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7:32
YouTube
Ryan O'Connell, CFA, FRM
What Is the Probability of a Recession? Calculate It in Excel for Free
What is the probability of a recession over the next 12 months? In this video, I walk through the NY Fed recession probability model, which uses a probit regression on the spread between the 10 Year Treasury and the 3 Month T-Bill to estimate recession odds. You'll learn how to download the free FRED add-in in Excel, pull live Treasury yield ...
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