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Strengthening the Case for the Yield Curve as a Predictor of United States Recessions

Resource Type
Dataset : survey data
  • Dueker, Michael J. (Federal Reserve Bank of St. Louis)
Other Title
  • Archival Version (Subtitle)
Publication Date
Free Keywords
econometrics; economic models; prediction; recession
  • Abstract

    This research considers why the yield curve slope ought to contain information about the future prospects of the economy. Two econometric models are examined that test the predictive power of the yield-curve slope relative to other recession predictors such as stock prices and the Commerce Department's index of leading indicators.
  • Table of Contents


    • DS1: Dataset
Geographic Coverage
  • United States
Collection Mode
  • (1) The files submitted are MA97DATA.MD, an ASCII data file, and MA97PGM.MD, the program file. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.

This version of the study is no longer available on the web. If you need to acquire this version of the data, you have to contact ICPSR User Support (
Alternative Identifiers
  • 1173 (Type: ICPSR Study Number)
  • Is previous version of
    DOI: 10.3886/ICPSR01173.v1
  • Dueker, Michael J.. Strengthening the case for the yield curve as a predictor of U.S. recessions. Federal Reserve Bank of St. Louis Review.79, (2), 41-51.1997.

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Dueker, Michael J. (1998): Strengthening the Case for the Yield Curve as a Predictor of United States Recessions. Archival Version. Version: v0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset.