Sources and licences
Every series, its publisher, the series code fetched, and the licence it is used under. Rows are grouped by region.
United States
| Indicator | Publisher | Series | Licence |
|---|
| 10y–3m spread | Federal Reserve Board, via FRED | T10Y3M | Public domain (US federal government work) |
| Broad dollar index, y/y | Federal Reserve Board, via FRED | DTWEXBGS | Public domain (US federal government work) |
| CFNAI, 3-month average | Federal Reserve Bank of Chicago, via FRED | CFNAIMA3 | Public domain (US federal government work) |
| Core CPI, y/y | US Bureau of Labor Statistics, via FRED | CPILFESL | Public domain (US federal government work) |
| Credit-to-GDP gap | Bank for International Settlements | WS_CREDIT_GAP Q.US.P.A.C | BIS terms of use: free reuse with attribution |
| Debt service ratio, private sector | Bank for International Settlements | WS_DSR Q.US.P | BIS terms of use: free reuse with attribution |
| Exports, y/y | US Census Bureau, via OECD and FRED | XTEXVA01USM667S | OECD, CC BY 4.0 |
| Fed funds target, upper bound | Federal Reserve Board, via FRED | DFEDTARU | Public domain (US federal government work) |
| GDPNow, current quarter | Federal Reserve Bank of Atlanta, via FRED | GDPNOW | Public domain (US federal government work) |
| Initial claims, 4-week average | US Department of Labor, via FRED | IC4WSA | Public domain (US federal government work) |
| OECD composite leading indicator | OECD | DSD_STES@DF_CLI USA.M.LI...AA...H | OECD, CC BY 4.0 |
| OFR Financial Stress Index | Office of Financial Research, US Treasury | fsi.csv, OFR FSI | Public domain (US federal government work) |
| Real GDP, q/q annualised | US Bureau of Economic Analysis, via FRED | A191RL1Q225SBEA | Public domain (US federal government work) |
| Regional Fed surveys, average | Federal Reserve Banks of New York and Philadelphia, via FRED | GACDISA066MSFRBNY, GACDFSA066MSFRBPHI | Public domain (US federal government work) |
| Sahm rule | US Bureau of Labor Statistics, via FRED | SAHMREALTIME | Public domain (US federal government work) |
China
| Indicator | Publisher | Series | Licence |
|---|
| 10y–1y government bond spread | China Foreign Exchange Trade System (CFETS) | SddsIntrRateGovYldHis tenRate minus oneRate | CFETS site terms |
| Core CPI, y/y | National Bureau of Statistics of China | Consumer Price Index release, table row Excluding food and energy, y/y | NBS site terms: reuse with attribution |
| Credit-to-GDP gap | Bank for International Settlements | WS_CREDIT_GAP Q.CN.P.A.C | BIS terms of use: free reuse with attribution |
| Debt service ratio, private sector | Bank for International Settlements | WS_DSR Q.CN.P | BIS terms of use: free reuse with attribution |
| Exports, y/y | General Administration of Customs, via OECD and FRED | XTEXVA01CNM667S | OECD, CC BY 4.0 |
| Headline CPI, y/y | National Bureau of Statistics of China, via OECD | DSD_PRICES@DF_PRICES_ALL CHN.M.N.CPI.PA._T.N.GY | OECD, CC BY 4.0 |
| NBS manufacturing PMI | National Bureau of Statistics of China | Purchasing Managers' Index release, manufacturing PMI | NBS site terms: reuse with attribution |
| OECD composite leading indicator | OECD | DSD_STES@DF_CLI CHN.M.LI...AA...H | OECD, CC BY 4.0 |
Eurozone
| Indicator | Publisher | Series | Licence |
|---|
| 10y–3m spread, AAA curve | European Central Bank | YC.B.U2.EUR.4F.G_N_A.SV_C_YM.SR_10Y minus SR_3M | ECB: free reuse with attribution |
| CISS systemic stress | European Central Bank | CISS.D.U2.Z0Z.4F.EC.SS_CIN.IDX | ECB: free reuse with attribution |
| Core HICP, y/y | Eurostat | prc_hicp_minr EA21 TOT_X_NRG_FOOD RCH_A | Eurostat, CC BY 4.0 |
| Credit-to-GDP gap | Bank for International Settlements | WS_CREDIT_GAP Q.XM.P.A.C | BIS terms of use: free reuse with attribution |
| Debt service ratio, four largest economies | Bank for International Settlements | WS_DSR Q.DE.P, Q.FR.P, Q.IT.P, Q.ES.P | BIS terms of use: free reuse with attribution |
| ECB deposit facility rate | European Central Bank | FM.B.U2.EUR.4F.KR.DFR.LEV | ECB: free reuse with attribution |
| Economic Sentiment Indicator | European Commission DG ECFIN, via Eurostat | ei_bssi_m_r2 EA21 BS-ESI-I SA | Eurostat, CC BY 4.0 |
