Economic derivatives auctions, 2002 to 2005: auction-implied probability distributions for 153 US data releases (Gürkaynak and Wolfers data, auction-only edition)

Auction-implied probability distributions for 153 United States economic data releases between October 2002 and June 2005. Before each release, an auction run by Goldman Sachs and Deutsche Bank priced every range of possible outcomes for the number about to be announced: nonfarm payrolls (33 auctions), the ISM manufacturing index (30), retail sales excluding autos (26) and initial jobless claims (64). Each release carries between 10 and 18 priced ranges, 2,235 in all, with the lower and upper bound of each range, the probability the auction assigned to it, and the value later announced. The data was assembled by Refet S. Gürkaynak and Justin Wolfers for their paper Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk (NBER Working Paper 11929) and published with it in the authors' data and code package, readme dated 8 November 2005. This record is an auction-only edition of that package: the auction columns are kept exactly as published, and the survey, financial-market and third-party columns of the source are excluded. Announced values are as recorded in the source; later revisions are not substituted. Files: auction-bins.csv and auction-bins.jsonl (one row per priced range, 2,235 rows), auction-releases.csv (one row per release, 153 rows), macro-auctions.json and auction-only-edition.json (the full edition with per-release metadata), data-dictionary.json, corrections.json, record-metadata.json, dataset.jsonld, metadata.json, CHANGELOG.md, CITATION.cff, citation.bib and SHA256SUMS.json. Rights: republished with Justin Wolfers's permission of 21 October 2026, which covers the auction columns only. Please credit Refet S. Gürkaynak and Justin Wolfers as the source and cite their paper. The edition and its reading version are published by Vultax Research, Tallinn. The record page at https://vultax.com/archive/economic-derivatives lists every file with its checksum, and the reading edition is at https://vultax.com/research/economic-derivatives-auction-archive.