Data & Citations

Dictionary, provenance, and source attribution

Author

Sam Caldwell

About this analysis

A static, open-source interactive look at the US economy covering 1999 to present, comparing the current year against every completed year in the window. Every chart is an interactive JavaScript widget rendered into a self-contained HTML page.

Data sourcing at a glance

Macro series (GDP, employment, inflation, Fed Funds, 10Y Treasury, NBER recession, GDP components) are live FRED data — fetched daily by a GitHub Action using the public FRED API, incrementally cached under data/economy/cache/, and committed back to the repo. These are all US government public-domain series.
Market series (S&P 500, Dow, NASDAQ, VIX, sector returns) are a calibrated synthetic overlay. FRED’s licenses on these proprietary series explicitly prohibit redistribution, so no raw third-party data is stored in or served from this site.
The current (partial) year is flagged with an asterisk (*) in charts and tables. In the CSV, prototype = 1 marks the current year.

Data dictionary

`annual.csv` — 1999 to current year, one row per calendar year

Column	Unit	Description
`year`	integer	Calendar year (1999 to current year)
`gdp_growth`	%	Real GDP growth, year-over-year (proxy for BEA series GDPC1)
`unemployment`	%	Civilian unemployment rate, annual average (BLS LNS14000000)
`cpi`	%	CPI-U inflation, year-over-year (BLS CUUR0000SA0)
`fed_funds`	%	Federal Funds target rate, end-of-period (Federal Reserve)
`ten_year`	%	10-year Treasury constant-maturity yield, annual average (US Treasury)
`sp500_ret`	%	S&P 500 annual total return
`dow_ret`	%	Dow Jones Industrial Average annual price return
`nasdaq_ret`	%	NASDAQ Composite annual price return
`vix_avg`	index level	CBOE Volatility Index (VIX), annual mean of daily close
`recession`	0 / 1	NBER recession indicator — 1 if any part of the year was a recession
`deficit_pct_gdp`	%	Federal surplus (+) or deficit (−) as % of GDP, fiscal-year basis (FRED `FYFSGDA188S`)
`debt_pct_gdp_eoy`	%	Federal public debt as % of GDP, year-end Q4 value (FRED `GFDEGDQ188S`)
`debt_trillion_eoy`	trillions of $	Federal public debt at year-end (FRED `GFDEBTN`, Q4 value ÷ 1e6)
`debt_added_trillion`	trillions of $	Debt added this calendar year = `debt_trillion_eoy` − prior year’s `debt_trillion_eoy`
`prototype`	0 / 1	1 = current (partial) year; 0 = completed year

`quarterly.csv` — 1999Q1 through most recent available quarter

Column	Unit	Description
`year`, `quarter`	integer	Year and quarter (1–4)
`date`	ISO date	First day of the quarter
`period`	label	`YYYYQn` (e.g., `2023Q4`)
`gdp_growth`	%	Quarterly real GDP growth (YoY proxy)
`unemployment`	%	Quarterly average unemployment rate
`cpi`	%	Quarterly CPI YoY
`fed_funds`	%	Quarterly average Federal Funds rate
`ten_year`	%	Quarterly average 10Y Treasury yield
`sp500_ret_qoq`	%	S&P 500 quarter-over-quarter return
`vix`	index level	Quarterly average VIX

`monthly.csv` — 1999-01 through most recent month

Column	Unit	Description
`year`, `month`	integer	Year and month (1–12)
`date`	ISO date	First day of the month
`unemployment`	%	Monthly unemployment rate
`cpi`	%	Monthly CPI YoY
`fed_funds`	%	Monthly Federal Funds rate
`ten_year`	%	Monthly 10Y Treasury yield
`vix`	index level	Monthly average VIX
`sp500_level`	index level	S&P 500 month-end level

`gdp_components.csv` — expenditure shares

Column	Unit	Description
`year`	integer	Calendar year
`consumption`	% of GDP	Personal Consumption Expenditures (C)
`investment`	% of GDP	Gross Private Domestic Investment (I)
`government`	% of GDP	Government Consumption + Investment (G)
`net_exports`	% of GDP	Net Exports of Goods & Services (NX)

Shares sum to ~100 by construction.

`fiscal_quarterly.csv` — federal debt, quarterly

Column	Unit	Description
`year`, `quarter`	integer	Year and quarter (1–4)
`date`	ISO date	First day of the quarter
`debt_trillion`	trillions of $	Total public federal debt outstanding (FRED `GFDEBTN`, millions $ ÷ 1e6)
`debt_pct_gdp`	%	Federal public debt as % of GDP (FRED `GFDEGDQ188S`)

`sectors.csv` — S&P 500 GICS sector returns

Column	Unit	Description
`year`	integer	Calendar year
`sector`	text	GICS Level-1 sector (e.g., Information Technology, Financials)
`return_pct`	%	Annual total return for the sector

Data provenance

Macro series (2000 – present) — live values from FRED, refreshed daily by a scheduled GitHub Action. Each series is cached to data/economy/cache/{key}.csv and only new observations (since the last cached date) are requested on subsequent runs. FRED release revisions propagate on the next refresh.

Current (partial) year — the row for the current calendar year contains only the portion of the year that FRED has released so far; it is marked prototype = 1 and shown with an asterisk (*). Treat it as provisional.

