This model uses the difference between 10-year and 3-month Treasury rates to calculate the probability of a recession in the United States twelve months ahead.
By a simple gimpse, it has been correct for the last two recessions of 2000 and 2008.
https://www.newyorkfed.org/research/capi...
https://fred.stlouisfed.org/series/T10Y3...
By a simple gimpse, it has been correct for the last two recessions of 2000 and 2008.
https://www.newyorkfed.org/research/capi...
https://fred.stlouisfed.org/series/T10Y3...
Notas de Lançamento:
v2