Work in Progress: Macroeconomic Variables and Recessions

This project is all about understanding macroeconomic indicators and their relationship to periods of economic stress. In particular, I'm interested to understand if there are differences in trends between recession periods and if there are well defined relationships between different indicators. This project is in progress and will continue to be updated. I intend to transform/lag the indicators to determine how to best extract information from them; I also intend to build more robust visualizations/interactive visualizations to allow users to more fully engage with the data; and finally I am in the process of performing a literature review--currently focused on the role of unemployment in mortgage default/delinquency models, but with the possibility of opening it up to other macroeconomic indicators and models of prepayment. My data/code can be found in the github repository from the link below. Feel free to use my content, but please cite this website. If you have questions or comments, feel free to email me. I'd be happy to geek out about macroeconomic indicators with you.