David Kelley

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

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Scholarly Papers (1)

Why Does the Yield-Curve Slope Predict Recessions?

Number of pages: 17 Posted: 15 Nov 2018 Last Revised: 14 Dec 2018
Luca Benzoni, Olena Chyruk and David Kelley
Federal Reserve Bank of Chicago - Research Department, Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
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Abstract:

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yield-curve slope, recession forecasts, monetary policy, bond risk premia, policy path