Federal Reserve Economic Data

Announcements

FRED Adds Producer Price Index Data by Commodity and Industry

FRED has added 1502 series of Producer Price Index (PPI) data by commodity and industry. PPIs are reported by the U.S. Bureau of Labor Statistics. They measure the average change over time in selling prices received by domestic producers of goods and services.

For more information about the PPI, see the BLS’s Handbook of Methods, the release notes and announcements, and the Frequently Asked Questions (FAQs).

Posted in FRED Announcements

FRED Adds New Policy Rate Uncertainty Data

FRED has added 1 data series, reported by the Federal Reserve Bank of Kansas City, measuring policy rate uncertainty.

The Kansas City Fed’s Measure of Policy Rate Uncertainty (KC PRU) is a daily measure of market-based uncertainty regarding where short-term U.S. interest rates will be one year in the future. The KC PRU is calculated using options on Secured Overnight Financing Rate (SOFR) futures. More details are available here.

Posted in FRED Announcements

FRED Adds New Quits and Layoffs Data

FRED has added 8 data series from the Ellieroth and Michaud (EM) dataset of monthly quit and layoff rates: (1) how frequently U.S. workers who leave employment have either quit or have been laid off and (2) how frequently those workers leave the labor force.

Ellieroth and Michaud analyze household data from the US Bureau of Labor Statistics’ (BLS) Current Population Survey monthly basic files data to compute their quit and layoff rates. More details are available here.

Posted in FRED Announcements

FRED Adds New Home Purchase Sentiment Index Data

FRED has added 1 data series reported by Fannie Mae for the Home Purchase Sentiment Index (HPSI).

The HPSI is a composite index designed to track consumers’ housing-related attitudes, intentions, and perceptions, using six questions from the National Housing Survey (NHS). The index is constructed to have a value of 60 in March 2011, its reference period.

More details are available here.

Posted in FRED Announcements

Updates to Excel Data Downloads

Data downloads to Excel spreadsheet files are now available in “.xlsx” format. Those files have two sheets: The sheet labeled “readme” has all the metadata information (i.e., series ID, name, units, frequency, seasonal adjustment, date of last update, and date of file download), and the sheet labeled with the data frequency has the observation dates and values. The structure of data downloads to CSV files hasn’t changed.

Posted in FRED Announcements

FRED Adds New Employer-to-Employer Transition Probability Data

FRED has added 3 data series for the Fujita, Moscarini, and Postel-Vinay (FMP) Employer-to-Employer (E2E) Transition Probability.

The E2E Transition Probability is a monthly measure of the rate at which U.S. workers transition from one employer to another in a given month. Fujita, Moscarini, and Postel-Vinay analyze data from the U.S. Bureau of Labor Statistics’ Current Population Survey to estimate the percentage of workers who changed employers in the previous month. The E2E Transition Probability provides a timely gauge of the pace of worker reallocation in the U.S. labor market. More details are available here.

Posted in FRED Announcements

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