High dimensional composite index makes experts' preferences in setting weights a hard task. In the literature, one of … motivates theoretical reasons to derive the weights of the elementary indicators in a composite index when multiple components …

also found to account for trend dynamics in the Southern Oscillation Index (SOI), therefore providing support for the view … an IGARCH process. By means of a new dynamic conditional correlation model (SP-DCC), we finally document the presence of … time-varying conditional correlations relating temperature anomalies across various zones and SOI. The correlation pattern …

In this paper we calculate the Italian Cities Sustainable Development Goals (SDGs) Composite Index potentially useful … dimensions representing 16 out of 17 SDGs adopted by the United Nations at the end of September 2015, the index merges 53 … geographical and demographic heterogeneity within the country. By using the Spectral Value Decomposition technique, the index …

multilateral index number methods for computing month-to-month inflation. …