Credit spreads widening while the Fed cuts

In every month the Baa spread had been widening for a quarter AND the federal funds rate had been falling for a quarter, what did unemployment do over the following year?

26 windows met these conditions and completed 12 months. US Unemployment Rate was higher 12 months later in 10 of them and lower in 16. The middle half of outcomes fell between -0.77 and 0.38. 1 further window has not yet run their full horizon.

What followed, across 26 completed windows

Higher after
10
Lower after
16
Middle half
-0.77 to +0.38
Full range
-2.6 to +7.4

Change in US Unemployment Rate over the 12 months after each match. Windows are listed below so any one can be checked.

Term structure

US Unemployment Rate measured 1, 3, 6 and 12 months after each matched episode, with the count of completed windows at each horizon — not a forecast path, the same distribution above asked again at three more calendar distances.

HorizonNHigher / lowerMiddle halfFull range
1m278 / 11-0.1 to +0.1-0.3 to +10.4
3m276 / 17-0.2 to 0-0.5 to +6.6
6m2710 / 15-0.4 to +0.15-0.9 to +3.4
12m2610 / 16-0.77 to +0.38-2.6 to +7.4

N is windows with a complete outcome at that horizon; a window that runs past the end of the record is excluded from it, not filled in. A horizon below the 5-window floor is marked thin the same way the 12 months result above is.

The conditions, in full

Generated from the same object that produced the numbers, so the description cannot drift from the computation.

  1. condition: BAA10Y rising over 3 observations
  2. condition: FEDFUNDS falling over 3 observations
  3. align: each condition is put onto the measured series' dates, taking the last observation on or before each, so windows and spans count in the measured series' own periods
  4. measure: UNRATE over the following 12 observations
  5. matches within 3 observations count as one episode

Every matching window

27 episodes, each dated. Consecutive months meeting the conditions count once.

BeganRan forUS Unemployment Rate thenAfterChange
May 19866 mo7.26.3-0.9
Aug 19878 mo65.6-0.4
Jun 19898 mo5.35.2-0.1
Jul 19908 mo5.56.8+1.3
Oct 19914 mo77.3+0.3
Jul 19925 mo7.76.9-0.8
Apr 19931 mo7.16.4-0.7
Jul 19958 mo5.75.5-0.2
Oct 19963 mo5.24.7-0.5
Oct 19977 mo4.74.5-0.2
Sep 19984 mo4.64.2-0.4
Sep 200016 mo3.95+1.1
Jul 20026 mo5.86.2+0.4
May 200713 mo4.45.4+1
Sep 20085 mo6.19.8+3.7
Jul 20102 mo9.49-0.4
Jun 20117 mo9.18.2-0.9
Aug 20121 mo8.17.2-0.9
Feb 20131 mo7.76.7-1
Sep 20141 mo5.95-0.9
Oct 20152 mo54.9-0.1
Jun 20193 mo3.611+7.4
Mar 20204 mo4.46.1+1.7
Nov 20201 mo6.74.1-2.6
Sep 20242 mo4.14.4+0.3
Mar 20251 mo4.24.3+0.1
Dec 20256 mo4.4still running

Recompute this

This study uses Baa Corporate Bond Spread, which MacroRadar may display but may not redistribute — so our own API withholds those observations and cannot be used to rerun it. Fetch them from FRED directly (BAA10Y ), apply the conditions above, and count. The limit is real and it is ours to state rather than leave you to discover at a 451.

This page counts and dates. It does not say what will happen next, and no window above is presented as more likely than another — MacroRadar publishes historical indicators, never forecasts.