Future recession risks

Travis Berge and Oscar Jorda

FRBSF Economic Letter, 2010, issue aug9

Abstract: An unstable economic environment has rekindled talk of a double-dip recession. The Conference Board's Leading Economic Index provides data for predicting the probability of a recession but is limited by the weight assigned to its indicators and the varying efficacy of those indicators over different time horizons. Statistical experiments with LEI data can mitigate these limitations and suggest that a recessionary relapse is a significant possibility sometime in the next two years.

Keywords: Recessions; Index numbers (Economics) (search for similar items in EconPapers)
Date: 2010
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