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Updating the Recession Risk and the Excess Bond Premium

Giovanni Favara (), Simon Gilchrist (), Kurt Lewis () and Egon Zakrajsek ()

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.

New Economics Papers: this item is included in nep-mac and nep-rmg
Date: 2016-10-06
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2016-10-06

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DOI: 10.17016/2380-7172.1836

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