Dataframe: P01:fred_macroeconomic_variables - FRED Macroeconomic Data

Contents

Dataframe: `P01:fred_macroeconomic_variables` - FRED Macroeconomic Data#

Overview#

File: _data/raw_data/fred.parquet
Source: FRED (Federal Reserve Economic Data), St. Louis Fed
Pulled by: pull_fred.py, via pandas_datareader.data.DataReader
Frequency: Mixed (daily/monthly/quarterly/annual, one column per series)
Index: DATE

Column Dictionary#

Column (FRED Series ID)	Description
AAA	Moody’s Seasoned Aaa Corporate Bond Yield (monthly)
BAA	Moody’s Seasoned Baa Corporate Bond Yield (monthly)
GS10	Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity (monthly)
M1333BUSM156NNBR	Yield on Long-Term United States Bonds for United States (monthly, 1942-1967)
M1333AUSM156NNBR	Yield on Long-Term United States Bonds for United States (monthly, 1919-1944)
M1329AUSM193NNBR	Yields on Short-Term United States Securities, Three-Six Month Treasury Notes and Certificates, Three Month Treasury Bills (monthly, 1920-1934)
TB3MS	3-Month Treasury Bill Secondary Market Rate, Discount Basis (monthly)
CPIAUCNS	Consumer Price Index for All Urban Consumers: All Items in U.S. City Average (monthly)
B230RC0Q173SBEA	Population (quarterly)
POPH	National Population (annual)
GDPC1	Real Gross Domestic Product (quarterly)
GDPCA	Real Gross Domestic Product (annual)
USREC	NBER based Recession Indicators for the United States from the Period following the Peak through the Trough (monthly)

DataFrame Glimpse#

Rows: 1212
Columns: 14
$ AAA                       <f64> 5.31
$ BAA                       <f64> 5.9
$ GS10                      <f64> 4.14
$ M1333BUSM156NNBR          <f64> null
$ M1333AUSM156NNBR          <f64> null
$ M1329AUSM193NNBR          <f64> null
$ TB3MS                     <f64> 3.59
$ CPIAUCNS                  <f64> 324.054
$ B230RC0Q173SBEA           <f64> null
$ POPH                      <f64> null
$ GDPC1                     <f64> null
$ GDPCA                     <f64> null
$ USREC                     <i64> 0
$ DATE             <datetime[ns]> 2025-12-01 00:00:00

Dataframe Manifest#

Dataframe Name	FRED Macroeconomic Data
Dataframe ID	fred_macroeconomic_variables
Sources	FRED, Office of Financial Research
Providers	FRED, Office of Financial Research
Provider Links	https://fred.stlouisfed.org/
Tags	Raw Data, Macroeconomic Data, Fred
Access Types	Public
How is data pulled?	Web API via Python `pandas_datareader.data.DataReader`
Data available up to (min)	1934-03-01 00:00:00
Data available up to (max)	2025-12-01 00:00:00
Dataframe Path	C:\Users\fraff\OneDrive\Documentos\UChicago\FINM_32900_Full_Stack_Quantitative_Finance\Project\p03_lopez_salido_stein_zakrajsek_2017_data\raw_data\fred.parquet

Linked Charts:

None

Pipeline Manifest#

Pipeline Name	Credit-Market Sentiment and the Business Cycle
Pipeline ID	P01
Maintainer	Fernando Raffo, Bangjie Xu
Contributors	Fernando Raffo, Bangjie Xu
Repository	fernando-raffo/p03_lopez_salido_stein_zakrajsek_2017
Pipeline Web Page	Pipeline Web Page
Date of Last Code Update	2026-08-19 22:04:54
OS Compatibility	Windows, Linux, MacOS
Linked Dataframes	P01:fred_macroeconomic_variables P01:shiller_market_variables P01:greenwood_hanson_hys P01:mergent_fisd_bond_data P01:fred_processed_monthly_series P01:fred_processed_annual_series P01:shiller_processed_annual_series P01:greenwood_hanson_hys_processed_series