Category Archives: Market Commentary

Recession Model Forecast: 01-01-2020

Before I update the recession forecast, I want to share some new developments. First, I have decided not to return to teach in the MBA program at Carolina next year. I had hoped that teaching part-time would still allow me … Continue reading

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Recession Model Forecast: 12-01-2019

The following article updates the diffusion indices, recession slack index, aggregate recession model, and aggregate peak-trough model through November 2019. The current 26-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Recession Model Forecast: 11-01-2019

The following article updates the diffusion indices, recession slack index, aggregate recession model, and aggregate peak-trough model through October 2019. The current 26-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Recession Model Forecast: 10-01-2019

The following article updates the diffusion indices, recession slack index, aggregate recession model, and aggregate peak-trough model through September 2019. The current 26-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Recession Model Forecast: 09-01-2019

As I mentioned last month, I will be teaching the MBA derivatives class again for the University of North Carolina’s Kenan-Flagler Business School (KFBS). I reduced my teaching schedule this year to a single MBA derivatives class, which begins next … Continue reading

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Recession Model Forecast: 08-01-2019

In addition to my full-time proprietary trading and research efforts, I have been teaching part-time as a Professor of the Practice at University of North Carolina’s Kenan-Flagler Business School. I taught four courses in the 2018-2019 academic year: one full-year … Continue reading

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Recession Model Forecast: 07-01-2019

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through June 2019. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Recession Model Forecast: 06-01-2019

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through May 2019. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment