My da|ra Login

Detailed view

metadata language: English

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

Version
v1
Resource Type
Dataset : survey data
Creator
  • Dueker, Michael J. (Federal Reserve Bank of St. Louis)
Other Title
  • Version 1 (Subtitle)
Publication Date
1998-10-06
Language
English
Free Keywords
econometrics; economic models; prediction; recession
Description
  • 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

    Datasets:

    • 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.

Availability
Download
This study is freely available to the general public via web download.
Alternative Identifiers
  • 1173 (Type: ICPSR Study Number)
Publications
  • 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. Version 1. Version: v1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01173.v1