There is No Single Best Predictor of Recessions

David Miller

No 2019-05-21-2, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: Which term spread, or term spread derived, measure is the most accurate predictor of recessions? The author conducts a robustness analysis of different spreads and shows that there is no single most accurate predictor at any horizon.

Date: 2019-05-21
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2019-05-21-2

DOI: 10.17016/2380-7172.2367

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