Inflation & Monetary Policy

CPI / HICP inflation · %

hicp_inflation · canonical_annual

Incomplete coverage / unavailable countries: Serbia

CPI / HICP inflation · %

hicp_inflation · historical_annual

No matching verified records in this selection.

Incomplete coverage / unavailable countries: Poland, Hungary, Czechia, Slovakia, Germany, Romania, Slovenia, Serbia, Austria, Croatia

Unemployment rate · %

unemployment_rate · canonical_annual

Incomplete coverage / unavailable countries: —

Annual HICP inflation

hicp_annual_rate · high_frequency

Incomplete coverage / unavailable countries: —

Annual HICP inflation

hicp_annual_rate · historical_monthly

No matching verified records in this selection.

Incomplete coverage / unavailable countries: Poland, Hungary, Czechia, Slovakia, Germany, Romania, Slovenia, Serbia, Austria, Croatia

Industrial production (seasonally and calendar adjusted)

industrial_production_index · high_frequency

Incomplete coverage / unavailable countries: —

Industrial production (seasonally and calendar adjusted)

industrial_production_index · historical_monthly

No matching verified records in this selection.

Incomplete coverage / unavailable countries: Poland, Hungary, Czechia, Slovakia, Germany, Romania, Slovenia, Serbia, Austria, Croatia

Monthly unemployment (seasonally adjusted)

unemployment_rate_monthly · high_frequency

Incomplete coverage / unavailable countries: Serbia

Monthly unemployment (seasonally adjusted)

unemployment_rate_monthly · historical_monthly

No matching verified records in this selection.

Incomplete coverage / unavailable countries: Poland, Hungary, Czechia, Slovakia, Germany, Romania, Slovenia, Serbia, Austria, Croatia

Central bank policy rate

policy_rate · macro_drivers

Incomplete coverage / unavailable countries: —

Central bank policy rate

policy_rate · historical_monthly

No matching verified records in this selection.

Incomplete coverage / unavailable countries: Poland, Hungary, Czechia, Slovakia, Germany, Romania, Slovenia, Serbia, Austria, Croatia

Bilateral FX: local currency per EUR

bilateral_fx_local_per_eur · macro_drivers

Incomplete coverage / unavailable countries: Slovakia, Germany, Slovenia, Austria, Croatia

Bilateral FX: local currency per EUR

bilateral_fx_local_per_eur · historical_monthly

No matching verified records in this selection.

Incomplete coverage / unavailable countries: Poland, Hungary, Czechia, Slovakia, Germany, Romania, Slovenia, Serbia, Austria, Croatia

Long-term government bond yield

long_term_government_yield · macro_drivers

Incomplete coverage / unavailable countries: Serbia

Long-term government bond yield

long_term_government_yield · historical_monthly

No matching verified records in this selection.

Incomplete coverage / unavailable countries: Poland, Hungary, Czechia, Slovakia, Germany, Romania, Slovenia, Serbia, Austria, Croatia

Serbia CPI annual index (SORS; not HICP)

cpi_annual_index · serbia_sors

No matching verified records in this selection.

Incomplete coverage / unavailable countries: Poland, Hungary, Czechia, Slovakia, Germany, Romania, Slovenia, Austria, Croatia

Regional unemployment rate

regional_unemployment_rate · regional_current

No matching verified records in this selection.

Incomplete coverage / unavailable countries: Poland, Hungary, Czechia, Slovakia, Germany, Romania, Slovenia, Serbia, Austria, Croatia

Regional unemployment rate

regional_unemployment_rate · regional_history

No matching verified records in this selection.

Incomplete coverage / unavailable countries: Poland, Hungary, Czechia, Slovakia, Germany, Romania, Slovenia, Serbia, Austria, Croatia

Macro-driver exploration

active

Explore the role, timing, orientation, transformation and identification status of official macro-driver data.

Existing limitation

• Data exploration only: no causal effects, forecasts, risk scores or shock responses.

Monetary-policy shock identification

active

Display frozen validated MP / CBI decompositions using median sign restrictions and the pinned Jarociński–Karadi author reference.

Existing limitation

• Identification within the JK framework does not imply an objectively true shock.
• This entry displays frozen results and does not rerun PCA, rotations or shock identification.

Local Projections

active

Display frozen JK MP / CBI shocks in country-specific joint-shock, lag-augmented Local Projections, estimated on a common sample across all horizons.

Existing limitation

• Pointwise intervals apply to a single horizon; sup-t simultaneous bands address joint coverage of the displayed path.
• Bias correction remains registered but not run (registry_only).
• Finite-sample simulation is not a bias estimate for the real data. Shock concentration is not a validity test.
• Non-euro-country results represent external ECB spillovers. CBI 0.25 is a numerical normalisation only.
• This single-country method does not provide Panel LP, state dependence, SVAR or BVAR. Cross-country responses may be placed side by side descriptively, not formally ranked.

Panel Local Projections

active

Estimate dynamic responses and pointwise differences for a fixed four-country euro group and a fixed four-country non-euro group using common ECB MP / CBI shocks, lag augmentation and month-clustered inference.

Existing limitation

• Eight countries do not provide eight independent shocks. Panel rows are not independent shock observations.
• Results represent only this platform's fixed four-country euro group and four-country non-euro group, not the entire region.
• Only pointwise inference by horizon is provided. The studied cross-horizon procedure did not meet the 95% joint-coverage gate; joint confidence bands and whole-path significance tests are unavailable.
• Formal country-to-country difference tests remain registry_only.
• IK small-sample correction remains registry_only because of applicability limits in the author's two-shock branch.
• Croatia is excluded for the 2023 euro-entry regime break; Serbia for insufficient common monthly coverage.
• Results do not enter the country-ranking matrix and do not replace frozen single-country LP.

Reduced-form VAR

active

Country-specific monthly reduced-form VAR workflow: transformation, stationarity checks, lag selection, estimation, stability and residual diagnostics. Coefficient estimation is available for eligible specifications; formal dynamic responses remain unavailable. Insufficient data in one country do not block others.

Existing limitation

• Reduced-form innovations are not identified economic shocks; dynamic responses are not causal effects.
• Orthogonalised IRFs depend on variable ordering. Cholesky ordering is not structural identification.
• The current formal baseline dynamic-response-ready country count is zero. Formal IRF publication is unavailable.
• The existing h=12 adjusted Portmanteau production gate is retained. The v1.85 synthetic study did not validate the preregistered finite-sample gate for the joint lag-selection and residual-diagnostic procedure. Layer B rejection rates describe that joint procedure, not pure diagnostic size. No replacement passed the same gate; this edition neither replaces the gate nor activates formal IRFs.
• Orthogonalised reduced-form responses may be output only when dynamic-response readiness is satisfied.
• Readiness is assessed separately by country, variable set, window and transformation. Countries failing the complete gate remain unavailable.

Structural VAR

registry_only — not runnable

An interface for structural shock identification requiring an explicit identification strategy.

Existing limitation

• Not run in this edition; registry_only is unchanged.
• Cholesky ordering does not automatically provide structural identification.