Posts in Sentiment
Chart: Figure 2: Credit-Market Sentiment and GDP Growth (1929-present, extended)
- 19 August 2026
Extension of Figure II past the paper’s 2015 sample end, through the most recent available data.
Chart: Figure 2: Credit-Market Sentiment and GDP Growth (1929-2015)
- 19 August 2026
Interactive replication of Figure II: credit-market sentiment at t-2 vs. real GDP-per-capita growth at t, both orthogonalized against Table II column (1)’s other regressor, with the fitted line and influential observations highlighted.
Chart: Figure 2 (Aaa variant): Credit-Market Sentiment and GDP Growth (1929-present, extended)
- 19 August 2026
Aaa-spread extension of Figure II through the most recent available data.
Chart: Figure 2 (Aaa variant): Credit-Market Sentiment and GDP Growth (1929-2015)
- 19 August 2026
Analogous to Figure II, using the Aaa (instead of Baa) corporate bond spread as the credit-spread component of sentiment.