Forecasting recessions using the yield curve

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The Yield Curve and the Macro-economy across Time and Frequencies" (Cef.up Working Paper nº. 2010-04, July 2010) (2012, methodology): “…which is consistent with the structural break in continuous regressions of the yield slope on output growth (with a forecast breakdown) detected, with alternative methods and/or data, by, e.g., Pace (2012), Chauvet and Potter (2002, 2005), Haubrich and Dombrosky (1996), and Dotsey (1998).”
Dynamic Probit Models and Financial Variables in Recession Forecasting (2010, methodology): “In recession forecasting the probability of continued expansion (a time period where the economy is in an expansionary state every month) is of particular interest (see Chauvet and Potter, 2005).”