API Data Fetcher

Purpose

This skill helps economists fetch data from major economic data APIs including FRED (Federal Reserve Economic Data), World Bank, IMF, BLS, and OECD. It generates clean, documented Python code with proper error handling.

When to Use

• Downloading macroeconomic indicators
• Building custom datasets from multiple sources
• Automating data updates for ongoing projects
• Fetching cross-country panel data

Instructions

Step 1: Identify Data Requirements

Ask the user:

1. What data do you need? (GDP, unemployment, inflation, etc.)
2. What time period and frequency?
3. What countries/regions?
4. Preferred output format? (CSV, DataFrame, etc.)

Step 2: Select Appropriate API

Data Type	Best Source	Package
US macro	FRED	fredapi
Global development	World Bank	wbdata
Labor statistics	BLS	bls
Cross-country	OECD	pandasdmx
Financial	Yahoo Finance	yfinance

Step 3: Generate Clean Code

Include:

• API key handling (environment variables)
• Error handling for API failures
• Data cleaning and formatting
• Documentation of series definitions

Example Output

"""
Economic Data Fetcher
=====================
Downloads macroeconomic data from FRED and World Bank APIs.
Requires: fredapi, wbdata, pandas

Setup: Set FRED_API_KEY environment variable
Get a free key from: https://fred.stlouisfed.org/docs/api/api_key.html
"""

import os
import pandas as pd
from datetime import datetime, timedelta
from typing import List, Optional, Dict

# ============================================
# FRED Data Fetcher
# ============================================