skills.rest
sheehe
sheeheCOMMUNITY
Explore all skills by this author →
GitHub

data-fetcher

Fetch macroeconomic time-series data from FRED, World Bank, BLS, OECD, and Yahoo Finance.

Updated Apr 15, 2026
Search Tags:#pandas#time-series#api-integration#econometrics#data-fetching#macroeconomics
One-click install
npx skills add https://github.com/sheehe/coase --skill data-fetcher
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: data-fetcher
Source: https://github.com/sheehe/coase/tree/main/%E5%AE%9E%E8%AF%81%E7%A7%91%E7%A0%94%E6%8F%92%E4%BB%B6/econometrics/econometrics/skills/data-fetcher
Command: npx skills add https://github.com/sheehe/coase --skill data-fetcher

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Economists often spend excessive time gathering macroeconomic indicators from multiple sources. This Skill automates that process by retrieving data from FRED, World Bank, BLS, OECD, and Yahoo Finance, putting clean results into ready-to-use formats.

Core Features & Use Cases

  • Cross-source data retrieval: pull series from FRED, World Bank, BLS, OECD, and Yahoo Finance in one workflow.
  • Time-series assembly: compile indicators into a cohesive, timestamped dataset for analysis and updates.
  • Use Case: automate quarterly data updates for a research project and export to CSV or DataFrame with metadata.

Quick Start

Fetch GDP and unemployment data for the US from FRED for the last five years and save as CSV.

Frequently Asked Questions about data-fetcher

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I fetch macroeconomic time-series data from FRED and World Bank into a pandas DataFrame?▼

You can fetch macroeconomic time-series data by retrieving series from FRED, World Bank, BLS, OECD, and Yahoo Finance, which compiles the indicators into a cohesive, timestamped pandas DataFrame ready for analysis.

Can I automate regular macroeconomic data updates and export to CSV?▼

Yes, you can automate regular macroeconomic data updates for research projects and export the assembled time-series datasets directly to CSV files using built-in pandas functionality.

Do I need API keys to retrieve economic indicators from FRED and BLS?▼

Yes, you need API keys to retrieve economic indicators from FRED and BLS, which must be provided via environment variables to authenticate requests through the fredapi and requests packages.

What's the best way to build a cross-country panel dataset from multiple economic APIs?▼

The best way to build a cross-country panel dataset is using cross-source data retrieval to pull series from OECD and World Bank APIs, assembling the indicators into a unified timestamped dataset with robust error handling.

Does this approach support downloading Yahoo Finance data alongside government economic indicators?▼

Yes, this approach supports downloading Yahoo Finance data alongside government economic indicators from FRED, World Bank, BLS, and OECD by using the yfinance package within the same workflow.

How does error handling work when fetching macro data from multiple APIs?▼

Error handling works by applying robust error handling mechanisms during cross-source data retrieval from multiple APIs, preventing workflow interruptions when individual requests fail during macroeconomic data fetching.

Related Skills

Explore More Data & Analytics Skills→
meleantoniomeleantonio
598

api-data-fetcher

Fetch macroeconomic data from FRED, World Bank, IMF, BLS, and OECD into pandas DataFrames.

Community
Intermediate
dotlab-hqdotlab-hq

cudf-analytics

Perform GPU-accelerated groupby aggregations and statistical summaries on large CSV datasets.

Official
Intermediate
galeepgaleep

statsmodels

Fit statistical models and run diagnostics in Python with statsmodels.

Community
Advanced
gauss314gauss314
173

indec

Retrieve official Argentine macroeconomic time series from the government API.

Community
Intermediate