GitHub topics: recession-indicator
asaficontact/term_spread_combinations
In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro variable. It shows that the spanning hypothesis of the term spread against a macro variable might hold true depending on the combination and component of term spread that we are taking into consideration. This project provides a mechanism through which we can identify the best combination of a term spread for creating an efficient macro finance model.
Language: R - Size: 56.7 MB - Last synced at: 22 days ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 3
pmichaillat/recession-indicator
Code and data for the paper "Has the Recession Started?"
Language: MATLAB - Size: 212 KB - Last synced at: 26 days ago - Pushed at: 7 months ago - Stars: 5 - Forks: 4
vitorgamer58/AmericanRecessionPredict
Código em Python para prever uma recessão nos Estados Unidos da América
Language: Python - Size: 5.86 KB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 0
JamesQuintero/Recession-Indicator
September 2019, no recession predicted - Uses Machine Learning to detect whether the United States is entering a recession
Language: Python - Size: 17.5 MB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 20 - Forks: 14
Jeve-Stobs/bred
Is the party over? An analysis of recessionary indicators written in Rust & TypeScript
Language: TypeScript - Size: 2.81 MB - Last synced at: 11 months ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0
sam14032000/recession_study
Predicting economic recession in developed and developing countries using regime-switching model
Language: Jupyter Notebook - Size: 702 KB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 0 - Forks: 0
