[お知らせ] 騰落レシオ(NYダウ・ナスダック・S&P500)の掲載開始

景気後退確率(米国)

スポンサーリンク

景気後退確率について

景気後退確率(米国・アメリカ)

NY連銀が公表している米国1年先の景気後退確率を示した指数です。長短金利差を基に予測するモデルとなっています。

  • 当ページは、米国(アメリカ)の景気後退確率の解説と推移(チャートと時系列)を掲載したページです。
  • Source:Federal Reserve Bank of New York
  • NY連銀(ニューヨーク連邦準備銀行)公表の景気後退確率を掲載しています。
  • 各指数・指標の解説「景気後退確率とは(見方と水準|NY連銀・ニューヨーク連銀)
  • 速報値を掲載し、改定値で修正があった場合は改定値を上書きして掲載しています。
  • 単位:%
  • チャートは1960年からの推移を掲載しています。
  • 英語:Probability of U.S. Reccession
スポンサーリンク

景気後退確率とは(見方と水準をわかりやすく簡単に)

景気後退確率は、NY連銀が算出・公表している1年先(12カ月先)の景気後退(リセッション)の確率を示した指標です。米国10年国債利回りと米国3カ月国債利回りの差(長短金利差)を基に算出されている長短金利差で景気後退の確率を予測するモデル(イールドカーブモデル)です。

景気後退確率は、10%程度が平均的な水準で、20%以上で警戒、30%以上になれば危険水準と見るのが一般的です。過去、景気後退確率が30%を超えてから景気後退(リセッション)入りした確率は80%を超えています。ただし、長短金利差だけで必ずしも景気を予測できない点には注意が必要です。

チャート(景気後退確率)

景気後退確率チャート
  • 拡大表示はこちら
  • チャートは「拡大表示はこちら」で拡大できます。拡大表示されたチャートにカーソルを合わせれば、カーソルの位置のデータが表示されますので、以下の「時系列」より以前の過去のデータが見たい方はそちらでご確認いただくことができます。
スポンサーリンク

