressive conditional heteroskedasticity models presented by the end of the paper. The null hypothesis in these model is that the inclusion of the external regressors has no statistical relationship with the conditional mean of the returns of the BRL/USD future' exchange rate in its first maturity and the alternative hypothesis is that the statistical relationship between the set of external regresors and the dependent variable is different from zero.
All of the control variables are publicly available and were obtained at the FRED (St. Louis Federal Reserve database), at the Brazilian Central Bank database and at the IPEADATA database. They are reproduced here to facilitate the reproduction of the paper.
Source ID: FL313066220.Q
For more information about the Flow of Funds tables, see: https://www.federalreserve.gov/apps/fof/Default.aspx
For a detailed description, including how this series is constructed, see: https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL313066220&t=
This is a dataset from the Federal Reserve hosted by the Federal Reserve Economic Database (FRED). FRED has a data platform found here and they update their information according to the frequency that the data updates. Explore the Federal Reserve using Kaggle and all of the data sources available through the Federal Reserve organization page!
Update Frequency: This dataset is updated daily.
Observation Start: 1945-10-01
Observation End : 2019-04-01
This dataset is maintained using FRED's API and Kaggle's API.
Cover photo by Michael on Unsplash
Unsplash Images are distributed under a unique Unsplash License.
CC0 1.0 Universal Public Domain Dedicationhttps://creativecommons.org/publicdomain/zero/1.0/
License information was derived automatically
This dataset contains the textual data of Federal Reserve Federal Open Market Committee (FOMC) meeting statements and minutes. Its purpose is to provide a historical archive of communications from the US central bank, offering valuable context and insights into monetary policy decisions and economic outlooks over time. The dataset is regularly updated, ensuring access to the latest official communications.
The dataset is typically provided in a CSV (Comma Separated Values) format. It includes communications from 2 February 2000 to 18 June 2025. The file is updated on a weekly basis with new data sourced directly from the Federal Reserve website. Based on available information, there are approximately 420 records within the specified date range. The dataset comprises roughly 52% minutes and 48% statements.
This dataset is ideal for various applications and use cases, particularly within finance, banking, and economics. It can be used for: * Natural Language Processing (NLP) tasks, such as sentiment analysis or topic modelling on central bank communications. * Economic research to analyse policy shifts, communication strategies, and their impact on financial markets. * Financial modelling and forecasting, by integrating insights from official monetary policy communications. * Academic studies on central banking, macroeconomic policy, and financial history.
The dataset covers the period from 2 February 2000 to 18 June 2025, providing an extensive historical record of FOMC communications. While the content focuses on US monetary policy, which is inherently US-centric, the dataset's availability is global, making it accessible to users worldwide. There are no specific notes on data availability for certain demographic groups or years, as the data represents official public releases.
CC0
This dataset is designed for a wide range of users, including: * Financial analysts and economists seeking to understand and forecast monetary policy decisions. * Data scientists and machine learning engineers developing NLP models for financial text. * Academic researchers in economics, finance, and political science studying central bank behaviour and communication. * Government policy advisors interested in historical policy decisions and their effects. * Journalists and media professionals reporting on economic and financial news.
Original Data Source: FOMC Meeting Statements & Minutes