Stock Markets February 11, 2026

Capital Economics: Large equity sell-off would dent growth but would not by itself trigger a global recession

CE's McKeown says market corrections amplify weakness but typically follow, not cause, economic downturns

By Caleb Monroe
Capital Economics: Large equity sell-off would dent growth but would not by itself trigger a global recession

Capital Economics finds that a severe stock market correction would harm global growth, but is unlikely to on its own cause a worldwide recession. Chief global economist Jennifer McKeown notes that historically the flow of causation runs from economic weakness to market declines, with only certain episodes where market stress compounded existing vulnerabilities leading to deep recessions.

Key Points

  • Equity declines can amplify economic weakness, but causality historically runs from the economy to markets, not the reverse - affects equities, credit-sensitive sectors, and consumer-facing industries.
  • Severe stock market falls have coincided with recessions in episodes such as 1929 and 2008, where independent economic weakness, credit tightening and balance-sheet stress worsened outcomes - impacts banks, lending, and corporate investment.
  • Corrections in 1946, 1962 and 1987 had limited economic effects due to stable backdrops, healthier balance sheets or quick policy responses - illustrates how fiscal and monetary policy and financial-sector resilience matter.

Capital Economics concludes that while a significant retreat in equity markets would weigh on global growth, it is unlikely to be the sole force precipitating a global recession. In a note circulated Wednesday, the firm's chief global economist, Jennifer McKeown, emphasized that equity downturns tend to exacerbate existing economic problems rather than create them out of nothing.


Historical patterns and lessons

McKeown argues that history generally shows the causality runs from the economy to markets rather than the reverse - in her words, "the causality almost always runs from the economy to markets rather than the reverse." She points to past U.S. equity declines of 20 percent or more that often appear alongside recessions but seldom, if ever, serve as the initial cause of those recessions. Notable instances where market falls and economic weakness coincided include 1929 and 2008, episodes in which stock prices fell "alongside an independently weakening economy." In those cases, the downturns became more destructive as credit tightened, balance sheets deteriorated and confidence collapsed, feeding back into the real economy.

By contrast, Capital Economics highlights episodes such as 1946, 1962 and 1987 when sizable market corrections had limited economic fallout. Those periods were characterized by stable macroeconomic backdrops, healthier balance sheets, and in some cases timely policy responses, underlining the point that market corrections become dangerous primarily when they collide with pre-existing vulnerabilities like high leverage or financial stress.


Current outlook and specific risks

The firm identifies present-day vulnerabilities that could create a more perilous interaction between markets and the economy. Fiscal policy missteps or escalations in geopolitical tensions could, in Capital Economics' assessment, trigger broader economic weakness together with an equity slump. Still, McKeown cautioned against viewing a sharp market decline as the product of an "AI bubble" that would cause a recession. For an AI-driven collapse to trigger a downturn, she said there would need to be "a collapse in confidence about AI's potential," which the note regards as unlikely given anticipated productivity gains.

On near-term market expectations, Capital Economics projects the S&P 500 to fall roughly 12.5 percent next year, a drop the firm believes would have "very limited economic consequences." It adds that even a deeper 20-30 percent correction "need not cause a recession in isolation," citing ongoing steady growth, easing inflation, stronger bank balance sheets and more resilient emerging markets as supportive factors.

Risks

  • Fiscal missteps could create vulnerabilities that link market corrections to real economic downturns - risks concentrated in government-dependent sectors and sovereign debt markets.
  • Escalating geopolitical tensions could trigger simultaneous damage to global growth and equity markets - potential impacts on trade-heavy sectors and multinational corporations.
  • A loss of confidence in AI's economic potential could theoretically amplify a market correction into wider contraction, though Capital Economics assesses this scenario as unlikely - primarily relevant for technology and productivity-linked sectors.

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