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Federal Reserve Bank of San Francisco
FRBSF Economic Letter
Future recession risks
Travis J. Berge
Òscar Jordà

An unstable economic environment has rekindled talk of a double-dip recession. The Conference Board's Leading Economic Index provides data for predicting the probability of a recession but is limited by the weight assigned to its indicators and the varying efficacy of those indicators over different time horizons. Statistical experiments with LEI data can mitigate these limitations and suggest that a recessionary relapse is a significant possibility sometime in the next two years.

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Travis J. Berge & Òscar Jordà, "Future recession risks" , Federal Reserve Bank of San Francisco, FRBSF Economic Letter, number 24, 2010.
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Keywords: Recessions ; Index numbers (Economics)
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Fed-in-Print is the central catalog of publications within the Federal Reserve System. It is managed and hosted by the Economic Research Division, Federal Reserve Bank of St. Louis.

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