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๐Ÿ“ˆ Macroeconomics

New York Fed Yield Curve as a Leading Indicator U.S. recession probability showing highest level since 1980's for May '24.

New York Fed Yield Curve as a Leading Indicator U.S. recession probability showing highest level since 1980's for May '24.

"The yield curve has predicted essentially every U.S. recession since 1950 with only one "false" signal, which preceded the credit crunch and slowdown in production in 1967."

r/Superstonk - New York Fed Yield Curve as a Leading Indicator U.S. recession probability showing highest level since 1980's for May '24. "The yield curve has predicted essentially every U.S. recession since 1950 with only one "false" signal, which preceded the credit crunch and slowdown in โ€ฆ
https://www.newyorkfed.org/research/capital_markets/ycfaq.html#/interactive
MonthProbability of Recession
August 202326.15%
September 202323.07%
October 202326.03%
November 202338.06%
December 202347.31%
January 202457.14%
February 202454.49%
March 202457.7%
April 202468.22%
May 202470.85%
June 202467.31%
July 202466.01%
r/Superstonk - New York Fed Yield Curve as a Leading Indicator U.S. recession probability showing highest level since 1980's for May '24. "The yield curve has predicted essentially every U.S. recession since 1950 with only one "false" signal, which preceded the credit crunch and slowdown in โ€ฆ
r/Superstonk - New York Fed Yield Curve as a Leading Indicator U.S. recession probability showing highest level since 1980's for May '24. "The yield curve has predicted essentially every U.S. recession since 1950 with only one "false" signal, which preceded the credit crunch and slowdown in โ€ฆ
https://www.newyorkfed.org/research/capital_markets/ycfaq.html#/faq

TLDRS:

  • New York Fed Yield Curve as a Leading Indicator U.S. recession probability showing highest level since 1980's for May '24.
  • This model uses the slope of the yield curve, or โ€œterm spread,โ€ to calculate the probability of a recession in the United States twelve months ahead.
  • "The yield curve has predicted essentially every U.S. recession since 1950 with only one "false" signal, which preceded the credit crunch and slowdown in production in 1967."
r/Superstonk - New York Fed Yield Curve as a Leading Indicator U.S. recession probability showing highest level since 1980's for May '24. "The yield curve has predicted essentially every U.S. recession since 1950 with only one "false" signal, which preceded the credit crunch and slowdown in โ€ฆ

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