recession-indicator

There are 8 repositories under recession-indicator topic.

  • JamesQuintero/Recession-Indicator

    September 2019, no recession predicted - Uses Machine Learning to detect whether the United States is entering a recession

    Language:Python228114

  • asaficontact/term_spread_combinations

    In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro variable. It shows that the spanning hypothesis of the term spread against a macro variable might hold true depending on the combination and component of term spread that we are taking into consideration. This project provides a mechanism through which we can identify the best combination of a term spread for creating an efficient􏰐 macro 􏰍finance model.

    Language:R8103

  • exzod/BSc-Thesis-

    Yield Spread Curve as Recession Indicator in the framework of Machine Learning "On the trails of Dragon Kings"

    Language:Jupyter Notebook4005
  • recession-indicator

    pmichaillat/recession-indicator

    Code and data for the paper "Has the Recession Started?"

    Language:MATLAB4103

  • vitorgamer58/AmericanRecessionPredict

    Código em Python para prever uma recessão nos Estados Unidos da América

    Language:Python3100

  • Jeve-Stobs/bred

    Is the party over? An analysis of recessionary indicators written in Rust & TypeScript

    Language:TypeScript1000

  • htso/bear_market

    Bear Market of 2020

    0301

  • sam14032000/recession_study

    Predicting economic recession in developed and developing countries using regime-switching model

    Language:Jupyter Notebook0200