Market series (all years) — sp500_ret, dow_ret, nasdaq_ret, vix_avg (and the derived sp500_level, vix, sp500_ret_qoq, and sector returns) are synthetic. FRED hosts these indices but licenses them from S&P DJI, Nasdaq, and Cboe with a no-redistribution clause. Storing them in this public repository would violate those licenses, so synthetic values calibrated to the historical shape are used instead. Correlations and drill-downs involving market series are therefore illustrative of what the dashboard could show with a licensed data feed, not reproductions of actual index performance.

Sector returns — derived from synthetic S&P 500 returns via published historical sector betas plus noise.

Citations

Public-domain US government data

US government works are in the public domain under 17 U.S.C. § 105 and may be freely reused.

U.S. Bureau of Economic Analysis. Real Gross Domestic Product [GDPC1]. Retrieved from Federal Reserve Bank of St. Louis, FRED. https://fred.stlouisfed.org/series/GDPC1
U.S. Bureau of Economic Analysis. National Income and Product Accounts Tables — Gross Domestic Product: Components. https://www.bea.gov/data/gdp/gross-domestic-product
U.S. Bureau of Labor Statistics. Civilian Unemployment Rate [UNRATE / LNS14000000]. https://fred.stlouisfed.org/series/UNRATE
U.S. Bureau of Labor Statistics. Consumer Price Index for All Urban Consumers: All Items in U.S. City Average [CPIAUCSL / CUUR0000SA0]. https://fred.stlouisfed.org/series/CPIAUCSL
Board of Governors of the Federal Reserve System (US). Federal Funds Effective Rate [FEDFUNDS]. https://fred.stlouisfed.org/series/FEDFUNDS
Board of Governors of the Federal Reserve System (US). Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis [DGS10]. https://fred.stlouisfed.org/series/DGS10
National Bureau of Economic Research. US Business Cycle Expansions and Contractions (recession dating). https://www.nber.org/research/data/us-business-cycle-expansions-and-contractions
U.S. Department of the Treasury. Fiscal Service. Federal Surplus or Deficit [FYFSD], Federal Surplus or Deficit as Percent of GDP [FYFSGDA188S]. Public-domain fiscal data. https://fred.stlouisfed.org/series/FYFSD, https://fred.stlouisfed.org/series/FYFSGDA188S
U.S. Department of the Treasury. Fiscal Service. Federal Debt: Total Public Debt [GFDEBTN], Federal Debt: Total Public Debt as Percent of Gross Domestic Product [GFDEGDQ188S]. Public-domain. https://fred.stlouisfed.org/series/GFDEBTN, https://fred.stlouisfed.org/series/GFDEGDQ188S

Proprietary third-party data — attribution only, not redistributed

The series below are referenced for analytical context. Their index names are trademarks of the respective owners and are used nominatively; no affiliation or endorsement is implied. This analysis does not redistribute the underlying proprietary series — historical values are synthesized from public commentary and the current dataset is the calibrated prototype.

S&P Dow Jones Indices LLC. S&P 500 Index®. “S&P®” and “S&P 500®” are registered trademarks of Standard & Poor’s Financial Services LLC, a division of S&P Global. https://www.spglobal.com/spdji/
S&P Dow Jones Indices LLC / Dow Jones & Company, Inc. Dow Jones Industrial Average®. “Dow Jones®” and “DJIA®” are trademarks of S&P Dow Jones Indices LLC and/or Dow Jones & Company, Inc.
Nasdaq, Inc. NASDAQ Composite Index®. “NASDAQ®” is a registered trademark of Nasdaq, Inc. https://www.nasdaq.com/
Cboe Global Markets, Inc. Cboe Volatility Index® (VIX®). “VIX®” and “Cboe®” are registered trademarks of Cboe Global Markets, Inc. https://www.cboe.com/tradable_products/vix/
Global Industry Classification Standard (GICS®) — sector taxonomy is jointly owned by MSCI Inc. and S&P Global. Sector names used here follow GICS Level 1. https://www.msci.com/our-solutions/indexes/gics

FRED terms of use

Where FRED is cited as the retrieval endpoint, the FRED Terms of Use apply: public-domain series are unrestricted; proprietary licensed series may not be redistributed without the data owner’s permission. See https://fred.stlouisfed.org/legal/#copyright.

Open-source stack

Component	Role	License
Quarto	Authoring + site generator	MIT
Apache ECharts via echarts4r	Drill-down charts (sunburst, treemap, bars, lines, heatmap)	Apache 2.0
Plotly.js via plotly (R)	Scatter / linked charts	MIT
reactable	Interactive tables	MIT
jQuery Sparkline via sparkline (R)	Inline mini-charts	BSD-3
crosstalk	Client-side linked filtering	MIT
Bootstrap (via Quarto’s `cosmo` theme)	Page layout & typography	MIT

Code license

The source code for this site is released under the MIT License. See the LICENSE file in the repository for the full text.

Disclaimer

Nothing in this analysis constitutes investment, tax, legal, or financial advice. The dataset is a calibrated synthetic prototype provided for illustration of the visualization stack; it should not be used as a source of record for any economic, trading, or reporting decision.