FRED has added 6 new series of daily overnight bank funding data from the New York Fed.

The overnight bank funding rate (OBFR) is calculated as the volume-weighted median of overnight federal funds transactions and Eurodollar transactions. The volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Overnight bank funding volume and selected other percentiles are also available.

FRED has added 272 monthly series from the Dallas Fed’s Texas Manufacturing Outlook Survey. The headline series cover respondents’ outlook on general business activity and on their own companies.

FRED has added two quarterly GDP-based recession indicators produced by James Hamilton. The first is the GDP-based recession indicator index, which measures the probability of U.S. recession. The second series is a set of dates of U.S. recessions as inferred by the GDP-based recession indicator.

FRED has just added 3 monthly series that estimate the level of economic uncertainty, as revealed in newspapers, for Japan, South Korea, and Russia. The source of these series is Economic Policy Uncertainty.

FRED has just added 10 diffusion indexes from the Survey of Business Conditions from the Chicago Fed. These indexes are constructed from quantitative questions related to capital spending, hiring, business activity, and expectations in the Chicago Fed’s District. These results contribute to the production of the Beige Book.