Recession Probability Calculator: Free Excel Spreadsheet Using the Fed’s Probit Model
Price range: $0.00 through $20.00
A free Recession Probability Calculator built in Excel that estimates the likelihood of a U.S. recession over the next 12 months using the Fed’s probit model and live yield curve data from FRED.
Description
This free Recession Probability Calculator is a downloadable Excel spreadsheet that estimates the likelihood of a U.S. recession over the next 12 months. It uses the FRED Excel plugin to pull the spread between the 10-Year Treasury yield and the 3-Month Treasury bill, then applies the Federal Reserve’s probit regression methodology — originally published in 1996 — to convert that spread into a recession probability. Simply install the free FRED plugin, open the file, and refresh the data to get an updated estimate. No macros, no VBA, no paid tools required.
Additional information
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