Bond Yield Recession Indicator
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.
www.newyorkfed.org/r...l_markets/ycfaq.html
fred.stlouisfed.org/series/T10Y3M
By a simple gimpse, it has been correct for the last two recessions of 2000 and 2008.
www.newyorkfed.org/r...l_markets/ycfaq.html
fred.stlouisfed.org/series/T10Y3M
リリースノート:
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