https://search.gesis.org/research_data/datasearch-httpwww-da-ra-deoaip--oaioai-da-ra-de433733https://search.gesis.org/research_data/datasearch-httpwww-da-ra-deoaip--oaioai-da-ra-de433733
Abstract (en): The purpose of the data is to investigate whether and how financial markets have responded to the change in the Federal Open Market Commission (FOMC) disclosure policy, specifically, whether the policy of immediate disclosure has created an announcement effect and whether the policy of immediate disclosure has increased or reduced financial market uncertainty. (1) The files submitted are ND96DATA.DT and ND96PGM.DT, both in ASCII text format. These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
St. Louis Fed’s Economic News Index (ENI) uses economic content from key monthly economic data releases to forecast the growth of real GDP during that quarter. In general, the most-current observation is revised multiple times throughout the quarter. The final forecasted value (before the BEA’s release of the advance estimate of GDP) is the static, historical value for that quarter. For more information, see Grover, Sean P.; Kliesen, Kevin L.; and McCracken, Michael W. “A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth" (https://research.stlouisfed.org/publications/review/2016/12/05/a-macroeconomic-news-index-for-constructing-nowcasts-of-u-s-real-gross-domestic-product-growth/ )
This is a dataset from the Federal Reserve Bank of St. Louis 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 Bank of St. Louis using Kaggle and all of the data sources available through the St. Louis Fed organization page!
Update Frequency: This dataset is updated daily.
Observation Start: 2013-04-01
Observation End : 2019-10-01
This dataset is maintained using FRED's API and Kaggle's API.
Cover photo by Ferdinand Stöhr on Unsplash
Unsplash Images are distributed under a unique Unsplash License.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
United States Mortgage Debt: Federal: Fedl Housing Adm & Dep of Vet Affairs (FHA) data was reported at 14.069 USD bn in 2017. This records an increase from the previous number of 13.357 USD bn for 2016. United States Mortgage Debt: Federal: Fedl Housing Adm & Dep of Vet Affairs (FHA) data is updated yearly, averaging 3.712 USD bn from Dec 1949 (Median) to 2017, with 69 observations. The data reached an all-time high of 14.069 USD bn in 2017 and a record low of 27.000 USD mn in 1949. United States Mortgage Debt: Federal: Fedl Housing Adm & Dep of Vet Affairs (FHA) data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.KB010: Mortgage Debt Outstanding: Annual.
https://www.icpsr.umich.edu/web/ICPSR/studies/1344/termshttps://www.icpsr.umich.edu/web/ICPSR/studies/1344/terms
It is widely acknowledged that the Fed can control the average inflation rate over a period of time reasonably well. Because of this and the Federal Open Market Committee's (FOMC's) long-standing commitment to price stability, the author argues that the FOMC has an implicit long-run inflation objective (LIO) lower and upper bounds to the long-run inflation rate. He shows that the statements made by the FOMC in 2003 clarified the lower bound of its LIO and that the average of long-run inflation expectations responded by rising about 80 basis points. Moreover, consistent with reducing the market's uncertainty about the FOMC's LIO, long-run inflation expectations became more stable. The FOMC has recently been more specific about the upper bound of its LIO as well. The FOMC could eliminate the remaining uncertainty by establishing an explicit, numerical inflation objective.
