markets as well as exports and imports of Germany, Greece, Ireland, Italy, Portugal and Spain. The magnitude of the proposed …

In this paper, we use index number theory to decompose changes in total interest rate due to changes in the interest … rate component and the weight component. We discuss the optimal calculation of a binary index using axiomatic index number … theory. Based on this theory we compare alternative indexes and as a result, we choose the Marshall-Edgeworth index because …

This paper presents a new macroeconomic uncertainty index for the euro area based on the unpredictable component of a … large set of macroeconomic and financial variables. The uncertainty index is less volatile than commonly used uncertainty …

undesirably large. In order to fill this gap, we have developed a composite indicator - the EU-Index - measuring the extent of … European economic integration of the EU member states. The EU-Index exhibits large heterogeneities between the member states …

In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a … financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly …

index decomposition to (1) study trends in global carbon emissions between 1995 and 2009, (2) attribute changes in carbon …

information about liquidity risk. …

In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a … financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly …