Discussion Paper
There is No Single Best Predictor of Recessions
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.
https://doi.org/10.17016/2380-7172.2367
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: FEDS Notes
Publication Date: 2019-05-21
Number: 2019-05-21-2