What the Sahm Rule says about recession fears: YF Chartbook

Known economic indicators are being peered over more closely as recession risks whirl around the US economy. Sahm Consulting Founder Claudia Sahm joins Yahoo Finance Live as part of its Chartbook series to discuss the labor market and the "Sahm Rule" named after her, which is said to measure whether a recession is ahead or not.

According to the former Federal Reserve Board economist, the rule states that an indicator of a recession is a “three-month moving average of national unemployment relative to its low during the previous twelve months.” Sahm states that based on the rule, currently “we are not in a recession.”

Taking a closer look at the labor market, Sam notes that there were “a lot of disruptions,” and stabilization “takes time.” Sahm believes that although the Federal Reserve is “dragging their feet,” a rate cut is to be expected. Sahm expects the Fed to be cautious but predicts that believers in early-March interest rate cuts will be “disappointed," ahead of the Fed announcement on Wednesday, January 31.

For more expert insight and the latest market action, click here to watch this full episode of Yahoo Finance Live.

Editor's note: This article was written by Eyek Ntekim

Video Transcript

[AUDIO LOGO]

JOSH LIPTON: This week, Yahoo Finance's taking a look at key charts from the top minds on Wall Street as part of our chart book series. And this hour, we're looking at the labor market. Here with me now Claudia Sahm, former Fed economist and Sahm Consulting founder. And the reporter behind the Yahoo Finance chart book, the one and only Josh Schafer.

Claudia, it is great to see you and have you on the show here today, Claudia. I thought maybe to start, Claudia, you could walk our viewers through what exactly is the Sahm rule, Claudia? And what's it telling us right now about the US economy?

CLAUDIA SAHM: The Sahm rule is a way to say, hey, are we in a recession or not? So it's an indicator. It doesn't forecast anything. And I'm very happy to report that it is in a good place. We are not in a recession.

Now, the Sahm rule, the idea of it is it looks at the national unemployment rate. That really tells us a lot about how the economy is doing. And in particular for a recession indicator, we look for relatively small changes over time in the unemployment rate. Because usually when things get going, they keep going and a bad way with the recession.

And you can see with the chart, this is the Sahm rule. So it looks at the three-month average of the unemployment rate. We smooth out the bumps and wiggles. Where we at now versus what's the lowest over the prior year, that's what it's charting. And every time we go into a recession, it has gotten above a half a percentage point and then kept going. And right now it's about 2/10 percentage point, so we are not in a recession.