The average duration of economic regimes in the empirical model is approximately four months, with specific averages of 4.7 months for 'Growing,' 4.5 months for 'Stagflation,' 3.6 months for 'Slowing,' and 3.5 months for 'Heating.'

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 (4)

• heating concept
• Slowing concept
• Growing concept
• economic regimes concept