Reassessing the Relative Power of the Yield Spread in Forecasting Recessions (JAE 2016)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Dean Croushore, Katherine Marsten Reassessing the Relative Power of the Yield Spread in Forecasting Recessions JAE 2016 6 1183–91 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 1 - accessible on journal website 1 - accessible on journal website Probit - Survey of Professional Forecasters, String representation "Real-Time Data … GNP before 1992" is too long., String representation "GDP since 1992) … nk of St. Louis" is too long., using quarterly averages 1955q1-2013q1 at https://research.stlouisfed.org/fred2/series/GS10 and https://research.stlouisfed.org/fred2/series/TB3MS USA -

This article is a replication of

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
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 4 - (new methods & data) - - - -

References

DOI: 10.1002/jae.2485 IDEAS: a/wly/japmet/v31y2016i6p1183-1191.html EconPapers: RePEc:wly:japmet:v:31:y:2016:i:6:p:1183-1191


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