Public Sector Economics

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Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations*



Tihana Škrinjarić
Article   |   Year:  2023   |   Pages:  1 - 39   |   Volume:  47   |   Issue:  1
Received:  June 1, 2022   |   Accepted:  November 3, 2022   |   Published online:  March 6, 2023
Download citation        https://doi.org/10.3326/pse.47.1.1       


Figure 1
Composite indicator construction steps
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Table 1
Variables used in Plašil et al. (2015) for FCI indicator
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Table 2
List of variables used in the cyclogram (and +)
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Table 3
Summary of the three main approaches for composite indicator construction
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Table 4
Summary of two FCI variants
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Figure 2
Selected FCI indicators and their dynamics
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Table 5
Cyclogram variants for Croatian case
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Figure 3
Cyclogram variants from table 5
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Table 6
Best indicators chosen for d-SRI calculation
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Figure 4
d-SRI indicator variants
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Table 7
Variants of PCA aggregation
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Figure 5
Composite indicators based on PCA aggregation
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Table 8
Weights assignment based on errors type 1 and 2
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Figure 6
OI indicator, based on weights in table 8, and equal weights
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Figure 7
Structure of OI indicator, number of variables exceeding referent value, equal weights
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Figure 8
OI indicator, weights from table 8 and equal weights, median value for thresholds
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Figure 9
Geometric mean and RMS approaches of aggregating data
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  March, 2023
I/2023
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