This program work is an attempt to predict the next recession. Based on the analysis of data for the last few decades, the onset and duration of the future recession was mathematically calculated. At the moment, the calculation takes place monthly on the first Monday of the month.
The calculations use input data:
* 10-Year Treasury Constant Maturity Minus 3 - Month Treasury Constant Maturity
* 10-Year Treasury Constant Maturity Minus 2 - Year Treasury Constant Maturity
* Fed Interest Rate Decisions
* Unemployment rate
* Manufacturing PMI
* S&P 500
* LIBOR interest rate