Monetary policy, composite leading economic indicators and predicting the 2001 recession

Article Abstract:

The performance of the two methodologies used to predict the economic recession in 2001 is evaluated. Both the methods used composite leading economic indicators for forecasting the US economic downturn. The effect of monetary policies and political uncertainty on the CLI also affects the forecasts from these methodologies.

Prediction theory

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Forecasting recessions using the yield curve

Article Abstract:

Asset prices have built in components of present yields plus future real output growth or recessions. The resultant yield curve can be utilized for predicting recessions. A model for predicting future recession probabilities based on yield curve for a given length of business cycle is presented.

Commodity & service prices, Asset & Risk Management, Asset Accounting, Prices and rates, Business cycles, Return on investment, Assets (Accounting), Rate of return, Company pricing policy

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Nowcasting quarterly GDP growth in a monthly coincident indicator model

Article Abstract:

An extension of the Stock and Watson coincident indicator model, helpful in monitoring the current state of the economy and reducing delay in Grosss Domestic Product measurement, is discussed.

Measurement, Gross domestic product

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