US Daily Yield Curve and Spread as Predictor of Recession
The T10Y2Y spread inversion predated the 1980 recession by 17 months The T10Y2Y spread inversion predated the 1981 recession by 10 months The T10Y2Y spread inversion predated the 1990 recession by 19 months The T10Y2Y spread inversion predated the 2001 recession by 34 months The T10Y2Y spread inversion predated the 2007 recession by 23 months The T10Y3M spread inversion predated the 1981 recession by -7 months The T10Y3M spread inversion predated the 1990 recession by 15 months The T10Y3M spread inversion predated the 2001 recession by 30 months The T10Y3M spread inversion predated the 2007 recession by 23 months
Raw Data: https://github.com/rosesolow/this-charming-graph/blob/master/T10Y3M%20yield%20spread%20data.csv https://github.com/rosesolow/this-charming-graph/blob/master/T10Y2Y%20yield%20spread%20data.csv https://github.com/rosesolow/this-charming-graph/blob/master/recession%20data.csv https://github.com/rosesolow/this-charming-graph/blob/master/yield%20curve%20rates%20data.csv https://github.com/rosesolow/this-charming-graph/blob/master/US%20treasury%20bill%20yield%20curve%20rates%20data%20yearly%20averages.csv
Code: https://github.com/rosesolow/this-charming-graph/blob/master/yield_spread_analysis.py
Data Source: https://fred.stlouisfed.org/series/T10Y3M https://fred.stlouisfed.org/series/T10Y2Y https://en.wikipedia.org/wiki/List_of_recessions_in_the_United_States https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yieldAll https://www.govinfo.gov/content/pkg/ERP-2012/pdf/ERP-2012-table73.pdf







