The Best Financial Indicators for Predicting a Recession Housing Starts
journal commodity
The Review of Economics and Statistics
Published By: The MIT Press
https://www. jstor .org/stable/2646728
This paper examines the out-of-sample performance of diverse fiscal variables as predictors of U.Due south. recessions. Serial such equally interest rates and spreads, stock prices, and budgetary aggregates are evaluated individually and in comparing with other financial and nonfinancial indicators. The analysis focuses on out-of-sample functioning from one to eight quarters ahead. Results show that stock prices are useful with one- to iii-quarter horizons, as are some well-known macroeconomic indicators. Beyond ane quarter, nonetheless, the slope of the yield bend emerges every bit the clear individual choice and typically performs better by itself out of sample than in conjunction with other variables.
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Source: https://www.jstor.org/stable/2646728
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