Forecasting recessions: the puzzle of the enduring power of the yield curve (J Business & Econ Statistics 2009)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Glenn D. Rudebusch, John C. Williams Forecasting recessions: the puzzle of the enduring power of the yield curve J Business & Econ Statistics 2009 4 492–503 - Probability forecasts, Real-time, Yield spread

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - USA -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Dean Croushore, Katherine Marsten Reassessing the Relative Power of the Yield Spread in Forecasting Recessions JAE 2016 6 1183–91 - - 4 - (new methods & data) - - - -

References

DOI: 10.1198/jbes.2009.07213 IDEAS: a/bes/jnlbes/v27i4y2009p492-503.html EconPapers: RePEc:bes:jnlbes:v:27:i:4:y:2009:p:492-503


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