Strengthening the Case for the Yield Curve as a Predictor of United States Recessions (ICPSR 1173)

Version Date: Oct 6, 1998

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Principal Investigator(s):
Michael J. Dueker, Federal Reserve Bank of St. Louis

https://doi.org/10.3886/ICPSR01173.v1

Version V1

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Summary

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.

Citation

Dueker, Michael J. Strengthening the Case for the Yield Curve as a Predictor of United States Recessions. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1998-10-06. https://doi.org/10.3886/ICPSR01173.v1

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Distributor(s)

Inter-university Consortium for Political and Social Research
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Data Collection Notes

  1. (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.

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Original Release Date

1998-10-06

Version History

2018-02-15 The citation of this study may have changed due to the new version control system that has been implemented. The previous citation was:

  • Dueker, Michael J. Strengthening the Case for the Yield Curve as a Predictor of United States Recessions. ICPSR01173-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1998-10-06. http://doi.org/10.3886/ICPSR01173.v1

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Notes

  • These data are flagged as replication datasets 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.

  • The public-use data files in this collection are available for access by the general public. Access does not require affiliation with an ICPSR member institution.