Predicting Recession Probabilities Using the Slope of the Yield Curve
Posted: 6 Jun 2018
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: 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
Andrew Meldrum
Board of Governors of the Federal Reserve System ( email )
20th Street and Constitution Avenue NW
Washington, DC 20551
United States
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.