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Special Report on

NY Fed Model

ny fed model special research report Photo by images.huffingtonpost.com
"Research beginning in the late 1980s documents the empirical regularity that the slope of the yield curve is a reliable predictor of future real economic activity." On Monday, the New York Fed released its latest "Probability of U.S. Recession Predicted by Treasury Spread," with data through February 2009 and its recession probability forecast through February 2010 (see chart above, click to enlarge). The NY Fed's model uses the spread between 10-year and 3-month Treasury rates (currently at 2.57%) to calculate the probability of a recession in the United States twelve months ahead (see chart below of ...
In fact most beef cattle are raised on pasture from birth in the spring until autumn (7 to 9 months). Then for pasture-fed animals, grass is the forage that composes all or at least the great majority of their diet. Cattle fattened in feedlots are fed small amounts of hay or straw supplemented with grain, soy and other ingredients in order to increase the energy density of the diet. The debate is whether cattle should be raised on diets primarily composed of pasture (grass) or a concentrated diet of grain, soy, corn and other supplements. The issue is often complicated by the political interests and confusion between labels such ...
REVIEWS AND OPINIONS
5 Reasons to Invest in the Stock Market
I've had it up to here and I'm not going to take it anymore. The doom-and-gloom crowd has been bashing this market and economy for more than three years now. They are just as loud today as there were in 2008 — and yet 2009 will go down in the record books as one of the best years ever. Many sectors were on fire: nonferrous metals were up 160%, the much maligned coal sector was up 129.1%, and precious metals were up 100%. Heck, I recommended four triple-digit junior miners alone! In the past month and a half, I've recommended one Mongolian oil stock that is up 67% and climbing, and another biotech ... market research, surveys and trends
TheMoneyIllusion » The Tabarrok/Cowen AS/AD model
Those who have taught intro to macro have probably noticed that the AS/AD diagram is not well-suited to explaining modern recessions.  During most post-war recessions the rate of inflation fell, but remained above zero.  The only exception is the 1974 recession, where inflation actually increased due to supply shocks.    But if you try to use the AS/AD diagram to show how an adverse demand shock could cause a recession, it isn’t easy to do, as the graph implies any negative AD shock should lead to deflation.  The AS/AD model was set up to explain recessions that occurred when the dollar price of gold was stable, and ... market research, surveys and trends

SURVEY RESULTS FOR
NY FED MODEL

CARPE DIEM: NY Fed Model: No Chance of a Double-Dip in 2011
The data are limited to post 1960 interest rates. The 2007-2009 recession was unlike any period since 1960 because it was the first financial panic since 1929. Financial panics were more common in our nation's past, and the economic response coming out of these panics are different than our standard recessions. For example, in 1936, short term interest rates (3 mo gov treasuries) ranged from 0.11-0.20%. Long term government interest rates (10 yrs+) ranged from 2.59-2.78%. This was a very positive yield curve in 1936. Based on the formula used in the link you provided, this said their was a 0.7% chance of recession ... industry trends, business articles and survey research
CARPE DIEM: NY Fed Treasury Spread Model: Probability of Recession ...
" with data through January 2010, and the Fed's recession probability forecast through January 2011 (see top chart above). The NY Fed's model uses the spread between 10-year and 3-month Treasury rates (3.67% spread in January, the highest since May 2004) to calculate the probability of a recession in the U.S. twelve months ahead ( see details here ). The Fed's model ( data here ) shows that the recession probability peaked during the October 2007 to April 2008 period at around 35-40%, and has been declining since then in almost every month. For January 2010, the recession probability is only 0.82% (less than ... industry trends, business articles and survey research
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NY man's Facebook ownership claim lands in court
Facebook will try to get a New York man's claim for majority ownership of the website thrown out of court, attorneys for the social networking site said Tuesday. A complaint by Paul Ceglia of Wellsville claims that a 7-year-old contract he signed with Facebook founder Mark Zuckerberg for software development entitles him to 84 percent of the company. "No one's ever said it's not his signature or it's a fake contract," Ceglia attorney Terrence Connors said during a federal court hearing in Buffalo. Connors said the two men met when Zuckerberg, then a Harvard University freshman, responded to an ad ... market trends, news research and surveys resources
Dim retail sales hurt economy as Fed sees weakness
WASHINGTON — A second straight month of declining retail spending will likely keep unemployment high and help weaken the recovery. Not everyone is suffering, though. Shoppers with stable jobs and steady pay can find lots of bargains. The economy is bleaker for anyone seeking a job or at risk of losing one. Still, Americans as a group are spending less, and that threatens the pace of the recovery. Federal Reserve officials took note of the weakness when they met in June, the minutes of that meeting show. The Fed signaled that it stood ready to take new steps to sustain the recovery if the economy worsened. In the meantime, ... market trends, news research and surveys resources

INFORMATION RESOURCES

Understanding the Securitization of Subprime Mortgage Credit
Federal Reserve Bank of New York (e-mail: til.schuermann@ny.frb.org). ... 7) Frictions between the investor and the credit rating agencies: Model error ... technology research, surveys study and trend statistics
Final amendments to Regulation CC
AGENCY: Board of Governors of the Federal Reserve System. ... DATES: This rule is effective on October 28, 2004, except for model form C-5A in ... The New York paying bank would be required to take presentment of a substitute ... technology research, surveys study and trend statistics
Fight the Fed Model
argument in favor of the Fed model is empirical. Exhibit ...... New York: McGraw -Hill,. 2002b. To order reprints of this article, please contact Ajani Malik ...
REAL TIME
NY FED MODEL
QUESTIONS AND ANSWERS
NY Fed Model Suggests Economic Recovery Has Started, and Recession ...
According to the New York Fed, "Research beginning in the late 1980s documents the empirical regularity that the slope of the yield curve is a reliable predictor of future real economic activity." This afternoon, the New York Fed released its latest "Probability of U.S. Recession Predicted by Treasury Spread," with data through March 2009, and the Fed's recession probability forecast through March 2010 (see chart above, click to enlarge). The NY Fed's model uses the spread between 10-year and 3-month Treasury rates (currently at 2.61%) to calculate the probability of a recession in the United States ...
what is the current Economic Recovery Started ?
According to the New York Fed, "Research beginning in the late 1980s documents the empirical regularity that the slope of the yield curve is a reliable predictor of future real economic activity." This afternoon, the New York Fed released its latest "Probability of U.S. Recession Predicted by Treasury Spread," with data through March 2009, and the Fed's recession probability forecast through March 2010 (see chart above, click to enlarge). The NY Fed's model uses the spread between 10-year and 3-month Treasury rates (currently at 2.61%) to calculate the probability of a recession in the United States ...