FRED 汇集美国和部分国际宏观、金融、就业、价格、利率、货币和地区时间序列。适合美国宏观金融、货币政策、资产定价背景变量和教学复制；核心是 series_id、频率、季调和 vintage/实时数据选择。
FRED series — rolling · updated: rolling · official pageFederal Reserve Economic Data (FRED) Macro-Financial Series registers 10 variables — 3 commonly used as dependent variables, 5 as core regressors and 8 as controls. Common research directions for this dataset include: 货币政策与宏观波动, 金融条件与实体经济.
货币政策与宏观波动: DV INDPRO, IV FEDFUNDS, T10Y2Y, controls UNRATE, CPIAUCSL, DATE.
金融条件与实体经济: DV GDPC1, IV DGS10, VIXCLS, controls UNRATE, CPIAUCSL, DATE.
| name | label | type/role | data file | description · keywords |
|---|---|---|---|---|
| DATE | 日期 Date | identifier / time | series | FRED observation date；月度/季度/年度频率需要统一 date日期 |
| series_id | FRED 序列 ID FRED series ID | identifier / identifier | series | FRED 稳定序列代码，如 UNRATE、CPIAUCSL、FEDFUNDS seriesindicator |
| FEDFUNDS | 联邦基金有效利率 Effective Federal Funds Rate | continuous / iv,control | series | Effective Federal Funds Rate，货币政策和利率环境常用变量 interest ratemonetary policy联邦基金利率 |
| DGS10 | 10年期美国国债收益率 10-Year Treasury Constant Maturity Rate | continuous / iv,control | series | 10-year Treasury yield，期限利差和折现率研究常用 Treasuryyield国债收益率 |
| T10Y2Y | 10年-2年国债期限利差 10-Year Treasury minus 2-Year Treasury spread | continuous / iv,control | series | 收益率曲线斜率指标，预测衰退和金融条件常用 yield curveterm spread期限利差 |
| UNRATE | 美国失业率 Unemployment Rate | continuous / dv,control | series | 美国劳工统计局失业率，月度季调 unemploymentlabor失业率 |
| CPIAUCSL | CPI 城市消费者价格指数 Consumer Price Index for All Urban Consumers | continuous / iv,control | series | CPI index level; 通胀率需自行取同比或环比变化 CPIinflation通胀 |
| GDPC1 | 实际 GDP Real Gross Domestic Product | continuous / dv,control | series | Real GDP，季度季调年率；增长率需取对数差分或使用官方增长序列 GDPreal GDP实际GDP |
| INDPRO | 工业生产指数 Industrial Production Index | continuous / dv,control | series | 工业生产指数，月度季调 industrial production工业生产 |
| VIXCLS | VIX 波动率指数 CBOE Volatility Index: VIX | continuous / iv,control | series | 市场波动率/不确定性指标 VIXuncertaintyvolatility |
The codebook is an open lookup. The Wizard consumes the same codebook to drive code generation — upload your data and the system auto-recognises variables, applies cleaning rules, recommends research designs, runs regressions and produces a Word report.