Measuring weekly consumer confidence

René Segers and Philip Hans Franses

No EI 2008-01, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: This paper puts forward a data collection method to measure weekly consumer confidence at the individual level. The data thus obtained allow to statistically analyze the dynamic correlation of such a consumer confidence indicator and to draw inference on transition rates, which is not possible for currently available monthly data collected by statistical agencies on the basis of repeated cross-sections. An application of the method to various waves of data for the Netherlands shows its merits. Upon temporal aggregation we also show the resemblance of our data with those collected by Statistics Netherlands.

Keywords: consumer confidence; randomized sampling (search for similar items in EconPapers)
JEL-codes: C33 C42 C81 E20 (search for similar items in EconPapers)
Date: 2008-03-31
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Persistent link: https://EconPapers.repec.org/RePEc:ems:eureir:11892

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