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Future recession risks

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Author Info

  • Travis J. Berge
  • Òscar Jordà

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.

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File URL: http://www.frbsf.org/publications/economics/letter/2010/el2010-24.html
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File URL: http://www.frbsf.org/publications/economics/letter/2010/el2010-24.pdf
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Bibliographic Info

Article provided by Federal Reserve Bank of San Francisco in its journal FRBSF Economic Letter.

Volume (Year): (2010)
Issue (Month): aug9 ()
Pages:

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Handle: RePEc:fip:fedfel:y:2010:i:aug9:n:2010-24

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Related research

Keywords: Recessions ; Index numbers (Economics);

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Cited by:
  1. 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.

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