US Recession Probability

Major US Recession Probabilities - Chauvet and Piger Indicators

Indicator name Period Value % CHG PReV
US Recession Probability Oct 2022 0.90% 200.0%

Basic Info

Last Updated: Dec 1 2022, 12:51 EST
Next Release: Jan 1 2023, 10:00 EST
Site: http://pages.uoregon.edu/jpiger/us_recession_probs.htm
Category: Economic Sentiment, Outlook and Activity
Source: Marcelle Chauvet and Jeremy Piger
Region: United States

US Recession Probabilities (Chauvet and Piger) are the smoothed probabilities of a recession in the US. They are calculated from a dynamic-factor Markov-switching model on non-farm payroll employment, industrial production index, real personal income, and real manufacturing and trade sales.

Upcoming Reports

Report Name Next Released
Nov 1 2022, 11:00 EDT
Dec 7 2022, 00:00 EST
Dec 8 2022, 06:00 EST
Dec 8 2022, 11:30 EST
Dec 12 2022, 10:00 EST
Dec 13 2022, 05:00 EST
Dec 14 2022, 10:00 EST
Dec 20 2022, 08:30 EST
Dec 22 2022, 08:30 EST
Dec 28 2022, 10:00 EST