Blog Archives

iM-Best Reports – 1/27/2020

Posted in pmp SPY-SH

iM Update – January 24, 2019

Posted in pmp free update

iM Update* – January 24, 2019

Posted in pmp paid update

No Sight of Next Recession: Business Cycle Index Update 1/23/2020

Is your investment strategy protecting your assets from the next recession? Our Business Cycle Index is a tool to help you gauge recession risk.

Posted in BCI

BCI January 23, 2020

 
Read more >

Posted in pmp BCI

iM-Best Reports – 1/21/2020

Posted in pmp SPY-SH

iM Update* – January 17, 2019

Posted in pmp paid update

iM Update – January 17, 2019

Posted in pmp free update

Recession Forecasting With the Federal Reserve Bank of Chicago’s Newly Released Brave-Butters-Kelley Indexes

  • From November 2019 onward, the Federal Reserve Bank of Chicago is releasing new measures of monthly real GDP growth and its components, the Brave-Butters-Kelley Indexes.
  • The data release is for four indicators constructed from a panel of 500 monthly macroeconomic time series and quarterly real gross domestic product growth.
  • Our analysis shows that apart from the Leading Index, the other three indicators would have been extremely accurate identifying recessions were it not for the publication time-lag.
  • This time-lag makes, on average, these indicators about two month late to signal the start and end of recessions in real-time, as observed for the last seven recessions since 1967.
  • Currently none of the Brave-Butters-Kelley Index models are warning of a recession.

Posted in blogs, featured

BCI January 16, 2020

 
Read more >

Posted in pmp BCI
With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer