Financial and Macroeconomic Indicators of Recession Risk
Michael Kiley
No 2022-06-21-1, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)
Abstract:
Recessions impose sizable hardship, with large increases in the unemployment rate and related dislocations. In addition, recessions can lead to large shifts in financial markets. As a result, economists and financial market professionals have considered prediction models to assess the probability of a recession.
Date: 2022-06-21
New Economics Papers: this item is included in nep-ban, nep-fdg and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2022-06-21-1
DOI: 10.17016/2380-7172.3126
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