Which Market Indicators Best Forecast Recessions?

Posted: 22 Oct 2016

See all articles by Michael Smolyansky

Michael Smolyansky

Board of Governors of the Federal Reserve System

Nitish Ranjan Sinha

Federal Reserve Board - Capital Markets Section

Travis Berge

affiliation not provided to SSRN

Date Written: August 2, 2016

Abstract

In this note, we use econometric methods to infer which economic and financial indicators reliably identify and predict recessions.

Suggested Citation

Smolyansky, Michael and Sinha, Nitish Ranjan and Berge, Travis, Which Market Indicators Best Forecast Recessions? (August 2, 2016). FEDS Notes No. 2016-08-02 http://dx.doi.org/10.17016/2380-7172.1805, Available at SSRN: https://ssrn.com/abstract=3717221

Michael Smolyansky (Contact Author)

Board of Governors of the Federal Reserve System ( email )

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

Nitish Ranjan Sinha

Federal Reserve Board - Capital Markets Section ( email )

20th & C. St., N.W.
Washington, DC 20551
United States

Travis Berge

affiliation not provided to SSRN

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