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United States: Yield curve inversions and recessions

4 April 2022 11:08 RaboResearch
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Yield curve inversions are often seen as warning signals of a recession, but a statistical analysis suggests that these signals should be interpreted with care. We provide the thresholds that would indicate a probability of a recession higher than 50%.

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Marketing communication / Non-Independent Research. This publication is issued by Coöperatieve Rabobank U.A., registered in Amsterdam, and/or any one or more of its affiliates and related bodies corporate (jointly and individually: “Rabobank”). Coöperatieve Rabobank U.A. is authorised and regulated by De Nederlandsche Bank and the Netherlands Authority for the Financial Markets. Read more