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Journal Article
Future recession risks
Jordà, Òscar; Berge, Travis J. (2010)
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.
FRBSF Economic Letter

Journal Article
How accurate are forecasts in a recession?
McCracken, Michael W. (2009-02)
National Economic Trends , Issue Feb

Journal Article
How did leading indicator forecasts perform during the 2001 recession?
Watson, Mark W.; Stock, James H. (2003-07)
Economic Quarterly , Volume 89 , Issue Sum , Pages 71-90

Report
Time-varying consumption correlation and the dynamics of the equity premium: evidence from the G-7 countries
Zhang, Lingjia; Sarkar, Asani (2004)
We examine the implications of time variation in the correlation between the equity premium and nondurable consumption growth for equity return dynamics in G-7 countries. Using a VAR-GARCH (1,1) model, we find that the correlation increases with recession indicators such as above-average unemployment growth and with proxies for stock market wealth. The combined effect is that the correlation increases during a recession. We find that the effect of a countercyclical correlation is that the equity premium, Sharpe ratio, and risk aversion are also generally countercyclical. These findings ...
Staff Reports , Paper 181

Journal Article
The shape of things to come
Weidner, Justin; Williams, John C. (2010)
Economic recoveries from the past two recessions have been much more gradual than the rapid V-shaped recoveries typical of earlier downturns. Analysis of the factors that determine economic growth rates indicates that recovery from the most recent recession is likely to be faster than from the two previous recessions, but slower than earlier V-shaped recoveries..
FRBSF Economic Letter

Journal Article
Fiscal policy in the Great Recession and lessons from the past
Martin, Fernando M. (2012)
The recent behavior of key fiscal policy variables draws some parallels with the U.S. experience in the Civil War and the two world wars. A specific concern is the possibility of high inflation to finance the accumulated debt.
Economic Synopses

Report
Corporate leverage and the consequences of macroeconomic instability
Lee, William (1990)
Research Paper , Paper 9012

Discussion Paper
Shifting confidence in homeownership: the Great Recession
Jamison, Julian; Bracha, Anat (2012)
The authors study the responses to several questions related to real estate that were added to the Michigan Survey of Consumers in July and August 2011. In particular, they asked about attitudes toward renting versus buying a home, about commuting, and about how much to spend on a mortgage. By matching the results to data (at the ZIP-code level) about relative house price declines during the recent crisis, they can study the relationship between the U.S. housing crash and the attitudes of individual consumers. They find that younger respondents are relatively less confident about ...
Public Policy Discussion Paper , Paper 12-4

Journal Article
This time may not be that different: labor markets, the Great Recession and the (not so great) recovery
Tasci, Murat (2011-09)
The last three U.S. recessions have been followed by ?jobless recoveries.? The lack of robust job growth once GDP starts to pick up has a lot people asking if labor markets have changed in some fundamental way. I look at employment and unemployment growth in every recession since the 1950s and find that the current levels of these indicators can be explained by the severity of the Great Recession and the slow growth of GDP in the recovery.
Economic Commentary , Issue Sept

Journal Article
The recession, the recovery, and the productivity slowdown
Cogley, Timothy (1993)
FRBSF Economic Letter

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