What is the probability of a recession over the next 12 months? In this video, I walk through the NY Fed recession probability model, which uses a probit regression on the spread between the 10 Year Treasury and the 3 Month T-Bill to estimate recession odds. You’ll learn how to download the free FRED add-in in Excel, pull live Treasury yield curve spread data, and calculate the probability of a recession yourself — all for free. Download the free recession probability calculator spreadsheet using the link below.
Chapters:
0:00 – The NY Fed Recession Probability Model
1:41 – Downloading the FRED Add-In in Excel
2:15 – Downloading the 10 Year Treasury to 3 Month T-Bill Spread Data
4:58 – Calculating the Probability of Recession in Excel
💾 Download Free Excel File:
► Grab the file from this video here: https://ryanoconnellfinance.com/product/monthly-to-annual-returns-excel/
*Find my free probability of recession web application that inspired this video here:* https://ryanoconnellfinance.com/yield-curve-analyzer/
*Seeking Alpha Deals:*
💰 *Get $50 OFF Alpha Picks:* https://ryano.finance/alpha-picks
📈 *Get $159 OFF Seeking Alpha Premium and Alpha Picks Bundle:* https://ryano.finance/seeking-alpha-bundle
🔥 *Get $30 OFF Seeking Alpha Premium:* https://ryano.finance/seeking-alpha
🎓 *Get 25% Off CFA Courses (Featuring My Videos!) — Use code RYAN25 here:*
👉 https://ryano.finance/cfa
🎓 *Ivy League Certificate Programs by Wall Street Prep — Save up to $500 with codes RYAN or RYAN300:*
1. Columbia & Wall Street Prep AI for Business & Finance: https://ryano.finance/columbia-ai
2. Wharton & Wall Street Prep Real Estate Investing & Analysis: https://ryano.finance/wharton-real-estate
3. Wharton & Wall Street Prep Private Equity (PE): https://ryano.finance/wharton-pe
4. Wharton & Wall Street Prep Financial Planning & Analysis (FP&A): https://ryano.finance/wharton-fpa
5. Wharton & Wall Street Prep Value Investing: https://ryano.finance/wharton-avi
*Get 10% Off Snowball Analytics to help manage your portfolio with code RYAN here:*
https://snowball-analytics.com/register/ryan
*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.
