The capture ratio is a widely-used investment performance measure. We study the statistical problem of estimating the capture ratio based on a finite number of observations of a fund's returns. We derive the asymptotic distribution of the estimator and use it for testing whether one fund has a...

In August 2021, the share of enterprises that reported that prices for purchased products rose again became very large (81%). This provoked an increase in the corresponding diffusion index, which for the fourth time per year reached 90% – the maximum value for the past 6 years. For the rest of...

Using a novel data set based on individual resumes of public firm employees, we propose a monthly index of aggregate labor flow that measures the dynamics of firm employment. We find that the index can predict the economic outputs significantly: an increase in the index leads to greater...

Die Methode Profiling von Unternehmen analysiert die rechtliche, organisatorische und rechnungslegende Struktur von Unternehmensgruppen, um die für die Wirtschaftsstatistik relevanten Unternehmen korrekt abzugrenzen. Profiling von Unternehmen wurde in der amtlichen Statistik nach einer...

Financial and economic crises repeat themselves at indefinite intervals. As in the Great Recession (also known as Subprime Crisis) of 2007/2008 there was a bundle of events and processes that preceded it and contributed to its emergence, whether it be economic, political, or ideological. Based...

Die Methode Profiling von Unternehmen analysiert die rechtliche, organisatorische und rechnungslegende Struktur von Unternehmensgruppen, um die für die Wirtschaftsstatistik relevanten Unternehmen korrekt abzugrenzen. Profiling von Unternehmen wurde in der amtlichen Statistik nach einer...

In June 2021, the diffusion index of expected changes in incoming prices reached 97% – the highest value since 2003 and a typical level for 1993–1995. Apart from that, June can be called a very favorable month, taking into account high values of the level of capacities and labor utilization...

This paper describes work in progress on data quality, an important element of greater transparency in economic policy and financial stability. Data quality is being dealt with systematically by the IMF through the development of data quality assessment frameworks complementing the IMF's Special...

This paper focuses on the importance data issues to the analysis of growth, poverty and economic inequality. We introduce a number of major databases frequently used in applied research on growth, poverty and global and international inequality. A discussion of data quality, data consistency,...

During the early years of its existence, the National Bureau of Economic Research (NBER) assembled an extensive data set on all aspects of the pre-WWII macroeconomy. Until 1978, this data set existed only on the handwritten sheets to which the early NBER researchers copied the data from original...

This Report on the Observance of Standards and Codes-Data Module (Data ROSC) updates assessments conducted in 2010 and 2015. The updated assessments are based on the May 2012 version of the IMF's Data Quality Assessment Framework (DQAF) and cover the national accounts, government finance, and...

Yield spreads are closely linked to economic activity. Using positions data on bond futures, I document that speculators' steepening positions are associated with higher recession probabilities and lower payroll growths in subsequent months. I attribute the predictive power to speculators'...

Panama's statistical system is well established by a legal framework that generally provides the necessary authority for the collection and compilation of statistics. Panama has a well-developed macroeconomic statistical system and the government recognizes the importance of good statistics for...

The International Comparison Program (ICP) is a worldwide statistical initiative led by the World Bank under the auspices of the United Nations Statistical Commission. It produces comparable price and volume measures of gross domestic product (GDP) and its expenditure aggregates across...

The international development community has used the World Bank's Statistical Capacity Index since its inception in 2004. The Sustainable Development Goals create new challenges for national statistical systems to produce high-quality and internationally comparable data. This paper reviews...

This dataset includes main economic indicators covering a wide range of areas, such as quarterly national accounts, business surveys, retail sales, industrial production, construction, consumer prices, total employment, unemployment rates, interest rates, money and domestic finance, foreign...

This dataset includes main economic indicators covering a wide range of areas, such as quarterly national accounts, business surveys, retail sales, industrial production, construction, consumer prices, total employment, unemployment rates, interest rates, money and domestic finance, foreign...

This dataset includes main economic indicators covering a wide range of areas, such as quarterly national accounts, business surveys, retail sales, industrial production, construction, consumer prices, total employment, unemployment rates, interest rates, money and domestic finance, foreign...

This dataset includes main economic indicators covering a wide range of areas, such as quarterly national accounts, business surveys, retail sales, industrial production, construction, consumer prices, total employment, unemployment rates, interest rates, money and domestic finance, foreign...

This dataset includes main economic indicators covering a wide range of areas, such as quarterly national accounts, business surveys, retail sales, industrial production, construction, consumer prices, total employment, unemployment rates, interest rates, money and domestic finance, foreign...

"The measurement infrastructure for the production of economic statistics in the United States largely was established in the middle part of the 20th century. As has been noted by a number of commentators, the data landscape has changed in fundamental ways since this infrastructure was...

This dataset includes main economic indicators covering a wide range of areas, such as quarterly national accounts, business surveys, retail sales, industrial production, construction, consumer prices, total employment, unemployment rates, interest rates, money and domestic finance, foreign...