Pedro Vitale Simon - Supply Chain Pressure Index

Firm-Level Supply Chain Pressure Index (FSCP)

The FSCP Index is a measure of supply chain disruptions at the firm level, constructed using natural language processing on earnings call transcripts. The index quantifies supply chain pressures faced by publicly-traded U.S. firms from 2008Q1 to 2024Q3. It captures challenges like input shortages, shipping delays, production delays, and rising input costs. The FSCP index is introduced in my Job Market Paper, "How Do Supply Chain Pressures Affect Monetary Policy Transmission?".

Below, I plot the FSCP time series for selected companies, marking spikes in supply chain pressures that coincide disruptive events documented by news articles. Please check the articles here and the paper for the full validation methodology.

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Country-Level Supply Chain Pressure Index (CSCP)

The CSCP Index is quarterly measure of supply chain disruptions across 36 countries, extending firm-level indicator to aggregate pressures using natural language processing on earnings transcripts. The CSCP index is introduced in my working paper “Breaking the Chain: Supply Chain Disruptions and Terms-of-Trade Amplification" with Flavio Rodrigues.

Below, I plot the CSCP time series for selected countries, marking spikes in supply chain pressures that coincide disruptive events documented by news articles. Please check the articles here.

Note: I plan to update FSCP and CSCP indicators and make them publicly available soon.

Please cite as follows: Simon, Pedro. "How Do Supply Chain Pressures Affect Monetary Policy Transmission?." Available at SSRN 5377061 (2025).

Rodrigues, Flavio, and Pedro Simon. 2025. “Breaking the Chain: Supply Chain Disruptions and Terms-of-Trade Amplification.” Working paper.