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Social and Behavioral Sciences Commons™
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Articles 1 - 3 of 3
Full-Text Articles in Social and Behavioral Sciences
Yield Spreads And Business Cycle Downturn Predictability Across Texas, 1991-2018, Aaron Dodson Nazarian, Steven L. Fullerton, Thomas M. Fullerton Jr.
Yield Spreads And Business Cycle Downturn Predictability Across Texas, 1991-2018, Aaron Dodson Nazarian, Steven L. Fullerton, Thomas M. Fullerton Jr.
Border Region Modeling Project
This study analyzes Texas state and metropolitan economic downturn predictability. Publicly available Federal Reserve Bank of Dallas dynamic factor business cycle indices are used in the analysis. Sample data cover Texas and nine of its largest metropolitan economies from January 1991 through May 2018. Dynamic autoregressive profit downturn models are estimated using the United States yield spread plus other regional and macroeconomic variables. Predictive accuracy is analyzed using in-sample model simulations. Results indicate that narrowing yield spreads, real peso appreciation, and oil price declines are generally found to increase recession likelihoods. Varying lag structures and equation specifications indicate that the …
Highlights From The Borderplex Economic Outlook To 2022, Thomas M. Fullerton Jr., Steven L. Fullerton
Highlights From The Borderplex Economic Outlook To 2022, Thomas M. Fullerton Jr., Steven L. Fullerton
Border Region Modeling Project
No abstract provided.
Borderplex Pandemic Monitor, Thomas M. Fullerton Jr., Steven L. Fullerton
Borderplex Pandemic Monitor, Thomas M. Fullerton Jr., Steven L. Fullerton
Border Region Modeling Project
No abstract provided.