| Loans to firms, y/y | European Central Bank | BSI.M.U2.Y.U.A20T.A.I.U2.2240.Z01.A | ECB: free reuse with attribution |
| OECD composite leading indicator | OECD | DSD_STES@DF_CLI G4E.M.LI...AA...H | OECD, CC BY 4.0 |
| Real GDP, q/q | Eurostat | namq_10_gdp EA21 B1GQ SCA CLV_PCH_PRE | Eurostat, CC BY 4.0 |
| Unemployment rate | Eurostat | une_rt_m EA21 SA TOTAL T PC_ACT | Eurostat, CC BY 4.0 |
Japan
| Indicator | Publisher | Series | Licence |
|---|
| 10y–2y JGB spread | Ministry of Finance, Japan | jgbcme.csv 10Y minus 2Y | Ministry of Finance site terms: reuse with attribution |
| Core CPI, y/y | Bank of Japan, Research and Statistics Department | cpirev.xlsx, CPI excluding fresh food and energy (y/y) | Bank of Japan: free reuse with attribution |
| Credit-to-GDP gap | Bank for International Settlements | WS_CREDIT_GAP Q.JP.P.A.C | BIS terms of use: free reuse with attribution |
| Debt service ratio, private sector | Bank for International Settlements | WS_DSR Q.JP.P | BIS terms of use: free reuse with attribution |
| Economy Watchers Survey, current conditions | Cabinet Office, Japan | di.xls, Table 1, Total | Cabinet Office site terms: reuse with attribution |
| Exports, y/y | Ministry of Finance, Japan, via OECD and FRED | XTEXVA01JPM667S | OECD, CC BY 4.0 |
| OECD composite leading indicator | OECD | DSD_STES@DF_CLI JPN.M.LI...AA...H | OECD, CC BY 4.0 |
| Overnight call rate | Bank of Japan, via OECD and FRED | IRSTCI01JPM156N | OECD, CC BY 4.0 |
| Unemployment rate | Statistics Bureau of Japan, via OECD and FRED | LRUNTTTTJPM156S | OECD, CC BY 4.0 |
United Kingdom
| Indicator | Publisher | Series | Licence |
|---|
| 10y gilt minus Bank Rate | Bank of England | IUDMNPY minus IUDBEDR | Open Government Licence v3.0 |
| Bank Rate | Bank of England | IUDBEDR | Open Government Licence v3.0 |
| Core CPI, y/y | Office for National Statistics | DKO8 (MM23) | Open Government Licence v3.0 |
| Credit-to-GDP gap | Bank for International Settlements | WS_CREDIT_GAP Q.GB.P.A.C | BIS terms of use: free reuse with attribution |
| Debt service ratio, private sector | Bank for International Settlements | WS_DSR Q.GB.P | BIS terms of use: free reuse with attribution |
| Decision Maker Panel, expected employment growth | Bank of England, Decision Maker Panel | monthly-dmp-data, sheet Employment growth, expected 3-month average | Open Government Licence v3.0 |
| Exports, y/y | Office for National Statistics, via OECD and FRED | XTEXVA01GBM667S | OECD, CC BY 4.0 |
| M4 money, y/y | Bank of England | LPMVQJW | Open Government Licence v3.0 |
| Monthly GDP, 3m on 3m | Office for National Statistics | ECY2 (MGDP) | Open Government Licence v3.0 |
| OECD composite leading indicator | OECD | DSD_STES@DF_CLI GBR.M.LI...AA...H | OECD, CC BY 4.0 |
| Unemployment rate | Office for National Statistics | MGSX (LMS) | Open Government Licence v3.0 |
India
| Indicator | Publisher | Series | Licence |
|---|
| 10y government bond yield | Reserve Bank of India, via OECD and FRED | INDIRLTLT01STM | OECD, CC BY 4.0 |
| Credit-to-GDP gap | Bank for International Settlements | WS_CREDIT_GAP Q.IN.P.A.C | BIS terms of use: free reuse with attribution |
| Debt service ratio, private sector | Bank for International Settlements | WS_DSR Q.IN.P | BIS terms of use: free reuse with attribution |
| Exports, y/y | Ministry of Commerce, via OECD and FRED | XTEXVA01INM667S | OECD, CC BY 4.0 |
| Headline CPI, y/y | Ministry of Statistics and Programme Implementation, via OECD | DSD_PRICES@DF_PRICES_ALL IND.M.N.CPI.PA._T.N.GY | OECD, CC BY 4.0 |
| OECD composite leading indicator | OECD | DSD_STES@DF_CLI IND.M.LI...AA...H | OECD, CC BY 4.0 |
Recession chronologies
- Eurozone. CEPR-EABCN Euro Area Business Cycle Dating Committee
- Japan. Cabinet Office ESRI business cycle reference dates
- United Kingdom. ONS quarterly GDP, two consecutive quarterly falls
- United States. NBER Business Cycle Dating Committee, via FRED series USREC
Weights
World Bank, GDP at current US dollars (NY.GDP.MKTP.CD), CC BY 4.0, 2025 values.
Attribution
This product uses the FRED® API but is not endorsed or certified by the Federal Reserve Bank of St. Louis. Text attribution only: no institution cited here endorses worldstat.us.