Blogbeitrag
18. Mai 2024
Recession Probabilities in Light of the Ever-Receding Recession
Blog: Econbrowser
Abstract
If no recession is forthcoming, what can we conclude, given most term spread models were signaling a "sure bet"? Unlikely outcome (it's a probabilistic world!), breakdown in historical correlations, omitted variable problem? In order to shed some light on this question, I examine probability estimates from (i) plain vanilla spread, (ii) debt-service-ratio and foreign term […]
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Englisch
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