Sectoral Survey-based Confidence Indicators for Europe

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dc.contributor.author CARRIERO, Andrea
dc.contributor.author MARCELLINO, Massimiliano
dc.date.accessioned 2012-01-18T09:38:12Z
dc.date.available 2012-01-18T09:38:12Z
dc.date.issued 2011
dc.identifier.citation Oxford Bulletin of Economics and Statistics, 2011, 73, 2, 175–206 en
dc.identifier.issn 0305-9049
dc.identifier.issn 1468-0084
dc.identifier.uri http://hdl.handle.net/1814/19956
dc.description.abstract We analyse a novel dataset of Business and Consumer Surveys, using dynamic factor techniques, to produce composite coincident indices (CCIs) at the sectoral level for the European countries and for Europe. Surveys are timely available, not subject to revision, and fully comparable across countries. Moreover, the substantial discrepancies in activity at the sectoral level justify the interest in sectoral disaggregation. Compared with the confidence indicators produced by the European Commission we show that factor-based CCIs, using survey answers at a more disaggregate level, produce higher correlation with the reference series for the majority of sectors and countries. en
dc.language.iso en en
dc.relation.ispartof Oxford Bulletin of Economics and Statistics en
dc.title Sectoral Survey-based Confidence Indicators for Europe en
dc.type Article en
dc.identifier.doi 10.1111/j.1468-0084.2010.00609.x
dc.neeo.contributor CARRIERO|Andrea|aut|
dc.neeo.contributor MARCELLINO|Massimiliano|aut|EUI70008
dc.identifier.volume 73 en


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