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data-fred

Retrieve FRED macroeconomic time series and metadata for economic analysis.

7|1|Updated Feb 9, 2026
Search Tags:#api#time-series#macro#yield-curve#fred#economic-data#interest-rates
One-click install
npx skills add https://github.com/fall-development-rob/corp_finance --skill data-fred
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: data-fred
Source: https://github.com/fall-development-rob/corp_finance/tree/main/.claude/skills/data-fred
Command: npx skills add https://github.com/fall-development-rob/corp_finance --skill data-fred

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Provides fast, discoverable access to historical FRED (St. Louis Fed) time series and metadata so analysts can avoid manual data hunting and formatting when building macro, fixed income, or valuation models. It centralizes series retrieval, release schedules, category/tag discovery, vintage data, and yield-curve assembly into programmatic tools that return date-aligned series suitable for analysis.

Core Features & Use Cases

  • Time series retrieval: Get date/value observations for any FRED series with date-range filtering and missing-data handling.
  • Metadata & discovery: Fetch series metadata, search by keyword, navigate categories and tags, and list releases and their publication dates.
  • Yield curve & spreads: Construct the standard US Treasury yield curve across 11 tenors in parallel and compute spreads between any two series for slope or credit-spread analysis.
  • Use case: Use fred_yield_curve to select a risk-free rate for WACC, use fred_spread to compute 10Y-2Y slope, and use series vintage data for real-time revision-aware models.

Quick Start

Fetch DGS10 and DGS2 for the last five years and compute the 10Y-2Y spread using the fred_yield_curve and fred_spread tools.

Frequently Asked Questions about data-fred

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

FAQPage Schema
How do I retrieve historical FRED macroeconomic time series for fixed-income analysis?▼

You can retrieve FRED macroeconomic time series by requesting specific series IDs with optional date-range and vintage filtering, returning date-aligned observations with handling for missing data. This provides clean historical economic data for fixed-income analysis.

What's the best way to build a US Treasury yield curve for WACC calculations?▼

Constructing a US Treasury yield curve for WACC calculations is best done by fetching 11 standard tenors in parallel. This approach automatically assembles date-aligned risk-free rates across maturities, allowing precise term-structure modeling and risk-free rate selection.

Do I need a FRED_API_KEY to access economic data and release schedules?▼

Yes, a valid FRED_API_KEY is required to access economic data, release schedules, and metadata. You must supply this key to authenticate series retrieval, category discovery, and vintage filtering requests for revision-aware macroeconomic modeling.

How do I calculate interest rate spreads like the 10Y-2Y slope?▼

To calculate interest rate spreads like the 10Y-2Y slope, retrieve two target FRED series and apply a spread calculation tool. This computes the difference between date-aligned observations, yielding slope or credit-spread metrics for macroeconomic analysis.

Can I search FRED categories and tags to discover relevant economic indicators?▼

Yes, you can discover economic indicators by navigating FRED categories and tags, searching by keyword, and listing releases with publication dates. This surfaces relevant metadata and series for targeted macroeconomic and valuation modeling.

Does FRED time series retrieval handle missing observations in historical data?▼

Yes, FRED time series retrieval handles missing observations by returning date-aligned data with robust missing-data management. This ensures historical economic datasets remain structured and usable for time-series modeling without manual gap-filling.

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