Do Term Spreads Predict Recessions? Lessons from a Meta-Analysis

This dataset contains the compiled meta-analysis data for the study "Do Term Spreads Predict Recessions? Lessons from a Meta-Analysis." The Excel file includes data extracted and compiled from multiple peer-reviewed studies examining the relationship between term spreads and economic recessions. The dataset comprises the following key variables: · Study characteristics: Author, publication year, journal, and impact factor · Time period information: Study period start and end years, data frequency · Sample information: Sample sizes · Methodology: Country, regression lag length, number of regressors, and regressor names · Results: Regression coefficients, standard errors, and pseudo R-squared values · Recession definition and measurement approaches used in each study This data enables the meta-analytic evaluation of whether term spreads can reliably predict economic recessions across different studies, methodologies, and time periods.