We establish nonparametric identification in a class of so-called index models using a novel approach that relies on …

We develop a programming algorithm that predicts a balanced-panel mix-adjusted house price index for arbitrary spatial …

This paper proposes an alternative formulation for the Sen-Shorrocks index of poverty intensity for survey data with … sampling weights, and decomposes the Sen-Shorrocks index into the poverty rate, the average poverty gap ratio among the poor …, and the overall Gini index of poverty gap ratios. This decomposition allows the percentage change in poverty intensity to …

Untersuchungen dieses Ansatzes mit konfirmatorischen Faktoranalysen werden Fragen zur wissenschaftlichen Verwertbarkeit des Index … diskutiert und empirisch überprüft. Als Ergebnis ist insbesondere festzustellen, dass sich die Dimensionsstruktur des Index über …

terms of foreign exchange market dynamics. An implementable financial stress index (FSI) is created and then used to … currencies) and we show that such an index has potential value in protecting a portfolio against loss during periods of stress …

This paper constructs a Global Entrepreneurship Index (GEINDEX) that captures the contextual feature of …