Search Results - subject_exact:"Lagging indicator"

International comparison program : 2021 cycle in Latin America and the Caribbean : methodological document and main results

De Camino, Claudia; Infante, Lady Viviana - 2026

Comparison of economies is essential for public policymaking but considerably hindered by the fact that statistics expressed in local currencies are not directly comparable. Market exchange rates give a distorted view, as they do not reflect the differences in price levels between countries.To...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015617258

Approach to estimating confidence intervals for a business cycle

Martinez-Rivera, Wilmer; Hernandez-Bejarano, Manuel Dario - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015617579

A predictive analytics approach for forecasting global stock index returns using deep learning techniques

Hu, Liang; Shen, Yinru - 2026

Accurately predicting stock index returns remains a critical yet complex task due to the inherent volatility of financial markets and the intricate temporal dependencies within financial time series. This study presents a robust machine learning framework to forecast the relative returns of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654339

Smog, not lights : tracking Bolivia's 2024-2026 recession from space

Hernani-Limarino, Werner; Eid, Ahmed - 2026

Nighttime lights are the standard satellite proxy for economic activity, but they fail to detect recessions. On a 2020-2024 panel of nine Bolivian departments, VIIRS lights match the sign of PIB growth 78 percent of the time during expansions but only 39 percent during contractions - worse than...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654701

Forecasting Kazakhstan's GDP based on a dynamic factor model with regularization

Akhmet, Alisher - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609234

System of non-financial performance indicators in the manufacturing sector

Subačienė, Rasa; Arbidane, Iluta; Mietule, Iveta; … - 2026

The growing demand for transparency in sustainability reporting has compelled enterprises to look far beyond the boundaries of classical financial ratios when assessing their own performance. Environmental, social, and governance (ESG) indicators have dominated recent academic debate-primarily...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611755

Macroeconomic determinants of unemployment in Kazakhstan : an ARDL approach

Kakizhanova, Tolkyn; Kabylkairatkyzy, Ryszhan; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614116

The credit gap as a real-time early warning indicator of financial imbalances : a South African perspective

Msiska, Wongani; Sikhosana, Ayanda; Vermeulen, Cobus - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015615329

Using subjective well-being as a headline indicator in dashboards to track human progress

Burger, Martijn J.; Courchesne, Sarah; Greyling, Talita; … - 2026

Gross Domestic Product (GDP) has long been used as a proxy for human progress, despite growing recognition of its limitations. Recently, numerous "beyond GDP" initiatives have emerged, promoting multidimensional dashboards to assess quality of life. However, these often lack a clear headline...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015615638

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Using subjective well-being as a headline indicator in dashboards to track human progress

Burger, Martijn J.; Courchesne, Sarah; Greyling, Talita; … - 2026

Book / Working Paper

Using subjective well-being as a headline indicator in dashboards to track human progress

Burger, Martijn J.; Courchesne, Sarah; Greyling, Talita; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015615393

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Using subjective well-being as a headline indicator in dashboards to track human progress

Burger, Martijn J.; Courchesne, Sarah; Greyling, Talita; … - 2026

Book / Working Paper

Looser, tighter, clearer : a new Financial Conditions Index for the euro area

Bletzinger, Tilman; Martorana, Giulia; Mistak, Jakub - 2026

Financial Conditions Indices (FCIs) are a widely used tool for assessing the broader monetary policy stance beyond the central bank's direct control. This paper presents a novel vector autoregressive (VAR) model that includes key macroeconomic variables and maps financial variables into a single...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015606834

Macroeconomic indicators and market index interactions in the United States : an empirical analysis

Ahmad Monir Abdullah; Syahidah Hanis Meor Rithuan; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620142

Can the Sahm rule indicator signal recession in OECD countries?

Miyahara, Takashi - 2026

Labour market indicators are widely used to identify recessions, with the Sahm rule – based on changes in unemployment rate – valued for its simplicity and timeliness in the United States. Its effectiveness elsewhere, however, remains uncertain. This study examines whether the Sahm rule can...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015629646

The OECD.AI Index

2026

The OECD.AI Index provides governments with a robust framework to measure national AI capabilities and track progress in implementing the OECD AI Recommendation. Using a composite measurement framework, the Index combines existing AI-specific indicators from the OECD.AI Policy Observatory with...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015630421

A new core inflation indicator for Kazakhstan

Tolepbergen, Alisher - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015638666

A comparative analysis of macroeconomic divergences between Nordic and Anglo-Saxon economies

