By November 2025, it is projected that there is a probability of 33.56 percent that the United States will fall into another economic recession. This reflects a significant decrease from the projection of the preceding month.
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United States Recession Probability data was reported at 14.120 % in Oct 2019. This records a decrease from the previous number of 14.505 % for Sep 2019. United States Recession Probability data is updated monthly, averaging 7.668 % from Jan 1960 (Median) to Oct 2019, with 718 observations. The data reached an all-time high of 95.405 % in Dec 1981 and a record low of 0.080 % in Sep 1983. United States Recession Probability data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.S021: Recession Probability.
The Long Depression was, by a large margin, the longest-lasting recession in U.S. history. It began in the U.S. with the Panic of 1873, and lasted for over five years. This depression was the largest in a series of recessions at the turn of the 20th century, which proved to be a period of overall stagnation as the U.S. financial markets failed to keep pace with industrialization and changes in monetary policy. Great Depression The Great Depression, however, is widely considered to have been the most severe recession in U.S. history. Following the Wall Street Crash in 1929, the country's economy collapsed, wages fell and a quarter of the workforce was unemployed. It would take almost four years for recovery to begin. Additionally, U.S. expansion and integration in international markets allowed the depression to become a global event, which became a major catalyst in the build up to the Second World War. Decreasing severity When comparing recessions before and after the Great Depression, they have generally become shorter and less frequent over time. Only three recessions in the latter period have lasted more than one year. Additionally, while there were 12 recessions between 1880 and 1920, there were only six recessions between 1980 and 2020. The most severe recession in recent years was the financial crisis of 2007 (known as the Great Recession), where irresponsible lending policies and lack of government regulation allowed for a property bubble to develop and become detached from the economy over time, this eventually became untenable and the bubble burst. Although the causes of both the Great Depression and Great Recession were similar in many aspects, economists have been able to use historical evidence to try and predict, prevent, or limit the impact of future recessions.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
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We use the yield curve to predict future GDP growth and recession probabilities. The spread between short- and long-term rates typically correlates with economic growth. Predications are calculated using a model developed by the Federal Reserve Bank of Cleveland. Released monthly.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
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Graph and download economic data for Real-time Sahm Rule Recession Indicator (SAHMREALTIME) from Dec 1959 to May 2025 about recession indicators, academic data, and USA.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
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Probability of Recession: United States data was reported at 0.995 % in Mar 2025. This records a decrease from the previous number of 1.031 % for Feb 2025. Probability of Recession: United States data is updated monthly, averaging 1.564 % from Jan 1980 (Median) to Mar 2025, with 543 observations. The data reached an all-time high of 87.972 % in May 2020 and a record low of 0.021 % in Jan 1980. Probability of Recession: United States data remains active status in CEIC and is reported by CEIC Data. The data is categorized under World Trend Plus’s CEIC Leading Indicator – Table US.S002: Probability of Recession.
According to projections by a range of economic institutions, the economy of the Euro currency area is forecast to grow by between 0.5 percent and 1.2 percent in 2024. The Eurozone saw slow growth in 2023, when it grew by 0.7 percent - albeit this was significantly better than many economic forecasts which predicted a recession in the EU in that year. Across all the forecasts included, growth is expected to pick up in 2025, when the Eurozone's economy is expected to grow between 1.4 and 1.8 percent.
In 2024, the gross domestic product (GDP) of the United Kingdom grew by 0.9 percent and is expected to grow by just one percent in 2025 and by 1.9 percent in 2026. Growth is expected to slow down to 1.8 percent in 2027, and then grow by 1.7, and 1.8 percent in 2027 and 2028 respectively. The sudden emergence of COVID-19 in 2020 and subsequent closure of large parts of the economy were the cause of the huge 9.4 percent contraction in 2020, with the economy recovering somewhat in 2021, when the economy grew by 7.6 percent. UK growth downgraded in 2025 Although the economy is still expected to grow in 2025, the one percent growth anticipated in this forecast has been halved from two percent in October 2024. Increased geopolitical uncertainty as well as the impact of American tariffs on the global economy are some of the main reasons for this mark down. The UK's inflation rate for 2025 has also been revised, with an annual rate of 3.2 percent predicated, up from 2.6 percent in the last forecast. Unemployment is also anticipated to be higher than initially thought, with the annual unemployment rate likely to be 4.5 percent instead of 4.1 percent. Long-term growth problems In the last two quarters of 2023, the UK economy shrank by 0.1 percent in Q3 and by 0.3 percent in Q4, plunging the UK into recession for the first time since the COVID-19 pandemic. Even before that last recession, however, the UK economy has been struggling with weak growth. Although growth since the pandemic has been noticeably sluggish, there has been a clear long-term trend of declining growth rates. The economy has consistently been seen as one of the most important issues to people in Britain, ahead of health, immigration and the environment. Achieving strong levels of economic growth is one of the main aims of the Labour government elected in 2024, although after almost one year in power it has so far proven elusive.
