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The Yield Curve as a Recession Leading Indicator. An Application for Gradient Boosting and Random Forest
Cadahia Delgado, Pedro; Congregado Ramírez de Aguilera, Emilio; Golpe Moya, Antonio Aníbal
; Vides González, José Carlos (Universidad Internacional de La Rioja, 2022)
Most representative decision-tree ensemble methods have been used to examine the variable importance of Treasury term spreads to predict US economic recessions with a balance of generating rules for US economic recession ...