Yield curve can predict future growth in output

Hi Guys, 

Can anyone kindly give me a dumbed down explanation as to why the yield spread between 10-year T-bonds and 3-month T-bills narrow or become negative prior to recessions?

The CFA book explain it is due to 1) future short-term rates are expected to fall. 

I don’t understand the logic here. If T-bonds are 2% and T-bills are 0.05%; then if the rate on T-bills declined to 0.04%, the yield spread would increase from 1.95% to 1.96%?