Predicting Recession Probabilities Using the Slope of the Yield Curve

Posted: 6 Jun 2018

See all articles by Peter Johansson

Peter Johansson

Federal Reserve Banks - Federal Reserve Bank of New York

Andrew Meldrum

Board of Governors of the Federal Reserve System

Date Written: March 1, 2018

Abstract

In this FEDS Note, we examine the predictions of various models and recent surveys of the probability of a recession in the near term.

Suggested Citation

Johansson, Peter and Meldrum, Andrew, Predicting Recession Probabilities Using the Slope of the Yield Curve (March 1, 2018). FEDS Notes No. 2018-03-01-3 https://doi.org/10.17016/2380-7172.2146, Available at SSRN: https://ssrn.com/abstract=3703972

Peter Johansson (Contact Author)

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street
New York, NY 10045
United States

Andrew Meldrum

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

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