時系列

日付景気後退確率
2022.06.307.08%
2022.05.316.11%
2022.04.305.95%
2022.03.316.26%
2022.02.289.59%
2022.01.3112.19%
2021.12.3114.36%
2021.11.3015.24%
2021.10.3116.62%
2021.09.3018.59%
2021.08.3118.93%
2021.07.3119.98%
2021.06.3018.6%
2021.05.3119.11%
2021.04.3019.46%
2021.03.3118.47%
2021.02.2830.73%
2021.01.3125.2%
2020.12.3123.62%
2020.11.3024.61%
2020.10.3129.04%
2020.09.3034.8%
2020.08.3137.93%
2020.07.3131.48%
2020.06.3032.88%
2020.05.3129.62%
2020.04.3027.49%
2020.03.3127.08%
2020.02.2824.62%
2020.01.3123.62%
2019.12.3121.35%
2019.11.3015.77%
2019.10.3114.12%
2019.09.3014.51%
2019.08.3114.61%
2019.07.3113.6%
2019.06.3012.51%
2019.05.3111.12%
2019.04.3011.21%
2019.03.3110.84%
2019.02.289.14%
2019.01.3110.41%
2018.12.3111.46%
2018.11.3010.95%
2018.10.319.04%
2018.09.3010.33%
2018.08.319.99%
2018.07.319.45%
2018.06.309.87%
2018.05.317.83%
2018.04.307.01%
2018.03.315.18%
2018.02.284.17%
2018.01.314.06%
2017.12.313.74%
2017.11.305.49%
2017.10.317.56%
2017.09.308.4%
2017.08.319.21%
2017.07.319.85%
2017.06.308.11%
2017.05.316.61%
2017.04.306.28%
2017.03.316.14%
2017.02.287.2%
2017.01.314.56%
2016.12.313.57%
2016.11.302.96%
2016.10.313.36%
2016.09.302.91%
2016.08.313.13%
2016.07.312.37%
2016.06.302.2%
2016.05.312.79%
2016.04.304.02%
2016.03.313.55%
2016.02.293.8%
2016.01.314.42%
2015.12.312.79%
2015.11.302.3%
2015.10.312.41%
2015.09.301.69%
2015.08.312.04%
2015.07.311.69%
2015.06.301.56%
2015.05.311.64%
2015.04.301.29%
2015.03.311.31%
2015.02.281.33%
2015.01.311.02%
2014.12.311.01%
2014.11.301.35%
2014.10.311.54%
2014.09.301.07%
2014.08.311.25%
2014.07.311.61%
2014.06.302.52%
2014.05.314.19%
2014.04.305.38%
2014.03.314.31%
2014.02.284.25%
2014.01.314.48%
2013.12.315.74%
2013.11.306.43%
2013.10.315.74%
2013.09.306.04%
2013.08.316.27%
2013.07.317.53%
2013.06.306.67%
2013.05.315.32%
2013.04.303.76%
2013.03.313.18%
2013.02.284.25%
2013.01.313.91%
2012.12.313.75%
2012.11.303.6%
2012.10.313%
2012.09.303.75%
2012.08.312.41%
2012.07.310.81%
2012.06.300.81%
2012.05.310.6%
2012.04.300.36%
2012.03.310.43%
2012.02.290.33%
2012.01.310.49%
2011.12.310.58%
2011.11.301.42%
2011.10.311.98%
2011.09.301.72%
2011.08.311.62%
2011.07.310.97%
2011.06.300.65%
2011.05.310.47%
2011.04.300.21%
2011.03.310.26%
2011.02.280.26%
2011.01.310.21%
2010.12.310.28%
2010.11.300.4%
2010.10.310.42%
2010.09.300.45%
2010.08.310.35%
2010.07.310.38%
2010.06.300.28%
2010.05.310.62%
2010.04.301.11%
2010.03.311.45%
2010.02.281.55%
2010.01.312.04%
2009.12.312.04%
2009.11.300.41%
2009.10.310.6%
2009.09.301.61%
2009.08.312.96%
2009.07.312.16%
2009.06.302.69%
2009.05.313.05%
2009.04.302.11%
2009.03.312.6%
2009.02.286.27%
2009.01.3113.06%
2008.12.3111.73%
2008.11.3014.82%
2008.10.3119.14%
2008.09.3019.13%
2008.08.3122.21%
2008.07.3128.55%
2008.06.3022.12%
2008.05.3132%
2008.04.3036.78%
2008.03.3141.71%
2008.02.2940.08%
2008.01.3137.85%
2007.12.3139.42%
2007.11.3040.73%
2007.10.3137.07%
2007.09.3034.6%
2007.08.3134.51%
2007.07.3129.52%
2007.06.3025.59%
2007.05.3124.13%
2007.04.3024.04%
2007.03.3127.65%
2007.02.2829.09%
2007.01.3128.08%
2006.12.3120%
2006.11.3018.61%
2006.10.3117.03%
