We propose search engine query data-based indices for the Italian residential construction production. On-line data management tools and filters are described and a cointegrated vector autoregressive model is estimated in order to establish statistical significant relationships between Internet indicators and target series by official agencies. The proposed methodology can therefore fill the temporal gap in released publications and provides timelier indices for current unobserved trend-cycle dynamics.

Attilio Gardini, Enrico Foscolo (2014). Timely Indices for Residential Construction Sector. Berlin : Springer [10.1007/978-1-4939-2104-1_19].

Timely Indices for Residential Construction Sector

GARDINI, ATTILIO;FOSCOLO, ENRICO
2014

Abstract

We propose search engine query data-based indices for the Italian residential construction production. On-line data management tools and filters are described and a cointegrated vector autoregressive model is estimated in order to establish statistical significant relationships between Internet indicators and target series by official agencies. The proposed methodology can therefore fill the temporal gap in released publications and provides timelier indices for current unobserved trend-cycle dynamics.
2014
Topics in Statistical Simulation
199
208
Attilio Gardini, Enrico Foscolo (2014). Timely Indices for Residential Construction Sector. Berlin : Springer [10.1007/978-1-4939-2104-1_19].
Attilio Gardini; Enrico Foscolo
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/398816
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