https://www.icpsr.umich.edu/web/ICPSR/studies/21303/termshttps://www.icpsr.umich.edu/web/ICPSR/studies/21303/terms
It is commonly believed that the Fed's ability to control the federal funds rate stems from its ability to alter the supply of liquidity in the overnight market through open market operations. This paper uses daily data compiled by the author from the records of the Trading Desk of the Federal Reserve Bank of New York over the period March 1, 1984, through December 31, 1996. The author analyzes the Desk's use of its operating procedure in implementing monetary policy and the extent to which open market operations affect the federal funds rate-- the liquidity effect. The author finds that the operating procedure was used to guide daily open market operations. However, there is little evidence of a liquidity effect at the daily frequency and even less evidence at lower frequencies. Consistent with the absence of a liquidity effect, open market operations appear to be a relatively unimportant source of liquidity to the federal funds market.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
CBO Projection: Fed Debt Held by Public: Less Fin'l Assets: % of GDP data was reported at 88.649 USD bn in 2028. This records an increase from the previous number of 86.808 USD bn for 2027. CBO Projection: Fed Debt Held by Public: Less Fin'l Assets: % of GDP data is updated yearly, averaging 70.889 USD bn from Sep 2010 (Median) to 2028, with 19 observations. The data reached an all-time high of 88.649 USD bn in 2028 and a record low of 54.538 USD bn in 2010. CBO Projection: Fed Debt Held by Public: Less Fin'l Assets: % of GDP data remains active status in CEIC and is reported by Congressional Budget Office. The data is categorized under Global Database’s USA – Table US.F006: Federal Debt: Projection: Congressional Budget Office.
https://www.icpsr.umich.edu/web/ICPSR/studies/1222/termshttps://www.icpsr.umich.edu/web/ICPSR/studies/1222/terms
United States agriculture is a success story of high productivity growth maintained over a long period of time. Nevertheless, the industry today suffers from the same problems it has always suffered from: droughts, locusts, and market disruptions. In this article, the authors explain how monetary policy can contribute to a healthy agriculture sector. The reality is that the fundamental economic forces controlling the destiny of agriculture -- high productivity growth, the hazards of nature, the low price and income elasticities of demand, and the instability of conditions in important export markets -- are things that the Federal Reserve Board can do nothing about. The main message is that the best the Fed can do to stabilize the agricultural sector is to maintain low and steady inflation.
https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain
Graph and download economic data for Real Broad Dollar Index (RTWEXBGS) from Jan 2006 to Jun 2025 about trade-weighted, broad, goods, services, real, indexes, and USA.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Korea Money Supply: L: Lf: Month Avg: Central Bank data was reported at 166,787.400 KRW bn in Sep 2018. This records an increase from the previous number of 162,721.400 KRW bn for Aug 2018. Korea Money Supply: L: Lf: Month Avg: Central Bank data is updated monthly, averaging 63,231.900 KRW bn from Jan 1991 (Median) to Sep 2018, with 333 observations. The data reached an all-time high of 166,787.400 KRW bn in Sep 2018 and a record low of 9,610.200 KRW bn in Aug 1991. Korea Money Supply: L: Lf: Month Avg: Central Bank data remains active status in CEIC and is reported by The Bank of Korea. The data is categorized under Global Database’s South Korea – Table KR.KA002: Money Supply: Month Average.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Human sleeping quarters (domiciles) and chicken coops are key source habitats of Triatoma infestans—the principal vector of the infection that causes Chagas disease—in rural communities in northern Argentina. Here we investigated the links among individual bug bloodmeal contents (BMC, mg), female fecundity, body length (L, mm), host blood sources and habitats. We tested whether L, habitat and host blood conferred relative fitness advantages using generalized linear mixed-effects models and a multimodel inference approach with model averaging. The data analyzed include 769 late-stage triatomines collected in 120 sites from six habitats in 87 houses in Figueroa, Santiago del Estero, during austral spring. L correlated positively with other body-size surrogates and was modified by habitat type, bug stage and recent feeding. Bugs from chicken coops were significantly larger than pig-corral and kitchen bugs. The best-fitting model of log BMC included habitat, a recent feeding, bug stage, log Lc (mean-centered log L) and all two-way interactions including log Lc. Human- and chicken-fed bugs had significantly larger BMC than bugs fed on other hosts whereas goat-fed bugs ranked last, in consistency with average blood-feeding rates. Fecundity was maximal in chicken-fed bugs from chicken coops, submaximal in human- and pig-fed bugs, and minimal in goat-fed bugs. This study is the first to reveal the allometric effects of body-size surrogates on BMC and female fecundity in a large set of triatomine populations occupying multiple habitats, and discloses the links between body size, microsite temperatures and various fitness components that affect the risks of transmission of Trypanosoma cruzi.
