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The rising uncertainty in financial markets in the last 40 years has led to the creation of new financial indices that will enable these uncertainties to be defined and measured. For this purpose, the first volatility index created was the VIX Index as an indicator of uncertainty in the stock...
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This research paper introduces a methodology to assess the robustness of the Global Innovation Index (GII), by comparing the rankings provided in it with those achieved using alternative data-driven methodologies such as data envelopment analysis (DEA) and principal component analysis (PCA)....
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a new indicator, named World steel production, and compare it to other existing indicators, precisely the Kilian's index … of global real economic activity and the index of OECD World industrial production. We develop an econometric approach … based on desirable econometric properties in relation to the quarterly measure of World or global gross domestic product to …
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