Weekly Composite Economic Indicators - InterMarket Research ...

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Figure 7.
YRI WEEKLY LEADING ECONOMIC INDEX*
(index = 100 on 1/10/1997)
YRI Weekly Leading Index
(4-week moving average)
ECRI Weekly Leading Index
73 75 77 79 81 83 85 87 89 91 93 95 97 99 01 03 05 07 09 11 13 15
* Includes S&P 500, CRB raw industrials spot price index, initial unemployment claims, and high yield corporate bond spread (data starts on
January 10, 1997).
Source: Yardeni Research, Standard & Poor’s Corporation, US Department of Labor, Commodity Research Bureau, US Treasury, Bank of America
Merrill Lynch, and Haver Analytics.
Figure 8.
- YRI Leading Economic Index (LEI) -
YRI LEADING ECONOMIC INDEX COMPONENTS*
(index=100 on 1/10/1997)
S&P 500
CRB Raw Industrials Spot Price Index
Inverse Initial Unemployment Claims
Inverse High Yield Corporate Spread
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73 75 77 79 81 83 85 87 89 91 93 95 97 99 01 03 05 07 09 11 13 15
* For S&P 500, CRB raw industrials spot price index and high yield corporate spread, the weekly values are obtained by averaging the daily values
over the 5-day week.
Source: Yardeni Research, Standard & Poor’s Corporation, US Department of Labor, Commodity Research Bureau, US Treasury, Bank of America
Merrill Lynch, and Haver Analytics.
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Yardeni Research, Inc.
www.yardeni.com
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