Utah Core Research Center, geological sample. Overthrust Belt of No. Utah
https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain
View data of PCE, an index that measures monthly changes in the price of consumer goods and services as a means of analyzing inflation.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Brazil IR: S&L in F&F in FC Rel the DC: LP: 1 to 3 Months data was reported at 442.930 USD mn in Mar 2025. This records an increase from the previous number of 267.006 USD mn for Feb 2025. Brazil IR: S&L in F&F in FC Rel the DC: LP: 1 to 3 Months data is updated monthly, averaging 292.032 USD mn from Jan 2009 (Median) to Mar 2025, with 195 observations. The data reached an all-time high of 3.278 USD bn in Nov 2020 and a record low of 0.000 USD mn in Aug 2022. Brazil IR: S&L in F&F in FC Rel the DC: LP: 1 to 3 Months data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Global Database’s Brazil – Table BR.KAA006: International Reserves: Predetermined Short-term Net Drains on Foreign Currency Assets. [External Remark] IR: S&L in F&F in FC Rel the DC: LP (International Reserves: Aggregate Short & Long Positions in Forwards & Futures in Foreign Currencies Vis-a-Vis the Domestic Currency: Long Positions). IR: S&L in F&F in FC Rel the DC: LP: + 1 to 3M (International Reserves: Aggregate Short and Long Positions in Forwards and Futures in Foreign Currencies Vis-a-Vis the Domestic Currency: Long Positions: More than 1 and Up to 3 Months). IR: S&L in F&F in FC Rel the DC: LP: LP: + 3M to 1Y (International Reserves: Aggregate Short and Long Positions in Forwards and Futures in Foreign Currencies Vis-a-Vis the Domestic Currency: Long Positions: More than 3 Months and Up to 1 Year). International reserves comprise foreign assets of the country readily available, held by the Central Bank of Brazil in order to finance any deficits in the balance of payments. Netting of positions is allowed only if they have the same maturity, are against the same counterparty, and a master netting agreement is in place. Positions on organized exchanges could also be netted. Monetary authorities defined according to the IMF Balance of Payments Manual, Fifth Edition. In cases of large positions vis-a-vis institutions headquartered in the reporting country, in instruments other than deposits or securities, they should be reported as separate items. The valuation basis for gold assets should be disclosed; ideally this would be done by showing the volume and price. Including interest payments due within the corresponding time horizons. Foreign currency deposits held by nonresidents with central banks should also be included here. Securities referred to are those issued by the monetary authorities and the central government (excluding social security). Reporters should distinguish potential inflows and potential outflows resulting from contingent lines of credit and report them separately, in the specified format.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
L'indice de l'emploi de la Fed du Kansas aux États-Unis est passé de -8 points en juin 2025 à -11 points en juillet. Cette dataset comprend un graphique avec des données historiques pour l'indice de l'emploi de la Fed du Kansas aux États-Unis.
https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain
Graph and download economic data for Assets: Other: Gold Certificate Account: Wednesday Level (WGCAL) from 2002-12-18 to 2025-07-30 about certificate account, gold, assets, and USA.
The effects on growth performance of supplementation of four different AA combinations in a milk replacer (MR, 25.4% CP and 20.3% fat) based on skimmed milk powder and whey protein concentrate were evaluated in 76 Holstein male calves (3 ± 1.7 d old). The 4 MR were: CTRL with no AA supplementation; PG supplying additional 0.3% Pro and 0.1% Gly; FY supplying additional 0.2% Phe and 0.2% Tyr; KMT providing additional 0.62% Lys, 0.22% Met, and 0.61% Thr. All calves were fed the same milk allowance program and were weaned at 56 d of study. Concentrate intake was limited to minimize interference of potential differences in solid feed intake among treatments. Animals were weighed weekly, intakes recorded daily, and blood samples obtained at 2, 5, and 7 wk of study to determine serum urea and plasma AA concentrations. The file presents data of the backwards selection process to assess the model that fitted better ADG with the study variables (performance, intake, plasma AA balances). Data was collected at Torre Marimon IRTA calf facilities (Caldes de Montbui, Spain) during 2017.
