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Menzie Chinn Profile picture
Menzie Chinn
@menzie_chinn
Professor of Public Affairs and Economics, University of Wisconsin, and Blogger at Econbrowser. All views are my own.
May 29, 2019 • 5 tweets • 3 min read
Treasury yield curve collapsing at long maturities
10yr-3mo spread today 9bps Use utterly conventional probit regression, 1967-2019m05, 10yr-3mo spread implies 40% probability #recession in May 2020. Ich denke wir sind verloren - Danke, Drumpf! (no adjustment for term premium)