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JP MORGAN: We see a 76% chance of recession within 3 years

Dec 4, 2015, 23:16 IST

Chris Martin performs with U2 during a surprise concert in support of World AIDS Day in Times Square in New York, December 1, 2014Carlo Allegri/Reuters

With Friday's strong jobs report and a high likelihood of a interest rate hikes from the Federal Reserve, it wouldn't be hard to assume the US economy is on solid footing.

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According to JP Morgan's economics team, US GDP is on track to grow 2-1/4% in 2016.

"Fed rate hikes won't break the back of growth," they said in a new note to clients.

But that's not to say it may all turn around in the next few years.

"Our longer-run indicators, however, continue to suggest an elevated risk that the expansion is nearing its end, and our preferred model now puts the probability of recession within three years at an eye-catching 76%," they continued.

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The economists - Michael Feroli, Daniel Silver, Jesse Edgerton, and Robert Mellman - use a combination of 9 different indicators from consumer sentiment to the unemployment rate to develop a short- and long-term recession probability.

"When we first wrote, only manufacturing sentiment was signaling an above-average probability of imminent recession," they said. "But recent weakening in the Richmond Fed services survey and the ISM nonmanufacturing index have now pushed the nonmanufacturing sentiment probability up somewhat as well."

In the short term, the note says that the 6-month likelihood is only 5%, but within a year it stands at 23%, in two years 48%, and in three years the "eye-popping" 76%.

JP Morgan

The biggest increase in the recession probability, according to the economists, has come from corporations.

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"The particularly sharp moves in predicted recession probabilities since mid-2014 have been driven most prominently by our measure of the decline in margins," said the note.

"Indeed, on most (but not all) of the occasions when this variable fell to its current level, a recession began within a few years. Although continued expansion remains our baseline forecast, we will more carefully investigate the risks of recession emanating from the corporate sector."

JP Morgan

As other economists have pointed out the current earnings of corporations are also in territories normally associated with impending recessions.

Along with manufacturing's recession-level performance and a number of other signs, the idea of recession in the near future has begun to creep into the back of investors' minds.

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For now, said the JP Morgan economists there isn't a high chance that the economy suddenly plunges downhill, but being wary may not be a bad idea.

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