September 2019, no recession predicted - Uses Machine Learning to detect whether the United States is entering a recession

In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro varia…

Yield Spread Curve as Recession Indicator in the framework of Machine Learning "On the trails of Dragon Kings"

Code and data for the paper "Has the Recession Started?"

Código em Python para prever uma recessão nos Estados Unidos da América

Is the party over? An analysis of recessionary indicators written in Rust & TypeScript

Bear Market of 2020

Predicting economic recession in developed and developing countries using regime-switching model