2006.09.3016.41%
2006.08.3115.8%
2006.07.3113.66%
2006.06.3012.62%
2006.05.319.37%
2006.04.306.89%
2006.03.315.36%
2006.02.286.27%
2006.01.314.45%
2005.12.313.61%
2005.11.303.22%
2005.10.312.31%
2005.09.301.86%
2005.08.311.1%
2005.07.310.58%
2005.06.300.34%
2005.05.310.21%
2005.04.300.37%
2005.03.310.93%
2005.02.280.59%
2005.01.310.47%
2004.12.310.39%
2004.11.300.39%
2004.10.310.39%
2004.09.300.43%
2004.08.310.31%
2004.07.310.67%
2004.06.302.02%
2004.05.311.77%
2004.04.301.04%
2004.03.311.33%
2004.02.291.23%
2004.01.310.95%
2003.12.311.02%
2003.11.301.06%
2003.10.312.23%
2003.09.302.66%
2003.08.311.44%
2003.07.310.83%
2003.06.300.53%
2003.05.310.36%
2003.04.300.32%
2003.03.310.32%
2003.02.280.57%
2003.01.310.39%
2002.12.310.38%
2002.11.301.16%
2002.10.312.11%
2002.09.303.43%
2002.08.316.62%
2002.07.315.74%
2002.06.305.31%
2002.05.315.48%
2002.04.3010.05%
2002.03.3122.37%
2002.02.2827.74%
2002.01.3132.61%
2001.12.3146.32%
2001.11.3044.77%
2001.10.3142.71%
2001.09.3038.41%
2001.08.3139.97%
2001.07.3131.58%
2001.06.3024.52%
2001.05.3120.08%
2001.04.3026.12%
2001.03.3121.45%
2001.02.2814.74%
2001.01.319.88%
2000.12.3112.99%
2000.11.3014.59%
2000.10.3110.69%
2000.09.3010.73%
2000.08.3110.98%
2000.07.3110.67%
2000.06.309.67%
2000.05.3113.16%
2000.04.3015.18%
2000.03.3116.8%
2000.02.2920.71%
2000.01.3124.05%
1999.12.3126.51%
1999.11.3023.32%
1999.10.3120.23%
1999.09.3027.94%
1999.08.3123.29%
1999.07.3122.19%
1999.06.3021.83%
1999.05.3119.5%
1999.04.3018.77%
1999.03.3120.05%
1999.02.2822.67%
1999.01.3122.25%
1998.12.3119.61%
1998.11.3018.06%
1998.10.3113.14%
1998.09.3010.62%
1998.08.3111.92%
1998.07.3111.75%
1998.06.307.53%
1998.05.316.71%
1998.04.306.19%
1998.03.317.7%
1998.02.289%
1998.01.317.66%
1997.12.319.17%
1997.11.3011.74%
1997.10.317.73%
1997.09.306.09%
1997.08.317.3%
1997.07.316.26%
1997.06.305.5%
1997.05.316.22%
1997.04.307.54%
1997.03.3110.05%
1997.02.2814.17%
1997.01.3119.5%
1996.12.3121.03%
1996.11.3021.19%
1996.10.3117.82%
1996.09.3015.31%
1996.08.3112.97%
1996.07.3116.31%
1996.06.3018.97%
1996.05.3114.96%
1996.04.309.28%
1996.03.318.7%
1996.02.296.63%
1996.01.314.1%
1995.12.313.35%
1995.11.301.65%
1995.10.311.34%
1995.09.301.21%
1995.08.311.36%
1995.07.310.95%
1995.06.300.96%
1995.05.310.84%
1995.04.300.52%
1995.03.310.89%
1995.02.281.36%
1995.01.311.24%
1994.12.311.37%
1994.11.301.58%
1994.10.312.53%
1994.09.302.18%
1994.08.311.48%
1994.07.311.24%
1994.06.301.02%
1994.05.310.73%
1994.04.300.7%
1994.03.310.8%
1994.02.280.46%
1994.01.310.28%
1993.12.310.31%
1993.11.300.21%
1993.10.310.21%
1993.09.300.33%
1993.08.310.37%
1993.07.310.27%
1993.06.300.29%
1993.05.310.21%
1993.04.300.23%
1993.03.310.36%
1993.02.280.36%
1993.01.310.59%
1992.12.310.86%
1992.11.301.16%
1992.10.311.99%
1992.09.302.38%
1992.08.311.94%
1992.07.311.63%
1992.06.301.58%
1992.05.311.84%
1992.04.302.6%
1992.03.313.47%
1992.02.295.13%
1992.01.315.5%
1991.12.3110.61%
1991.11.3010.92%
1991.10.318.59%
1991.09.308.89%
1991.08.3111.53%
1991.07.3118.19%
1991.06.3020.01%
1991.05.3115.58%
1991.04.3015.61%
1991.03.3121.26%
1991.02.2820.38%
1991.01.3123.26%
