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Forecasting (Economics)
C/E/681. Forecasting of recession using the US yield curve
- WORDS:
- 2050
- DATE:
- 2011
- PRICE:
- 29.99 GBP
This paper aims to discuss forecasting of recession using the US yield curve. The paper begins by providing information on the yield curve, and explains the methodology. The data used s the NBER’s recording of US economic peaks and troughs, and the paper describes this data in detail. The results are analysed, and the paper concludes by summarising the results and by providing recommendations for the improvement of the model.
KEYWORDS: Forecasting, recession, yield curve, NBER,
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