Which Market Indicators Best Forecast Recessions?

Travis Berge, Nitish R. Sinha and Michael Smolyansky
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Nitish R. Sinha: https://www.federalreserve.gov/econres/nitish-r-sinha.htm
Michael Smolyansky: https://www.federalreserve.gov/econres/michael-smolyansky.htm

No 2016-08-02, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: In this note, we use econometric methods to infer which economic and financial indicators reliably identify and predict recessions.

Date: 2016-08-02
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2016-08-02

DOI: 10.17016/2380-7172.1805

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