1990.12.3130.75%
1990.11.3031.5%
1990.10.3127.3%
1990.09.3025.97%
1990.08.3131.08%
1990.07.3132.64%
1990.06.3033.22%
1990.05.3126.97%
1990.04.3025.19%
1990.03.3125.19%
1990.02.2822.88%
1990.01.3119.32%
1989.12.3115.56%
1989.11.3013.03%
1989.10.319.73%
1989.09.306.88%
1989.08.313.74%
1989.07.313.04%
1989.06.302.47%
1989.05.311.37%
1989.04.301.38%
1989.03.311.7%
1989.02.282.04%
1989.01.311.26%
1988.12.310.68%
1988.11.300.74%
1988.10.310.52%
1988.09.301.01%
1988.08.311.61%
1988.07.311.47%
1988.06.301.54%
1988.05.311.08%
1988.04.302.63%
1988.03.316.9%
1988.02.296.9%
1988.01.316.92%
1987.12.317.57%
1987.11.305.03%
1987.10.313.09%
1987.09.303.14%
1987.08.317.04%
1987.07.318.75%
1987.06.307.76%
1987.05.318.01%
1987.04.3011.42%
1987.03.3111.96%
1987.02.287.68%
1987.01.314.18%
1986.12.313.96%
1986.11.302.32%
1986.10.310.98%
1986.09.300.7%
1986.08.310.81%
1986.07.310.75%
1986.06.300.77%
1986.05.310.61%
1986.04.300.52%
1986.03.310.71%
1986.02.280.82%
1986.01.310.39%
1985.12.310.57%
1985.11.301.36%
1985.10.313.42%
1985.09.305.22%
1985.08.314.62%
1985.07.311%
1985.06.300.44%
1985.05.310.54%
1985.04.301.57%
1985.03.311.92%
1985.02.281.98%
1985.01.311.89%
1984.12.311.74%
1984.11.301.45%
1984.10.311.5%
1984.09.302.29%
1984.08.312.9%
1984.07.313.82%
1984.06.305.14%
1984.05.314.12%
1984.04.304.13%
1984.03.314.35%
1984.02.292.25%
1984.01.312.23%
1983.12.312.25%
1983.11.302.72%
1983.10.310.84%
1983.09.300.08%
1983.08.310.1%
1983.07.313.12%
1983.06.309.32%
1983.05.3112.49%
1983.04.3018.62%
1983.03.3118.43%
1983.02.2823.86%
1983.01.315.1%
1982.12.311.98%
1982.11.303.27%
1982.10.3113.02%
1982.09.3033.27%
1982.08.3164.43%
1982.07.3165.51%
1982.06.3077.62%
1982.05.3192.68%
1982.04.3046.35%
1982.03.3151.43%
1982.02.2883.6%
1982.01.3193.7%
1981.12.3195.4%
1981.11.3071.53%
1981.10.3138.68%
1981.09.3014.63%
1981.08.315.92%
1981.07.314.08%
1981.06.301.77%
1981.05.318.87%
1981.04.3083.4%
1981.03.3193.83%
1981.02.2855.64%
1981.01.3171.66%
1980.12.3180.5%
1980.11.3070%
1980.10.3175.32%
1980.09.3062.59%
1980.08.3150.45%
1980.07.3144.96%
1980.06.3041.2%
1980.05.3147.31%
1980.04.3045.06%
1980.03.3147.1%
1980.02.2943.34%
1980.01.3144.13%
1979.12.3139.27%
1979.11.3032.96%
1979.10.3122.1%
1979.09.3023.48%
1979.08.3110.93%
1979.07.317.75%
1979.06.306.75%
1979.05.315.08%
1979.04.305.59%
1979.03.316.42%
1979.02.287.95%
1979.01.318.53%
1978.12.317.43%
1978.11.308.77%
1978.10.3110.07%
1978.09.308.15%
1978.08.315%
1978.07.313.61%
1978.06.303.02%
1978.05.312.11%
1978.04.301.22%
1978.03.311.16%
1978.02.281.47%
1978.01.311.8%
1977.12.311.97%
1977.11.301.96%
1977.10.312.14%
1977.09.302.09%
1977.08.311.75%
1977.07.311.84%
1977.06.302.34%
1977.05.311.57%
1977.04.301.54%
1977.03.311.48%
1977.02.281.09%
1977.01.311.17%
1976.12.311.98%
1976.11.301.96%
1976.10.313.57%
1976.09.304.64%
1976.08.314.96%
1976.07.315.06%
1976.06.302.09%
1976.05.311.28%
1976.04.301.83%
1976.03.313.19%
1976.02.295.14%
1976.01.3111.53%
1975.12.3128.66%
1975.11.3030.56%
1975.10.3125.65%
1975.09.3036.61%
1975.08.3160.3%
1975.07.3129.56%
1975.06.3044.72%
1975.05.3152.5%
1975.04.3056.91%
1975.03.3154.63%
