Uncertainty: Does It Matter? | Econbrowser
[ad_1] From Ferrara and Guerin (J. App. Econometrics, 2018), using a mixed frequency approach in VARs. Our main findings can be summarized as follows. First,
Deepening Yield Curve Inversion at 6 months to 2 year Maturities since Inauguration Day
[ad_1] From 1/21/2025 to 3/10/2025, the 2 year constant maturity yield fell by 40 bps. Figure 1: Yield curves as of 11/5/2024 (blue), as of
Why Shouldn’t the Stock Market Be Crashing?
[ad_1] Uncertainty from text analysis, and from consumer surveys: First economic policy uncertainty: Figure 1: EPU (blue), and 7 day centered moving average (red). Source:
GDPNow and Other Predictions | Econbrowser
[ad_1] Accounting for gold, GDPNow for Q1 is at +0.4%. Figure 1: GDP (black), GDPNow (red triangle), GDPNow adjusted for gold imports by Atlanta Fed
“King Dollar” by Paul Blustein
[ad_1] In my IRL mailbox! Looking forward to reading… [ad_2] Source link
Economic Policy Uncertainty through 3/6/2025: Through the Roof!
[ad_1] The 7 day centered moving average is only exceeded by the April 2 and April 23 observations (the latter is “bleach”, if you are
Business Cycle Indicators plus Employment for February
[ad_1] CES based employment indicators (NFP, private NFP, hourly wages, hours) essentially at consensus. Here’s the roundup of key NBER indicators (of which employment and
EPU, News Sentiment, Term Spreads, VIX
[ad_1] Data available as of today: Figure 1: EPU (blue, left scale), and centered 7 day moving average (red, right scale), SF Fed News Sentiment
Nowcasts accounting for Gold Imports
[ad_1] Ballpark adjustment to GDPNow: Figure 1: GDP (bold black), February SPF median (light blue), NY Fed nowcast of 2/28 for Q1 (blue square), GDPNow
EPU through 3/5
[ad_1] Highest 7 day moving average since Covid…(not sure if that date coincides with “bleach”): [ad_2] Source link