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.)
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.
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