zen0fall/RecessionProbabilityCalculator

The goal of this notebook is to test if treasury spreads 10Y-2Y, 10Y-3M along with SPX and VIX are successful in indicating impending economic recession. This concept is based on paper: https://www.frbsf.org/economic-research/publications/economic-letter/2018/march/economic-forecasts-with-yield-curve/

语言：Jupyter Notebook · GitHub 星标：4 · Fork：1

话题：data · learning · machine · science

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