This GitHub repository contains a data analysis pipeline for exploring, modeling, and predicting economic recessions based on a set of macroeconomic indicators. The goal of this project is to develop a method that can accurately predict recessions.
- Exploratory Data Analysis
- Github repository
- Recession Prediction
- Threshold method
- Probability method
- Machine learning method
- Findings report
- (optional) Combined framework
| Index Number | Index | DataType[unit] | Frequency | Availability |
|---|---|---|---|---|
| 1 | Inverted Yield Curve | float [Percent] | Daily | June 1976 - April 2023 |
| 2 | New Orders | int [Million Dollars] | Monthly | February 1992 - December 2022 |
| 3 | Jobless Claims | int [Claims] | Weekly | January 1967 - February 2023 |
| 4 | Building Permit | int [Thousand units] | Monthly | January 1960 - January 2023 |
| 5 | Credit Subindex | float [Billion Dollars] | Weekly | January 1971 - May 2023 |
| 6 | Consumer Sentiment | float [none] | Monthly | November 1952 - December 2022 |
| 7 | Wage and Salary Growth | float [Billion Dollars] | Monthly | January 1959 - December 2022 |
| 8 | S&P500 | float [none] | Daily | May 2013 - May 2023 |
- FRED Economic Data: https://fred.stlouisfed.org