On the Analysis and Prediction of Recessions in the USA

This chapter explores recessions in the United States of America. Datasets are collected from a variety of locations including the Federal Reserve Economic Data (FRED) and from the website of Yale professor and Nobel laureate Dr. Robert J. Shiller. A classifier model is constructed which predicts recessions and this model is analyzed for useful insights.

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Real S&P Composite Moving Average

Recently, I have been experimenting with windowing functions for time series data. While trying out my code, I came up with a nice and (somewhat) thought-provoking plot.

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