Sure! From Rashed Ahmed and Menzie Chinn, simply printed within the Journal of Cash, Credit score and Banking.
This paper was beforehand mentioned on this submit; the revised (August 2023) model is right here.
The international time period unfold (vs. US) is proven beneath. (The international unfold is the US commerce weighted unfold utilizing long run and brief charges tabulated by the Dallas Fed, however lately is near the Ahmed-Chinn international time period unfold used within the paper.)
Determine 1: US 10yr-3mo time period unfold (blue), international lengthy term-3 month time period unfold (pink). NBER outlined peak-to-trough recession dates shaded grey. Supply: Treasury through FRED, Dallas Fed DGEI, NBER and creator’s calculations.
