Predictive Analysis of the Yield Curve – The yield curve has predicted nearly all of the recessions.
by presaging I usually follow the yield curve fairly closely (10 Year T-note minus the 2 Year T-note) as it is usually a good predictor for recessions. Utilizing regression models, seasonal fluctuation models, MA(200), and one of my most trusted models that I usually keep the p-value close to 95.6% on with a 2-4% error … Read more