Client Communication Briefing

After learning of the revised economic reports last week, I felt an update to be in order.  It seems the stock market’s decline in July did point to a weaker economy than the current data suggested.  After a reported six percent growth in GDP for the first quarter of 2002, expectations were pretty high for a strong economic recovery from the recession that began in the third quarter of 2001.

Unfortunately, it would appear that it isn’t only corporate America who can’t seem to get their reports right.  The U.S. government’s GDP was also overstated and we now see that last year’s recession was indeed three quarters, not one as originally reported and the first quarter 2002 growth of six percent was revised downward to five percent.  Worse though was the second quarter GDP, which came in at an anemic rate of one percent while expectations were for three percent.  July’s unemployment rate held steady at 5.9%, but the real disappointment was the lack of new jobs created – only 6,000 when expectations were for 68,000.  Fears abound that we could be facing a possible double-dip recession.

This news hit an already jittery stock market and we saw stocks sell off on Thursday, Friday and this week Monday.  U.S. Bonds again were the beneficiary of the stock sell off with the two-year notes yielding less than two percent – the lowest rates ever.  Ten year bond yields dropped below 4 ½% pointing to another round of mortgage refinancing as the 15 year fixed rate is now under 5 ¾%.  Priced into these yields is the expectation that the Federal Reserve will lower rates within the next two months to restore growth in the economy.  The faulty economic data kept the Fed from taking more decisive action earlier – hopefully they will make up for lost time soon.

I thought the panic selling that was hitting stocks last month was primarily driven by the lack of confidence in corporate governance and reporting.  However, compounding those concerns was a much slower economy that the Government stats were not clearly identifying.

A better measure of economic expansions and recessions is the National Bureau of Economic Research (NBER) Recession Dating Procedure.  This measure identifies the turning points and lengths of recession and expansion in the economy using current employment, industrial production, and manufacturing and wholesale-retail sales and real personal income statistics instead of the Government’s Gross National Product.  The report covers the economy going back to 1854.  Under this procedure, the economy slid into a recession March of 2001 and while we had an improvement in some of the measures since then, it is too soon to call a beginning of a sustainable expansion.   The average length of recessions under the NBER’s definition going back to 1854 is 18 months.  Since 1945 the average is 11 months.   The longest recession was 65 months in 1879 through 1882 followed by 43 months in 1933-1937.  We had the two longest recessions since 1945 of 16 months each starting in 1975 and 1991.

So where are we economically now?  Unfortunately, no one knows for sure.  The stats are showing where we were rather than where we are now and where we are going.  NBER does not declare a change for at least a couple of quarters after the event actually happens.  The last call was in November 2001 for the turn that happened the previous March.  The only real comfort we have is that recessions have an average life of around one year and we are overdue for a recovery.  This uncertainty is feeding into the already negative attitudes of investors and will continue to depress the stock market over the short run.  Expect continued stock price volatility.  I am afraid we will be testing the lows of July again before this is over.

My intent with these Client Communication Briefings is to keep you apprised of the latest news and information impacting the financial markets along with my opinions and assessments.  While we cannot change the outcome, I believe it is valuable to maintain realistic expectations as we weather through these trying times.

Sincerely,

Michael P. Haubrich, CFP

Sources:

Website for the NBER Business Cycle Expansions and Contractions

http://www.nber.org/cycles.html