Long-rate vs policy-rate spread

Long rate 0.25pt below policy rate

如何阅读这对

简短总结了这一信号在经济衰退之前如何出现以及目前的情况。

外卖

When this gap moves at or below -0.250, it has tended to appear before recessions, but it is not active now.

在过去的经济衰退之前

Ahead of the Lehman recession, this signal turned on in 2007-07, 5 months before the recession started. There were 1 other triggers in the prior 36 months. It picked up 6 of the last 8 US recessions. After the signal turned on, recession followed within 12 months 40% of the time, with a median lead of 8 months.

目前状态

The latest reading is 0.486, so the at or below -0.250 threshold has not been triggered yet.

比较图

美国 / 10年期美国国债收益率 1962-01-02 - 2026-03-31 / 16045观测值 / 日度 / 释放延迟 3d

添加更多系列

使用下面的选项或按国家/地区和指标进行搜索。

最多6个系列

建议的附加组件

这些是添加到您已有的图表中最简单的系列。

甚至在您键入之前就会出现建议。示例:美国 CPI、日本政策利率、标准普尔 500 指数