McClellan_Jack L. #1 Sal Fed., Petroleum, Boxes of Sample: 2, LatSource: PRRC
McClellan_Jack L. #1 Mark Fed., Petroleum, Wildcat, San Andres, Boxes of Sample: 4, LatSource: PRRC
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Brazil BCB: Liabilities: Deposits Received from Int'l Fin'l Organization data was reported at 13.516 BRL mn in Apr 2019. This records an increase from the previous number of 11.985 BRL mn for Mar 2019. Brazil BCB: Liabilities: Deposits Received from Int'l Fin'l Organization data is updated monthly, averaging 14.464 BRL mn from Dec 2006 (Median) to Apr 2019, with 98 observations. The data reached an all-time high of 46.522 BRL mn in Aug 2018 and a record low of 0.028 BRL mn in Sep 2007. Brazil BCB: Liabilities: Deposits Received from Int'l Fin'l Organization data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Global Database’s Brazil – Table BR.KBE001: Balance Sheet: Central Bank of Brazil.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Brazil IR: S&L in F&F in FC Rel the DC: LP: LP: 3 Months to 1 Year data was reported at 1.629 USD bn in Mar 2025. This records a decrease from the previous number of 1.767 USD bn for Feb 2025. Brazil IR: S&L in F&F in FC Rel the DC: LP: LP: 3 Months to 1 Year data is updated monthly, averaging 1.711 USD bn from Jan 2009 (Median) to Mar 2025, with 195 observations. The data reached an all-time high of 4.654 USD bn in Jun 2020 and a record low of 0.000 USD mn in Jun 2021. Brazil IR: S&L in F&F in FC Rel the DC: LP: LP: 3 Months to 1 Year data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Global Database’s Brazil – Table BR.KAA006: International Reserves: Predetermined Short-term Net Drains on Foreign Currency Assets. [External Remark] IR: S&L in F&F in FC Rel the DC: LP (International Reserves: Aggregate Short & Long Positions in Forwards & Futures in Foreign Currencies Vis-a-Vis the Domestic Currency: Long Positions). IR: S&L in F&F in FC Rel the DC: LP: + 1 to 3M (International Reserves: Aggregate Short and Long Positions in Forwards and Futures in Foreign Currencies Vis-a-Vis the Domestic Currency: Long Positions: More than 1 and Up to 3 Months). IR: S&L in F&F in FC Rel the DC: LP: LP: + 3M to 1Y (International Reserves: Aggregate Short and Long Positions in Forwards and Futures in Foreign Currencies Vis-a-Vis the Domestic Currency: Long Positions: More than 3 Months and Up to 1 Year). International reserves comprise foreign assets of the country readily available, held by the Central Bank of Brazil in order to finance any deficits in the balance of payments. Netting of positions is allowed only if they have the same maturity, are against the same counterparty, and a master netting agreement is in place. Positions on organized exchanges could also be netted. Monetary authorities defined according to the IMF Balance of Payments Manual, Fifth Edition. In cases of large positions vis-a-vis institutions headquartered in the reporting country, in instruments other than deposits or securities, they should be reported as separate items. The valuation basis for gold assets should be disclosed; ideally this would be done by showing the volume and price. Including interest payments due within the corresponding time horizons. Foreign currency deposits held by nonresidents with central banks should also be included here. Securities referred to are those issued by the monetary authorities and the central government (excluding social security). Reporters should distinguish potential inflows and potential outflows resulting from contingent lines of credit and report them separately, in the specified format.
https://search.gesis.org/research_data/datasearch-httpwww-da-ra-deoaip--oaioai-da-ra-de433733https://search.gesis.org/research_data/datasearch-httpwww-da-ra-deoaip--oaioai-da-ra-de433733
Abstract (en): The purpose of the data is to investigate whether and how financial markets have responded to the change in the Federal Open Market Commission (FOMC) disclosure policy, specifically, whether the policy of immediate disclosure has created an announcement effect and whether the policy of immediate disclosure has increased or reduced financial market uncertainty. (1) The files submitted are ND96DATA.DT and ND96PGM.DT, both in ASCII text format. These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.