41 series · data through 2026-08-03
Three collapses are in scope. Not every series reaches all three, and a statistic computed over two episodes must never be presented as though it covered three. This page is that constraint, measured.
Of 41 series: 35 cover Dot-com unwind; 40 cover Global financial crisis; 40 cover COVID crash.
A series counts as covering an episode only if it also reaches the 24-month window before it. One that begins mid-crash cannot say anything about the buildup, which is the part worth studying.
A muted To date with a tag marks a series that is discontinued or has stopped updating well behind the rest of the panel — its episode columns still show what it covered while it ran, but treat anything after its last date as absent, not zero.
| Series | Group | From | To | Rows | dotcom | gfc | covid |
|---|---|---|---|---|---|---|---|
| US market excess return | equity | 1926-07-01 | 2026-06-30 | 26,274 | / | / | / |
| Risk-free rate | equity | 1926-07-01 | 2026-06-30 | 26,274 | / | / | / |
| Size factor | equity | 1926-07-01 | 2026-06-30 | 26,274 | / | / | / |
| Value factor | equity | 1926-07-01 | 2026-06-30 | 26,274 | / | / | / |
| Nasdaq Composite | equity | 1971-02-05 | 2026-07-31 | 14,476 | / | / | / |
| VIX | volatility | 1990-01-02 | 2026-07-31 | 9,544 | / | / | / |
| Nasdaq VIX | volatility | 2001-02-02 | 2026-07-31 | 6,652 | x | / | / |
| Moody's Baa minus 10y Treasury | credit | 1986-01-02 | 2026-07-31 | 10,587 | / | / | / |
| Moody's Baa yield | credit | 1986-01-02 | 2026-07-31 | 10,587 | / | / | / |
| Moody's Aaa yield | credit | 1983-01-03 | 2026-07-31 | 11,370 | / | / | / |
| Banks tightening C&I standards | credit | 1990-04-01 | 2026-07-01 | 146 | / | / | / |
| 10-year Treasury | curve | 1962-01-02 | 2026-07-31 | 16,849 | / | / | / |
| 2-year Treasury | curve | 1976-06-01 | 2026-07-31 | 13,089 | / | / | / |
| 3-month Treasury | curve | 1981-09-01 | 2026-07-31 | 11,719 | / | / | / |
| 10y minus 2y | curve | 1976-06-01 | 2026-08-03 | 13,090 | / | / | / |
| 10y minus 3m | curve | 1982-01-04 | 2026-08-03 | 11,631 | / | / | / |
| Fed funds (daily) | curve | 1954-07-01 | 2026-07-31 | 26,329 | / | / | / |
| Fed funds (monthly) | curve | 1954-07-01 | 2026-07-01 | 865 | / | / | / |
| Unemployment rate | labour | 1948-01-01 | 2026-06-01 | 942 | / | / | / |
| Nonfarm payrolls | labour | 1939-01-01 | 2026-06-01 | 1,050 | / | / | / |
| Initial claims | labour | 1967-01-07 | 2026-07-25 | 3,108 | / | / | / |
| Sahm rule (realtime) | labour | 1959-12-01 | 2026-06-01 | 799 | / | / | / |
| Industrial production | activity | 1919-01-01 | 2026-06-01 | 1,290 | / | / | / |
| Housing starts | activity | 1959-01-01 | 2026-06-01 | 810 | / | / | / |
| NBER recession flag | activity | 1854-12-01 | 2026-06-01 | 2,059 | / | / | / |
| Recession probability | activity | 1967-06-01 | 2026-06-01 | 709 | / | / | / |
| CPI | inflation | 1947-01-01 | 2026-06-01 | 954 | / | / | / |
| Core PCE price index | inflation | 1959-01-01 | 2026-06-01 | 810 | / | / | / |
| 10y breakeven inflation | inflation | 2003-01-02 | 2026-08-03 | 6,153 | x | / | / |
| 5y breakeven inflation | inflation | 2003-01-02 | 2026-08-03 | 6,153 | x | / | / |
| M2 money stock | liquidity | 1959-01-01 | 2026-06-01 | 810 | / | / | / |
| Total bank credit | liquidity | 1973-01-03 | 2026-07-22 | 2,795 | / | / | / |
| Fed balance sheet | liquidity | 2002-12-18 | 2026-07-29 | 1,233 | x | / | / |
| Broad dollar (discontinued) | fx | 1973-01-02 | 2019-12-31 disc. | 12,261 | / | / | x |
| Broad dollar (current) | fx | 2006-01-02 | 2026-07-31 | 5,370 | x | x | / |
| EUR/USD | fx | 1999-01-04 | 2026-07-31 | 7,195 | x | / | / |
| USD/JPY | fx | 1971-01-04 | 2026-07-31 | 14,500 | / | / | / |
| GBP/USD | fx | 1971-01-04 | 2026-07-31 | 14,500 | / | / | / |
| WTI crude spot | commodity | 1986-01-02 | 2026-07-27 | 10,583 | / | / | / |
| Gold | commodity | 1960-01-01 | 2025-12-01 stale | 792 | / | / | / |
| Case-Shiller US national | housing | 1987-01-01 | 2026-05-01 | 473 | / | / | / |