Chicago Fed National Financial Conditions Index (NFCI)

The St. Louis Fed’s Financial Stress Index (STLFSI) is one index that is supposed to measure stress in the financial system.  Its reading as of the September 18, 2014 update (reflecting data through September 12) is -1.222. Of course, there are a variety of other measures and indices that are supposed to measure financial stress and other related …

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Updates Of Economic Indicators September 2014

Here is an update of various indicators that are supposed to predict and/or depict economic activity. These indicators have been discussed in previous blog posts: The September 2014 Chicago Fed National Activity Index (CFNAI)(pdf) updated as of September 22, 2014: – The ECRI WLI (Weekly Leading Index): As of September 19, 2014 (incorporating data through …

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Chicago Fed National Financial Conditions Index (NFCI)

The St. Louis Fed’s Financial Stress Index (STLFSI) is one index that is supposed to measure stress in the financial system.  Its reading as of the September 11, 2014 update (reflecting data through September 5) is -1.284. Of course, there are a variety of other measures and indices that are supposed to measure financial stress and other related …

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Chicago Fed National Financial Conditions Index (NFCI)

The St. Louis Fed’s Financial Stress Index (STLFSI) is one index that is supposed to measure stress in the financial system.  Its reading as of the September 4, 2014 update (reflecting data through August 29) is -1.32. Of course, there are a variety of other measures and indices that are supposed to measure financial stress and other related …

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Deflation Probabilities

While I do not agree with the current readings of the measure – I think the measure dramatically understates the probability of deflation, as measured by the CPI – the Federal Reserve Bank of Atlanta maintains an interesting data series titled “Deflation Probabilities.” As stated on the site: Using estimates derived from Treasury Inflation-Protected Securities …

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Chicago Fed National Financial Conditions Index (NFCI)

The St. Louis Fed’s Financial Stress Index (STLFSI) is one index that is supposed to measure stress in the financial system.  Its reading as of the September 4, 2014 update (reflecting data through August 29) is -1.32. Of course, there are a variety of other measures and indices that are supposed to measure financial stress and other related …

Read more

Chicago Fed National Financial Conditions Index (NFCI)

The St. Louis Fed’s Financial Stress Index (STLFSI) is one index that is supposed to measure stress in the financial system.  Its reading as of the August 21, 2014 update (reflecting data through August 15) is -1.266. Of course, there are a variety of other measures and indices that are supposed to measure financial stress and other related …

Read more

Updates Of Economic Indicators August 2014

Here is an update of various indicators that are supposed to predict and/or depict economic activity. These indicators have been discussed in previous blog posts: The August 2014 Chicago Fed National Activity Index (CFNAI)(pdf) updated as of August 25, 2014: – The ECRI WLI (Weekly Leading Index): As of August 22, 2014 (incorporating data through August …

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