Tag Archives: aggregate peak-trough model

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