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Yield Curve and Recession Forecasting in a Machine Learning Framework

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References

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2007The Yield Curve as a Predictor of U.S. Recessions190 cited

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2009

Dynamic probit models and financial variables in recession forecasting

162 cited

2005Does the Yield Spread Predict Recessions in the Euro Area?*129 cited

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2018A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting53 cited
2020Modeling and predicting U.S. recessions using machine learning techniques53 cited
2015Yield Curve Point Triplets in Recession Forecasting18 cited