How to Model the Timing of a US Recession

Market experts talking about a pending US recession has been fueled by a simple analysis of the slop of the yield curve, which is widely viewed as a strong predictor of recession.

The fixed income team at Schroders have developed a 24-point model that combines a range of indicators each with a ‘best-fit’ of time to recession. In this short video Stuart Dear, Deputy Head of Fixed Income at Schroders, provides an example of how their recession modelling works and explains what it is telling them right now.

To watch the complete video, click below:

Related: ClearShares Adds Alternative Bond ETF for Rising Rates

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