Tuesday, July 24, 2018

Yield Spread Recession Indicator

The yield spread is an indicator 
of monetary policy and 
a predictor of recessions.

The Federal reserve Bank
raises the federal funds rate.

The federal funds rate is 
the lowest interest rate 
at which commercial banks 
can obtain funds. 

As the fed funds rate rises,
banks will raise the interest rates 
they charge for loans.

As bank loan interest rates rise, 
the demand for loans shrinks.

A slowdown in the growth of loans,
causes a slowdown in the growth 
of spending. 

The yield spread has been 
narrowing -- see charts below:


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