Comments for Oh, JT! http://ohjt.wordpress.com Life, In Its Undiscovered Angles. Tue, 25 Nov 2008 13:58:18 +0000 http://wordpress.com/ hourly 1 Comment on TBT Again by Badonkadonk http://ohjt.wordpress.com/2008/11/20/tbt-again/#comment-31 Badonkadonk Tue, 25 Nov 2008 13:58:18 +0000 http://ohjt.wordpress.com/?p=64#comment-31 The yield spread is able to predict the probability of recessions fairly accurately. More specifically, when there is an inverted yield curve (the long term yield is lower than the short term yield), there will be a high probability of recession after the next four quarters. So as long as the yield curve is still inverted, chances of recovery are dismal. But then again, it will be interesting to test such a hypothesis on a country that runs on exchange rate policy like Singapore. So far, the predictability has been fairly accurate for most first world countries as well as developing countries. If you could provide me with substantial data on the historical 3 month bond yields and 10 year bond yields, I can run this quickly through my probit models. The yield spread is able to predict the probability of recessions fairly accurately. More specifically, when there is an inverted yield curve (the long term yield is lower than the short term yield), there will be a high probability of recession after the next four quarters. So as long as the yield curve is still inverted, chances of recovery are dismal. But then again, it will be interesting to test such a hypothesis on a country that runs on exchange rate policy like Singapore. So far, the predictability has been fairly accurate for most first world countries as well as developing countries. If you could provide me with substantial data on the historical 3 month bond yields and 10 year bond yields, I can run this quickly through my probit models.

]]> Comment on Money Brought Me Back by mingfeng http://ohjt.wordpress.com/2008/11/16/money-brought-me-back/#comment-28 mingfeng Tue, 18 Nov 2008 21:16:40 +0000 http://ohjt.wordpress.com/?p=45#comment-28 heya good luck. let's see what happens in 5 years! heya good luck. let’s see what happens in 5 years!

]]> Comment on Money Brought Me Back by Sue Massey http://ohjt.wordpress.com/2008/11/16/money-brought-me-back/#comment-22 Sue Massey Sat, 15 Nov 2008 21:01:39 +0000 http://ohjt.wordpress.com/?p=45#comment-22 I discovered your homepage by coincidence. Very interesting posts and well written. I will put your site on my blogroll. :-) I discovered your homepage by coincidence.
Very interesting posts and well written.
I will put your site on my blogroll.
:-)

]]> Comment on Money Brought Me Back by Allen Taylor http://ohjt.wordpress.com/2008/11/16/money-brought-me-back/#comment-21 Allen Taylor Sat, 15 Nov 2008 21:00:20 +0000 http://ohjt.wordpress.com/?p=45#comment-21 Nice writing. You are on my RSS reader now so I can read more from you down the road. Allen Taylor Nice writing. You are on my RSS reader now so I can read more from you down the road.

Allen Taylor

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