The Eco3min Bulletin
The Eco3min Bulletin is a free email on macro regimes and market dynamics. No fixed schedule and no filler — you only hear from us when we publish something worth your time.
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In each issue:
- A new analysis, with a direct link to the full study.
- A new dataset, with its CSV and Excel downloads.
- Occasionally, a one-line read on the current macro regime.
How often: no calendar. We email only when there’s new published work — never weekly filler.
Recently published
Recent Eco3min analysis and data — the kind of work the bulletin highlights.
May 2026
Monthly barometer — soft stagflation, central banks on hold
US headline CPI rose to 3.3% on a one-month energy shock while Q1 GDP held at 2.0% and the Sahm rule stayed at 0.20, well clear of its recession threshold. The Fed and the ECB both held rates — the FOMC on an 8-4 vote, its most dissents since 1992. The current read: a soft stagflation pattern, with the headline/underlying divergence flag active.
May 2026
New: a live classification of the US macro regime
A daily, rules-based classification of the US macro regime, built only from public institutional indicators and a published threshold table. It reads on three layers — the cyclical growth × inflation grid, a financial-conditions overlay, and a long-run structural frame — and updates automatically each day.
April 2026
The dollar’s 4th-worst first half since 1973
The broad dollar index fell 7.6% over H1 2025 — a drop matched only three times in 53 years (1973, 1986, 2003), each coinciding with stress on the dollar’s institutional role. On data through early 2026, the post-H1 path tracks closer to the 1973 partial-reversal case than to the multi-year declines of 1986 and 2003. Full dataset, CSV and XLSX, included.
Read the analysis → · Strong/weak dollar cycles since 1973 →
March 2026
Dataset — the 10-year US Treasury yield, daily since 1962
The full DGS10 series: over 16,000 daily observations of the 10-year US Treasury constant-maturity yield, the global pricing reference for long-term dollar debt. Packaged as a stable, versionable CSV and Excel file with consistent column names, ready for pandas or R.
February 2026
Every confirmed yield-curve inversion since 1976 preceded a recession
A complete record of the major sustained 2s10s inversions in the FRED series: five of five confirmed episodes were followed by an NBER recession, with a median lead of 16 months. The 2022–2024 inversion — the longest on record at 26 months — is the only one not followed by a downturn so far. Full dataset included.
Last updated — 30 May 2026