The Organization for Economic Cooperation and Development (OECD) is an international economic organization that provides a forum for different countries to share policies and experiences, seek answers to common problems, identify good practices, and coordinate domestic and international policies. One of the key roles of the OECD is to gather economic statistics from their member-countries. Those statistics provide comprehensive information on the global economy. Moreover, the OECD also develops different indicators in different aspects. All these indicators and indexes give a better and clearer idea of the overview of the global economy for the public and for businesses. This paper will construct the composite leading indicator for the Hong Kong hotel industry from the available OECD indicators and indexes, such as the OECD composite leading indicator, the OECD business survey index, and the OECD consumer confidence index.