Cantó, OlgaGarcía Pérez, CarmeloRomaguera de la Cruz, Marina2024-12-162024-12-162021-08Cantó, O., García-Pérez, C., & Romaguera-de-la-Cruz, M. (2021). Multidimensional measures of economic insecurity in Spain: the role of aggregation and weighting methods. Hacienda Pública Española / Review of Public Economics, 238-(3/2021), 29-60. DOI: https://dx.doi.org/10.7866/HPE-RPE.21.3.22386-4176https://dx.doi.org/10.7866/HPE-RPE.21.3.2https://hdl.handle.net/20.500.14468/24920This is the version accepted for publication in Hacienda Pública Española / Review of Public Economics. The final published version is available in Hacienda Pública Española / Review of Public Economics, 2021. DOI: https://dx.doi.org/10.7866/HPE-RPE.21.3.2. Esta es la versión aceptada para su publicación en Hacienda Pública Española / Review of Public Economics. La versión final publicada está disponible en Hacienda Pública Española / Review of Public Economics, 2021. DOI: https://dx.doi.org/10.7866/HPE-RPE.21.3.2Economic insecurity is a relevant dimension of well-being. The limited availability of subjective expectations’ surveys makes multidimensional insecurity indices based on living conditions surveys a valuable alternative. We study differences in synthetic indicators of insecurity for Spain using different methods to aggregate and weigh dimensions. We show that its evolution and distribution is robust to the aggregation procedure, even though levels do differ. All procedures present strengths and weaknesses but the counting approach has a direct economic interpretation and can better capture insecurity in the middle classes. Other aggregation methods are less transparent and give more relevance to extreme situations.eninfo:eu-repo/semantics/openAccess53 Ciencias Económicas56 Ciencias Jurídicas y DerechoartículoEconomic insecurityobjective and subjective measurespolyserial correlationscounting approachEU-SILC