Time Series Estimates of the Italian Consumer Confidence Indicator

This work shows that Italian consumer confidence indicator (CCI) is non-stationary and, therefore, can be estimated with the time series methods. It is found that a long-run relationship exists between CCI, short-term interest rate, industrial production index and the difference between perceived and measured inflation. The use of time series methods to estimate CCI for Italy is a novelty in the literature.

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Year of publication:	2011-01-15
Authors:	Paradiso, Antonio ; Rao, B. Bhaskara ; Margani, Patrizia

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Paradiso, Antonio and Rao, B. Bhaskara and Margani, Patrizia (2011): Time Series Estimates of the Italian Consumer Confidence Indicator.
Classification:	C32 - Time-Series Models ; D12 - Consumer Economics: Empirical Analysis ; C22 - Time-Series Models
Source:	BASE

Persistent link: https://www.econbiz.de/10015225375