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This repository hosts the supplementary materials associated with the paper:
> Delforge, D., Muñoz-Carpena, R., Van Camp, M. Vanclooster, M. (2020), A parsimonious empirical approach to streamflow recession analysis and forecasting (accepted at Water Resources Research - 29-01-2020).
This data set contains streamflow and recession data, a python code file and a Jupyter notebook illustrating how to apply the EDM-Simplex method to forecast the recession, and the outputs of the global sensitivity analysis. All files are documented in the readme.md Markdown files.
Streamflow data were obtained from the Aqualim portal (http://aqualim.environnement.wallonie.be/) of the "Service Public de Wallonie" and shared with their kind permission. This work is part of a Ph.D. supported by a FRIA grant from the Fund for Scientific Research (FSR-FNRS, Belgium). The authors acknowledge University of Florida Research Computing for providing computational resources and support that have contributed to the research results stored in this repository. URL: http://researchcomputing.ufl.edu.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
United States banking professionals believed in Q2 2022 that a Fed overcorrection was a probable cause for a recession. 51 percent of the respondents believed that the too fast and too highly increasing Fed rates would result in an economic recession. 25 percent of the respondents predicted that a recession would occur because of supply chain problems, while five percent mentioned the conflict in Eastern Europe as the main cause for a possible recession.
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The global gum recession line market is estimated to be valued at USD XXX million in 2025 and is projected to grow at a CAGR of XX% during the forecast period from 2025 to 2033. The market is driven by the increasing prevalence of periodontal diseases, such as gingivitis and periodontitis, which are major causes of gum recession. Additionally, rising awareness about oral hygiene and the growing adoption of minimally invasive dental procedures are fueling market growth. The availability of advanced techniques, such as laser therapy and guided tissue regeneration, is also contributing to the market expansion. The gum recession line market is segmented based on application, type, and region. By application, the market is divided into hospitals, dental clinics, and others. By type, the market is categorized into braided cords, knitted cords, twisted cords, and others. Geographically, the market is segmented into North America, South America, Europe, the Middle East & Africa, and Asia Pacific. North America is expected to dominate the global market throughout the forecast period due to the high prevalence of periodontal diseases and the adoption of advanced dental care technologies. Europe is also a major market for gum recession lines, followed by Asia Pacific. This report provides an in-depth analysis of the Gum Recession Line market, focusing on concentration, trends, key regions, product insights, and drivers. The market is valued at $XX billion in 2023 and is projected to grow to $XX billion by the end of 2032, exhibiting a CAGR of XX% during the forecast period.
For 2024, various sources estimate that the Swiss GDP will increae by varying percentages. This is due to the hoped recovery from the recession expected in 2024.
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This metadata record describes observed and predicted baseflow recession characteristics for 300 streamflow gauges in the western United States and 282 streamflow gauges in the eastern United States. Specifically, this record describes (1) the streamflow gauge locations (west or east) in the United States (Location), (2) the U.S. Geological Survey streamflow gauge identification numbers (USGS_Site_Identifier), (3) observed regions of similar aquifer hydraulic properties (7 regions coded by color: blue, green, red, purple, grey, pink, and orange) by k-means clustering method (Observed_Class(k-means)), (4) predicted regions of similar aquifer hydraulic properties by random forest classification models (Predicted_Class(k-means)), (5) calculated long-term baseflow recession constant at streamflow gauges (Observed_a-long[ft^(-3/2)s^(-1/2)]), (6) predicted long-term baseflow recession constant by novel empirical and physical approach (Predicted_a-long(Novel)[ft^(-3/2)s^(-1/2)]), (7) pre ...
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Coefficients from linear regression models predicting changes (M2→M3) in perceived current financial strain, N = 2569.
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This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MSVAR) model, and compare its in-sample and out-of-sample forecasting performances to those of a Markov-switching vector autoregressive model (MS-VAR, where the EPU is averaged over the months to produce quarterly values) and a Markov-switching autoregressive (MS-AR) model. The results show that the MF-MS-VAR fits the different recession regimes, and provides out-of-sample forecasts of recession probabilities which are more accurate than those derived from the MS-VAR and MS-AR models. The results highlight the importance of using high-frequency values of the EPU, and not averaging them to obtain quarterly values, when forecasting recessionary regimes for the U.S. economy.
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Predicted probabilities of Self-Rated health by recession experiences.
By November 2025, it is projected that there is a probability of 33.56 percent that the United States will fall into another economic recession. This reflects a significant decrease from the projection of the preceding month.