​We apply several tests to the underlying inflation metrics used in practice by central banks and/or proposed in the scientific literature, in an attempt to find the best-performing indicators. We find that although there is no single best measure of underlying inflation, indicators calculated...

Customer data is particularly valuable in the digital economy. Customer transactions monitored by banks, payment systems, and retail platforms are a useful source of information in assessing potential borrowers’ credit risk. Thus, the dominant player in a payment or deposit market, behaving...

Real-time assessment of quarterly GDP growth rates is crucial for evaluation of economy's current perspectives given the fact that respective data is normally subject to substantial publication delays by national statistical agencies. Large information sets of real-time indicators which could be...