Articles by jb.hasse

Predicting future recessions

January 21, 2022 | jb.hasse

Even if this sounds incredible, yes, we can predict future recessions using a couple of time series, some simple econometric models, and … R !  The basic idea is that the slope of the yield curve is somewhat linked to the probability of future recessions. In other words, the difference between the ...
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Monitoring systemic risk with R

August 17, 2021 | jb.hasse

Hi everyone ! This is my very first post… many researchers / students / practitioners from all over the world write to me regularly about my R package SystemicR. I’m glad to contribute to the community but questions about data management and plotting often come up. I guess that the package notice ... [Read more...]

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