Data Files - Survey of Professional Forecasters
U.S. Business Indicators
- Nominal Gross National Product/Gross Domestic Product (NGDP)
- Price Index for Gross National Product/Gross Domestic Product (PGDP)
- Corporate Profits After Tax (CPROF)
- Civilian Unemployment Rate (UNEMP)
- Nonfarm Payroll Employment (EMP)
- Industrial Production Index (INDPROD)
- Housing Starts (HOUSING)
- 3-Month Treasury Bill Rate (TBILL)
- Moody's Aaa Corporate Bond Yield (BOND)
- Moody's Baa Corporate Bond Yield (BAABOND)
- 10-Year Treasury Bond Rate (TBOND)
Real GDP and Its Components
- Real Gross National Product/Gross Domestic Product (RGDP)
- Real Personal Consumption Expenditures (RCONSUM)
- Real Nonresidential Fixed Investment (RNRESIN)
- Real Residential Fixed Investment (RRESINV)
- Real Federal Government Consumption Expenditures & Gross Investment (RFEDGOV)
- Real State and Local Government Consumption Expenditures & Gross Investment (RSLGOV)
- Real Change in Private Inventories (RCBI)
- Real Net Exports of Goods and Services (REXPORT)
CPI and PCE Inflation
- CPI Inflation Rate (CPI)
- Core CPI Inflation Rate (CORECPI)
- PCE Inflation Rate (PCE)
- Core PCE Inflation Rate (COREPCE)
Long-Term Inflation Forecasts
- 5-Year CPI Inflation Rate (CPI5YR)
- 5-Year PCE Inflation Rate (PCE5YR)
- 10-Year CPI Inflation Rate (CPI10)
- 10-Year PCE Inflation Rate (PCE10)
Additional Long-Term Forecasts
- 10-Year Real GDP Growth Rate (RGDP10)
- 10-Year Productivity Growth (PROD10)
- 10-Year Stock Return (STOCK10)
- 10-Year Average 10-Year Bond Yield (BOND10)
- 10-Year Bill Return (BILL10)
Equilibrium Unemployment
Probability on Ranges
- Probability of Changes in Real GDP (PRGDP): annual-average over annual-average real GDP growth
- Probability of Changes in GDP Price Index (PRPGDP): annual-average over annual-average PGDP growth
- Probability of Core CPI Inflation (PRCCPI): Q4/Q4 core CPI inflation
- Probability of Core PCE Inflation (PRCPCE): Q4/Q4 core PCE inflation
- Probability of Civilian Unemployment Rate (PRUNEMP): annual average civilian unemployment rate
Probability of Decline in Real GNP/GDP
Anxious Index
- Probability of a Decline in RGDP (one quarter to the next)
Implied Forecasts
Variables created from the Survey of Professional Forecasters by the Federal Reserve Bank of Philadelphia.
- Yield Spreads
- Forward Inflation Rates
- Real Interest Rates (3-Month Treasury Bills)
- Deflated by Inflation in GDP Price Index
- 3-Month Treasury Bill Deflated by Same-Quarter GDP Price Index Inflation (RR1_TBILL_PGDP)
- 3-Month Treasury Bill Deflated by Next-Quarter GDP Price Index Inflation (RR2_TBILL_PGDP)
- 3-Month Treasury Bill Deflated by Average of Same-Quarter GDP Price Index Inflation and Next-Quarter GDP Price Index Inflation (RR3_TBILL_PGDP)
- Deflated by CPI Inflation
- Deflated by Core CPI Inflation
- Deflated by PCE Inflation
- Deflated by Core PCE Inflation
- Deflated by Inflation in GDP Price Index
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