Posts in Extension

Chart: Figure 2: Credit-Market Sentiment and GDP Growth (1929-present, extended)

Extension of Figure II past the paper’s 2015 sample end, through the most recent available data.

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Chart: Figure 2 (Aaa variant): Credit-Market Sentiment and GDP Growth (1929-present, extended)

Aaa-spread extension of Figure II through the most recent available data.

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Chart: Figure 2 (Aaa variant): Credit-Market Sentiment and GDP Growth (1929-2015)

Analogous to Figure II, using the Aaa (instead of Baa) corporate bond spread as the credit-spread component of sentiment.

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Chart: Figure 1: Baa-Treasury Credit Spread (1925-2025, extended)

Extension of Figure I past the paper’s 2015 sample end, through the most recent available FRED data.

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Chart: Figure 1 (Aaa variant): Aaa-Treasury Credit Spread (1925-2025, extended)

Aaa-spread extension of Figure I through the most recent available FRED data.

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Chart: Figure 1 (Aaa variant): Aaa-Treasury Credit Spread (1925-2015)

Analogous to Figure I, using the Aaa (instead of Baa) corporate bond spread.

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