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 Atlanta Fed maintains an interesting data series titled “Deflation Probabilities.” As stated on the site: Using estimates derived from Treasury Inflation-Protected Securities (TIPS) markets, described …

Read more

St. Louis Financial Stress Index – November 22, 2012 Update

On March 28, 2011 I wrote a post (“The STLFSI“) about the  STLFSI (St. Louis Fed’s Financial Stress Index) which is supposed to measure stress in the financial system.  For reference purposes, the most recent chart is seen below.  This chart was last updated on November 22, incorporating data from December 31,1993 to November 16, …

Read more

St. Louis Financial Stress Index – November 15, 2012 Update

On March 28, 2011 I wrote a post (“The STLFSI“) about the  STLFSI (St. Louis Fed’s Financial Stress Index) which is supposed to measure stress in the financial system.  For reference purposes, the most recent chart is seen below.  This chart was last updated on November 15, incorporating data from December 31,1993 to November 9, …

Read more

St. Louis Financial Stress Index – November 8, 2012 Update

On March 28, 2011 I wrote a post (“The STLFSI“) about the  STLFSI (St. Louis Fed’s Financial Stress Index) which is supposed to measure stress in the financial system.  For reference purposes, the most recent chart is seen below.  This chart was last updated on November 8, incorporating data from December 31,1993 to November 2, …

Read more

St. Louis Financial Stress Index – November 5, 2012 Update

On March 28, 2011 I wrote a post (“The STLFSI“) about the  STLFSI (St. Louis Fed’s Financial Stress Index) which is supposed to measure stress in the financial system.  For reference purposes, the most recent chart is seen below.  This chart was last updated on November 5, incorporating data from December 31,1993 to October 26, …

Read more

St. Louis Financial Stress Index – October 25, 2012 Update

On March 28, 2011 I wrote a post (“The STLFSI“) about the  STLFSI (St. Louis Fed’s Financial Stress Index) which is supposed to measure stress in the financial system.  For reference purposes, the most recent chart is seen below.  This chart was last updated on October 25, incorporating data from December 31,1993 to October 19, …

Read more

Durable Goods New Orders – Long-Term Charts Through September 2012

Many people place emphasis on Durable Goods New Orders as a prominent economic indicator and/or leading economic indicator. For reference, here are a few charts depicting this measure. First, from the St. Louis Fed site (FRED), a chart through September, last updated on October 25.  This value is 218,238 ($ Millions) : (click on charts …

Read more

Updates On Economic Indicators October 2012

Here is an update on various indicators that are supposed to predict and/or depict economic activity.  These indicators have been discussed in previous blog posts: The October Chicago Fed National Activity Index (CFNAI)(pdf) updated as of October 25, 2012: – The ECRI WLI (Weekly Leading Index): As of 10/19/12 (incorporating data through 10/12/12) the WLI was at …

Read more

St. Louis Financial Stress Index – October 18, 2012 Update

On March 28, 2011 I wrote a post (“The STLFSI“) about the  STLFSI (St. Louis Fed’s Financial Stress Index) which is supposed to measure stress in the financial system.  For reference purposes, the most recent chart is seen below.  This chart was last updated on October 18, incorporating data from December 31,1993 to October 12, …

Read more