For use in ISF 2023 course on “Modeling & Forecasting the International Dimensions”. Some Data: Term spread and growth/recession data (xlsx) Interest rates and forward rates (xlsx) Some Slides slides (I) Saturday Morning slides (II) Saturday Afternoon slides (iii) Sunday Morning slides (iv) Sunday Afternoon Some Readings: “Do Foreign Yield Curves Predict U.S. Recessions and … Continue reading Two Data Sets and Some Papers
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