1975.02.2838.76%
1975.01.3155.12%
1974.12.3152.93%
1974.11.3063.05%
1974.10.3145.56%
1974.09.3066.02%
1974.08.3168.14%
1974.07.3157.94%
1974.06.3042.03%
1974.05.3123.55%
1974.04.3025.04%
1974.03.3120.87%
1974.02.2813.77%
1974.01.3113.52%
1973.12.3110.33%
1973.11.308.03%
1973.10.315.98%
1973.09.304.92%
1973.08.313.16%
1973.07.313.43%
1973.06.303.1%
1973.05.312.15%
1973.04.302.03%
1973.03.312.51%
1973.02.281.04%
1973.01.311.74%
1972.12.314.58%
1972.11.307.03%
1972.10.318.2%
1972.09.308.48%
1972.08.316.84%
1972.07.3110.03%
1972.06.305.76%
1972.05.312.92%
1972.04.304.25%
1972.03.312.54%
1972.02.292.25%
1972.01.315.47%
1971.12.317.87%
1971.11.307.66%
1971.10.319.3%
1971.09.3011.09%
1971.08.3113.18%
1971.07.3114.75%
1971.06.3012.81%
1971.05.3114.16%
1971.04.3016.77%
1971.03.3124.79%
1971.02.2832.41%
1971.01.3137.79%
1970.12.3139.91%
1970.11.3037.46%
1970.10.3132.49%
1970.09.3033.28%
1970.08.3141.77%
1970.07.3141.54%
1970.06.3031.19%
1970.05.3127.51%
1970.04.3032.42%
1970.03.3127.49%
1970.02.2832.2%
1970.01.3136.17%
1969.12.3132.04%
1969.11.3027.6%
1969.10.3127.93%
1969.09.3026.95%
1969.08.3125.63%
1969.07.3128.76%
1969.06.3028.73%
1969.05.3128.65%
1969.04.3027.33%
1969.03.3121.05%
1969.02.2820.73%
1969.01.3121.66%
1968.12.3118.11%
1968.11.3013.55%
1968.10.3114.88%
1968.09.3015.4%
1968.08.3113.45%
1968.07.3114.26%
1968.06.307.8%
1968.05.3110.17%
1968.04.3017.1%
1968.03.3126%
1968.02.2930.73%
1968.01.3135.7%
1967.12.3135.45%
1967.11.3036.74%
1967.10.3141.14%
1967.09.3037.51%
1967.08.3126.97%
1967.07.3127.68%
1967.06.3025.57%
1967.05.3129.26%
1967.04.3029.46%
1967.03.3126.25%
1967.02.2828.4%
1967.01.3131.88%
1966.12.3126.92%
1966.11.3024.27%
1966.10.3125.02%
1966.09.3023.95%
1966.08.3123.12%
1966.07.3124.09%
1966.06.3023.09%
1966.05.3124.92%
1966.04.3025.97%
1966.03.3125.76%
1966.02.2825.76%
1966.01.3123.68%
1965.12.3124.49%
1965.11.3021.12%
1965.10.3119.12%
1965.09.3018.25%
1965.08.3117.9%
1965.07.3117.22%
1965.06.3017.89%
1965.05.3117.4%
1965.04.3016.75%
1965.03.3118.09%
1965.02.2819.1%
1965.01.3118.58%
1964.12.3119.26%
1964.11.3019.44%
1964.10.3118.37%
1964.09.3017.67%
1964.08.3117.97%
1964.07.3115.37%
1964.06.3013.02%
1964.05.3113%
1964.04.3012.07%
1964.03.3112.45%
1964.02.2912.99%
1964.01.3114.09%
1963.12.3113.11%
1963.11.3011.79%
1963.10.3110.56%
1963.09.3010.46%
1963.08.3110.94%
1963.07.3111.83%
1963.06.3010.67%
1963.05.3110.66%
1963.04.3011.51%
1963.03.3110.33%
1963.02.289.24%
1963.01.318.72%
1962.12.317.73%
1962.11.307.7%
1962.10.316.3%
1962.09.305.7%
1962.08.316.09%
1962.07.315.83%
1962.06.306.88%
1962.05.318.02%
1962.04.307.38%
1962.03.318.73%
1962.02.288.64%
1962.01.316.45%
1961.12.316.53%
1961.11.306.8%
1961.10.316.54%
1961.09.309.06%
1961.08.317.3%
1961.07.316.46%
1961.06.305.8%
1961.05.3112.35%
1961.04.3012.46%
1961.03.3113.98%
1961.02.2820.95%
1961.01.3124.25%
1960.12.3127.85%
1960.11.3023.91%
1960.10.3121.93%
1960.09.3019.05%
1960.08.3112.52%
1960.07.3110.6%
1960.06.3011.44%
1960.05.317.7%
1960.04.3010.86%
1960.03.3110.58%
1960.02.299.76%
1960.01.3110.47%
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