-
US Recession Predictions from Six Months Ago
I use a regression of DSR growth rate on changes in AAA and 3 month Treasury yields, and 2 lags of DSR growth to forecast 2023Q3 DSR. I then obtain the following estimate of recession probability through 2024M09. chart Figure 1: Probability of recession from term spread and short rate (tan), and term spread and short rate, debt-service ratio, foreign term spread (blue). NBER defined peak-to-trough recession dates shaded gray. Source: NBER, and author’s calculations. These probability estimates are based on these series. chart Figure 2: Ten year – three month Treasury term spread (blue, left scale), and long ... (full story)
- Comments
- Subscribe
-
- Older Stories
From fxstreet.com|Aug 7, 2024The Dollar Index (USD/DXY), which weighs the value of the Greenback against a basket of 6 major currencies rebounded to 102.95 (102.70). US Stocks led by the S&P 500 soared ...
From barstoolsports.com|Aug 7, 2024|7 commentstweet Henry L McNamara – a New York-based venture capitalist and Forbes 30-Under-30 honoree – recently took to X, formerly Twitter, to share Snoop Dogg’s supposed Olympics ...
From corelogic.com.au|Aug 6, 2024The easing in the trimmed mean rate of inflation, soft economic growth and a gradual loosening in labour markets has been enough to stave off another rate hike, with the RBA’s ...
-
- Newer Stories
From @financialjuice|Aug 7, 2024|1 commentpost: BOJ'S UCHIDA: WE MUST WATCH THE MARKETS WITH A SENSE OF URGENCY. post: BOJ'S DEPUTY GOV. UCHIDA: MARKET VOLATILITY IS VERY LARGE, SO WE WILL KEEP A CLOSE EYE OUT ON MOVES AND THEIR IMPACT ON ECONOMY AND PRICES. post: BOJ'S DEPUTY GOV. UCHIDA: FINANCIAL CONDITIONS REMAIN VERY ACCOMMODATIVE. post: BOJ'S DEPUTY GOV. UCHIDA: REAL INTEREST RATES REMAIN VERY LOW AND WILL UNDERPIN THE ECONOMY. post: BOJ'S DEPUTY GOV. UCHIDA, WHEN ASKED ABOUT THE BOJ'S NEXT RATE HIKE TIMING: PERSONALLY, I THINK THERE ARE NOW MORE FACTORS THAT REQUIRE BEING CAUTIOUS.
From destatis.de|Aug 7, 2024In June 2024, German exports fell by 3.4% compared to May 2024, adjusted for calendar and seasonal factors, and imports rose by 0.3%. As the Federal Statistical Office (Destatis) ...
From destatis.de|Aug 7, 2024According to preliminary data from the Federal Statistical Office (Destatis), real (price-adjusted) production in the manufacturing sector rose by 1.4% in June 2024 compared to ...
- Story Stats
- Posted: Aug 7, 2024 1:41am
- Submitted by:Category: Fundamental AnalysisComments: 0 / Views: 3,016
