Updating the Recession Risk and the Excess Bond Premium

Giovanni Favara, Simon Gilchrist, Kurt Lewis (kurt.f.lewis@frb.gov) and Egon Zakrajšek (egon.zakrajsek@bos.frb.org)

No 2016-10-06, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: Beginning with the publication of this Note, we will provide updated estimates of the EBP and the associated model-implied probability of a U.S. recession every month.

Date: 2016-10-06
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2016-10-06

DOI: 10.17016/2380-7172.1836

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