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Does the yield curve signal recession?

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Author Info
Joseph G. Haubrich

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Abstract

Experience has taught economic forecasters to expect a recession when the yield on short-term Treasury securities rises above the yield on longer-term securities—a situation known as a yield-curve inversion. But some economists suspect the yield curve might not be as reliable a predictor of output growth as it used to be.

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File URL: http://www.clevelandfed.org/Research/commentary/2006/0415.pdf
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Publisher Info
Article provided by Federal Reserve Bank of Cleveland in its journal Economic Commentary.

Volume (Year): (2006)
Issue (Month): Apr 15 ()
Pages:
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Handle: RePEc:fip:fedcec:y:2006:i:apr15

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Related research
Keywords: Recessions ; Economic forecasting ; Interest rates;

Cited by:
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  1. Glenn D. Rudebusch & John C. Williams, 2007. "Forecasting recessions: the puzzle of the enduring power of the yield curve," Working Paper Series 2007-16, Federal Reserve Bank of San Francisco. [Downloadable!]
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