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What Is the Probability of a Recession? The Message from Yield Spreads
Abstract: Statistical models using yield spreads can provide estimated odds of a future contraction. How do the odds change when using real vs. nominal interest rates?
Keywords: yield spreads; recessions; real interest rates; nominal interest rates;
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https://www.stlouisfed.org/on-the-economy/2023/sep/what-probability-recession-message-yield-spreads
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Provider: Federal Reserve Bank of St. Louis
Source: On the Economy
Publication Date: 2023-09-07