Predicting Recession Probabilities Using the Slope of the Yield Curve

Peter Johansson and Andrew Meldrum

No 2018-03-01-3, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: In this FEDS Note, we examine the predictions of various models and recent surveys of the probability of a recession in the near term.

Date: 2018-03-01
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2018-03-01-3

DOI: 10.17016/2380-7172.2146

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