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Future recession risks

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Abstract

An unstable economic environment has rekindled talk of a double-dip recession. The Conference Board's Leading Economic Index provides data for predicting the probability of a recession but is limited by the weight assigned to its indicators and the varying efficacy of those indicators over different time horizons. Statistical experiments with LEI data can mitigate these limitations and suggest that a recessionary relapse is a significant possibility sometime in the next two years.

Suggested Citation

  • Travis J. Berge & Òscar Jordà, 2010. "Future recession risks," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug9.
    • Handle: RePEc:fip:fedfel:y:2010:i:aug9:n:2010-24
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    File URL: http://www.frbsf.org/publications/economics/letter/2010/el2010-24.html
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    Cited by:

    1. Travis J. Berge & Early Elias & Òscar Jordà, 2011. "Future recession risks: an update," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.14.
    2. David Lang & Kevin J. Lansing, 2010. "Forecasting growth over the next year with a business cycle index," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sep27.

    More about this item

    Keywords

    Recessions; Index numbers (Economics);

    Statistics

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