Browsing Statistics Masters Theses by Author "Huang, Di"
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Predicting Recessions in the U.S. with Yield Curve Spread
Huang, Di (North Dakota State University, 2013)This paper proposes a hidden Markov model for the signal of U.S. recessions. The model uses the spread of interest rate between 10-year Treasury bond and 3-month Treasury bill, together with other financial indicators which ...