There are several tips of how claims, payroll, and unemployment data are used in real-life analysis and forecasting.
My two previous pieces on claims, payroll, and unemployment were dealing with introductory matters like defining the indicators (here) and exploring their popularity (here).
Credit ratings are a clear reflection of the creditworthiness of corporate or government obligations, such as bonds. Credit ratings are published by credit rating agencies and are used by professional investors to assess the likelihood of meeting obligations, namely the repayment of debt.