The authors propose an economic regime model that utilizes two macro signals: the U.S. Composite Leading Indicator (CLI) from the Organization for Economic Cooperation and Development (OECD) and the U.S. inflation index CPI-U from the Bureau of Labor and Statistics (BLS).

Authors

• Person: Ivan Vratzov Organization: FactSet
  Mapping Asset Returns to Economic Regimes: A Practical Investor's ...

Sources

• Mapping Asset Returns to Economic Regimes: A Practical Investor's ... insight.factset.com Ivan Vratzov · FactSet via serper

Referenced by nodes (2)

• Organisation for Economic Co-operation and Development entity
• U.S. Bureau of Labor Statistics entity