Nicolae, Florin-Laurențiu; Macari, Adelina; Lazăr, … - 2026

This paper analyses the macroeconomic differences between the Nordic countries (Sweden, Denmark, Norway, and Finland) and the Anglo-Saxon countries (USA, UK, Canada, and Australia), focusing on the evolution of GDP, the policy rate, and inflation. Furthermore, financial market performance was...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015639907

Index of the cycle of money : the case of Cyprus

Challoumis, Constantinos; Eriotis, Nikolaos; Vasiliou, … - 2026

This research aims to evaluate the effectiveness of monetary circulation in Cyprus by applying the Index of the Cycle of Money, derived from the Theory of the Cycle of Money. The analysis focuses exclusively on the Cypriot economy over the period of 2012-2017, a timeframe marked by severe...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015643079

Mapping provincial heterogeneity in the Philippines : a cluster analysis of climate and macroeconomic indicators

Miral, Ramona Maria L.; Rivera, John Paolo R. - 2026

We examine provincial heterogeneity in the Philippines by integrating climate, macroeconomic, and fiscal indicators within a unified framework. Moving beyond regression-based approaches, it applies k-means clustering to identify natural groupings of provinces based on combined...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015643971

Sustainable development goals : indicators for Norway : statistical annex to the Norwegian voluntary national review 2026

2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015650727

News-based inflation expectations : LLM-assisted measurement and forecasting

Tanisa Tawichsri; Suppawong Tuarob; Nuwat Nookhwun; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015650750

Do technical indicators enhance the predictability of the equity market risk premium? : evidence from Korea

Lee, Hyunah; Chun, Sungju - 2026

Prior empirical studies suggest that technical indicators may contain information useful for predicting the equity market risk premium and may complement forecasting models based on macroeconomic variables. This paper examines the predictive power of technical indicators in conjunction with...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652076

Geringer CO₂-Fußabdruck bei Krediten, jedoch hoher CO₂-Fußabdruck bei Wertpapieren österreichischer Banken

Zhan, Jun Chao - 2026

Banken finanzieren den Übergang zur Klimaneutralität durch Kredite und Wertpapierinvestitionen. Dabei sind sie selbst indirekt Risiken ausgesetzt, wenn ihre Geschäftspartner es nicht schaffen, ihre CO2-Emissionen zu senken. Die jährlich von der EZB veröffentlichten "Carbon Emission...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652270

Economic trends in the Western Balkans, Moldova, Türkiye, Ukraine and Russia : economic resilience tested by geopolitical and structural challenges

Hildebrandt, Antje; Beckmann, Elisabeth; Lahnsteiner, … - 2026

Overall economic activity in non‑EU countries in Central, Eastern and Southeastern Europe (CESEE) has remained resilient, although most economies recorded slower growth in 2025 compared with the previous year. Looking ahead, new challenges are emerging for 2026. The war in the Middle East is...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652275

From data to impact : measuring progress through disaggregated SDG indicators

2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015637320

Forecasting inflation : the sum of the cycles outperforms the whole

Verona, Fabio - 2026

Inflation dynamics reflect forces operating at different cycles, from short-lived shocks to longterm structural trends. We introduce the sum-of-the-cycles (SOC) method, which exploits this multifrequency structure of inflation for forecasting. SOC decomposes inflation into cyclical components,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015560827

An extended score-driven dynamic factor model : constructing composite indices in turbulent times

Artemova, Mariia; Dijk, Dick van; Vladimirov, Evgenii - 2026

We propose an extended score-driven (ESD) dynamic factor model (DFM) that can accommodate non-Gaussian innovations, nonlinear factor dynamics, and timevarying volatility. The main novelty of our model is a state equation that includes both lagged and contemporaneous scores, implying that factors...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015667751

Optimal text-based time-series indices

Ardia, David; Bluteau, Keven - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015667961

A composite financial conditions index for Türkiye : construction, dynamics, and policy implications

Pestere-Akcay, Müge; Durusu-Ciftci, Dilek - 2026

This study investigates how financial conditions influence inflation dynamics in Türkiye through distinct transmission channels and how these effects vary across CPI sub-expenditure groups. Using principal component analysis, we construct new financial conditions indices from quarterly data...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668292

IMD Latin America and Caribbean prosperity rating 2026

2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015670194

Employment indicators 2000 – 2025 : June 2026 update

2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015677779

Factor model based regional indices

Bhattacharjee, Arnab; Silva Gomes, Eliza da; Pabst, Adrian - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676168

Economy-wide capacity utilisation rate : methodological framework and application to Swiss data

Bachmann, Andreas; Steiner, Elizabeth - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015672524

Using Hills' low-income-high-cost approach to shed new light on housing and energy deprivations across EU households

Maier, Sofia; Mallol, Gemma Riera; Bornukova, Kateryna - 2026

Over the past few years, with the recovery from the COVID-19 and the global energy crisis, households in the EU have faced sharp increases in the prices of necessities such as energy and food. These pressures compound a longer-term housing affordability crisis. Despite the abundance of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015633274

OECD Compendium of Productivity Indicators 2026

2026

The Compendium of Productivity Indicators provides an overview of recent and long-term productivity trends across OECD countries and, where possible, accession candidate countries. It decomposes aggregate productivity figures to identify the contributions of labour, capital inputs, and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015677108

A measure of care : how countries strive to move beyond GDP and capture the value of invisible work

Bizikova, Livia; Atiq, Hajra; D'Alessandre, Vanessa; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613980

A composite indicator of systemic risk related to the Italian financial cycle

Moller, Luca - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016061396

Erkennen von Expansionsphasen mit der IW-Konjunkturampel

Grömling, Michael; Wirths, Benjamin Paul - 2026 - Stand: Mai 2026

Die IW-Konjunkturampel wurde im Jahr 2015 entwickelt, um die Vielzahl von teilweise heterogenen Konjunkturinformationen systematisch zu bündeln und in einem aussagekräftigen Gesamtbild darzustellen. Mit diesem Verfahren werden für Deutschland, die USA, China, das Vereinigte Königreich und...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015640802

Chained indices unchained : structural transformation and the welfare foundations of income growth measurement

Licandro, Omar; Vizcaino, Juan Ignacio - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016087283

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Chained indices unchained : structural transformation and the welfare foundations of income growth measurement

Licandro, Omar; Vizcaino, Juan Ignacio - 2026

Book / Working Paper

High-Frequency Indicators and GDP Nowcasting in Andorra

Comunale, Mariarosaria - 2026

High-frequency signals for Andorra were combined into a timely real-time estimate of quarterly GDP growth using a mixed-frequency nowcasting model. The resulting framework delivers a transparent, nowcast of quarterly GDP growth together with uncertainty bands. It can also be used for near-term...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016087729

Chained indices unchained : structural transformation and the welfare foundations of income growth measurement

Licandro, Omar; Vizcaino, Juan Ignacio - 2026

This paper examines how to measure welfare-relevant growth in economies undergoing structural transformation, where persistent changes in relative prices and expenditure patterns can lead to aggregation biases in standard output measures. We address this issue within a continuous-time dynamic...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016084336

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Chained indices unchained : structural transformation and the welfare foundations of income growth measurement

Licandro, Omar; Vizcaino, Juan Ignacio - 2026

Book / Working Paper

The impact of firm-level innovativeness on socioeconomic indicators : an AI-driven approach

Stundžienė, Alina; Pilinkienė, Vaida; Lukauskas, Mantas - 2026

This study examined the impact of firm-level innovativeness on socioeconomic indicators at regional and sectoral levels, using Artificial Intelligence (AI) techniques to analyze unstructured data from the websites of 32,559 companies. Using this data, an Innovation Index was constructed. The...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015667698

A new business conditions index for Malta

Bigeni, Laura; Ruisi, Germano - 2026

This paper develops a new indicator of business conditions for the Maltese economy starting in January 2001. The index is based on a mixed-frequency dynamic factor model that efficiently handles a dataset of weekly, monthly, and quarterly information, covering several aspects of the economy....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016090991

Vehicle registrations as a leading indicator of the Spanish business cycle : machine learning and classical forecasting approaches

Gragera, Rodrigo; Prieto, Rufino; Poza, Carlos - 2026

Timely identification of business-cycle turning points is essential for policymakers, firms and investors, yet traditional macroeconomic indicators are often published with considerable delays. This study examines whether vehicle registrations constitute an effective Leading Economic Indicator...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016089840

Spatially conditioned multi-directional composite indicators : assessing performance and improvement directions

Fusco, Elisa; Vidoli, Francesco; Libório, Matheus Pereira - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016091565

New early-warning indicators of macro-financial risk : a mixture-of-experts approach

Blasques, Francisco; Dunz, Nepomuk; Feyen, Erik; … - 2026

Predicting macro-financial crises in developing economies is a critical but difficult task, complicated by significant data challenges. Machine learning techniques have shown improved predictive performance relative to traditional parametric models, yet this often comes at the cost of lower...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016093509