Composite Indicator of Systemic Stress - CISS

Data - ECB

Info

Last observation: D: 2026-08-04 (N = 32) · M: 2025-04 (N = 19)

First observation: D: 1973-01-05 (N = 1) · M: 2000-09 (N = 15)

Last data update: 16 aoû 2026, 22:31. Last compile: 17 aoû 2026, 23:22

Structure

Overview

Code
freq_dominant <- CISS |>
  filter(!is.na(OBS_VALUE)) |>
  count(FREQ, sort = TRUE) |>
  slice(1) |>
  pull(FREQ)

convert_fn <- switch(freq_dominant,
  "A" = year_to_date, "Q" = quarter_to_date, "M" = month_to_date,
  "H" = semester_to_date, "W" = week_to_date, "D" = day_to_date, "B" = day_to_date,
  year_to_date)

CISS |>
  filter(!is.na(OBS_VALUE), FREQ == freq_dominant) |>
  group_by(TIME_PERIOD) |>
  summarise(OBS_VALUE = mean(OBS_VALUE, na.rm = TRUE), .groups = "drop") |>
  convert_fn() |>
  ggplot() + theme_minimal() + xlab("") + ylab("Average value across all series") +
  geom_line(aes(x = date, y = OBS_VALUE)) +
  scale_x_date(date_labels = "%Y")