The growth signal in the FactSet economic regime model is derived from the monthly percentage change in the U.S. OECD Composite Leading Indicator (CLI).

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)

• U.S. location
• Composite Leading Indicator concept