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Machine Learning, the Treasury Yield Curve and Recession Forecasting
1 I. Introduction It is well documented that an inverted Treasury yield
URL: https://www.federalreserve.gov/econres/feds/files/2020038pap.pdf
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FRB: March 2006 Statistical Supplement--Commercial Banks in the United States, Assets and Liabilities--Continued
1,006.0 1,017.2 1,016.7 1,009.9 996.7 996.9 1,014.8 1,054.8 1,032.8 1,034.1...1,006.5 1,076.6 1,085.8 1,094.2 1,100.1 1,110.8 1,117.2 1,129.3 1,125.9
URL: https://www.federalreserve.gov/pubs/supplement/2006/03/table1_26c1.htm
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FRB: February 2004 Statistical Supplement--Federal Reserve Open Market Transactions
1.17 Federal Reserve Open Market Transactions 1 Millions of dollars Type...1 Gross purchases 8,676 15,503 21,421 3,543 1,684 1,032 808 981 780 880
URL: https://www.federalreserve.gov/pubs/supplement/2004/02/table1_17.htm
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FRB: December 2006 Statistical Supplement--Foreign Transactions in Securities
1,050 45 Middle East Oil Exporters 1 4,353 1,810 6,136 1,041 1,030 369...1,529 2,319 1,869 1,367 74 Hong Kong 5,714 11,012 11,784 1,098 1,366 1,140
URL: https://www.federalreserve.gov/pubs/supplement/2006/12/table3_24p1.htm
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FRB: February 2007 Statistical Supplement--Domestic Finance Companies, Owned and Managed Receivables
1 Total 1,613.7 1,783.9 1,898.1 1,969.1 1,977.2 1,991.1 2,001.5 2,005.2...2.1 2.0 .1 .1 .1 .1 .1 .1 .1 33 Equipment 22.1 23.6 24.4 15.2 16.8 16.3
URL: https://www.federalreserve.gov/pubs/supplement/2007/02/table1_52.htm
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FRB: November 2008 Statistical Supplement--Foreign Exchange Rates and Indexes of the Foreign Exchange Value of the U.S. Dollar
1.9461 1.6863 1.6585 1.6179 1.5900 1.6127 1.8031 3 Canada/dollar 1.2115...1.2449 1.2563 1.3711 1.5754 1.5554 1.5562 1.5759 1.4955 1.4342 7 Hong
URL: https://www.federalreserve.gov/pubs/supplement/2008/11/table3_28.htm
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Federal Reserve Board - A New Dataset of Macroprudential Policy Governance Structures Accessible Data
1 0 1 3 3 2 10 2 4 0 0 Defacto FSC 1 0 0 0 0 1 1 1 0 1 0 1 1 2 0 0 0 Return...1 0 1 1 Formal FSC 4 6 14 5 1 0 1 1 Defacto FSC 2 2 3 2 0 0 0 0
URL: https://www.federalreserve.gov/econres/notes/ifdp-notes/new-dataset-of-macroprudential-policy-governance-structures-accessible-20171107.htm
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FRB: November 2005 Statistical Supplement--Federal Reserve Banks, Condition and Federal Reserve Note Statements
1,825 1,827 1,829 1,832 1,834 1,830 1,827 1,834 16 Other assets 39,143...1,452,707 1,465,456 1,470,140 1,467,743 1,469,799 1,437,623 1,457,526
URL: https://www.federalreserve.gov/pubs/supplement/2005/11/table1_18.htm
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FRB: July 2006 Statistical Supplement--New Security Issues, State and Local Governments
1,929 2,202 1,384 1,890 1,803 477 2,806 10 Utilities and conservation ...1,468 2,418 1,845r 1,708 1,555 2,051 2,471 1,959 13 Other purposes 97,736
URL: https://www.federalreserve.gov/pubs/supplement/2006/07/table1_45.htm
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g17rev00.10.2000
a.m. (EST) December 5, 2000 Industrial Production and Capacity Utilization...0.1 percentage point, to 82.4 percent for 2000:Q3 (chart 1 and table 1
URL: https://www.federalreserve.gov/releases/G17/g17rev.pdf
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