Category Archives: Recession Forecasting Model

Recession Forecasting Model

New Coronavirus Model and the Economy

I included a brief coronavirus update in my most recent recession model post, but it has since become clear that the speed, breadth, and longevity of the coronavirus will be the principal determinants of all near-term and long-term asset prices: … Continue reading

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Recession Model Forecast: 03-01-2020

Coronavirus Implications Before proceeding with the model results this month, I need to explain how and when the coronavirus (COVID-19) will affect the recession model forecasts. The coronavirus is an unprecedented, discrete, exogenous event that will severely affect the global … Continue reading

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Recession Model Forecast: 02-01-2020

I made a number of significant improvements to the recession model in January of 2020. If you missed the January recession model post, or if you would like to review the improvements to the models, please revisit the Recession Model … Continue reading

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