Time Series Estimates of the Italian Consumer Confidence Indicator

Antonio Paradiso (), B. Rao and Patrizia Margani

MPRA Paper from University Library of Munich, Germany

Abstract: 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.

Keywords: Consumer confidence indicator; Short-term interest rate; Perceived rate of inflation; Cointegration. (search for similar items in EconPapers)
JEL-codes: C22 C32 D12 (search for similar items in EconPapers)
Date: 2011-01-15
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Citations: View citations in EconPapers (2)

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