This page presents recession probabilities for the
Chauvet, M. and J. Piger, “A Comparison of the Real-Time Performance of
Business Cycle Dating Methods,” Journal
of Business and Economic Statistics, 2008, 26, 42-49.
Recession probabilities are updated on the first day of each
month.
Recent
|
Month |
Probability of Recession |
|
September 2007 |
2.8% |
|
October 2007 |
3.9% |
|
November 2007 |
5.3% |
|
December 2007 |
7.5% |
|
January 2008 |
10.1% |
|
February 2008 |
16.3% |
A Graph Showing
Historical U.S. Recession Probabilities
An Excel
spreadsheet containing Historical U.S. Recession Probabilities