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
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Consumer confidence indicator \| Short-term interest rate \| Perceived rate of inflation \| Cointegration

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C32 - Time-Series Models ; D12 - Consumer Economics: Empirical Analysis ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008805452