Modeling the Next Recession

Published on
February 3rd, 2020
Duration
31 minutes


Modeling the Next Recession

The Expert View ·
Featuring Tian Yang

Published on: February 3rd, 2020 • Duration: 31 minutes

When will the next US recession begin — and how might investors foresee its arrival? Tian Yang, Head of Research at Variant Perception, breaks down his model for detecting the signals that a significant decline in economic activity is imminent. Yang explains how his framework differs from traditional, longer-term econometric forecasting models and walks through his process using historical data. Using the data series, Yang unpacks how unrevised leading economic indicators can telegraph regime "jumps" and the role of uncertainty caused by reflexivity or positive feedback loops. Filmed on January 22, 2020 in London. You can find the attached report from Variant Perception here- http://variantperception.com/realvision