Advanced Search
MyIDEAS: Login to save this paper or follow this series

Inspecting the cyclical properties of the Italian Manufacturing Business survey data

Contents:

Author Info

  • Tatiana Cesaroni

    (ISAE - Institute for Studies and Economic Analyses)

Abstract

The aim of this paper is to empirically investigate the cyclical features of the main Italian Manufacturing Business Survey indicators using time and frequency domain techniques. In particular, it analyzes the dynamics of each survey variable over time and with respect to different benchmark business cycles. The findings show that important changes have occurred in the periodicity and volatility of Manufacturing Survey data over the years. As expected, the contemporary cross-correlation of each Survey indicator is higher with respect to the industrial production than it is to the GDP cyclical component. Evidence of significant differences in the co-movements between each indicator with respect to GDP and industrial production is found. The cross-spectral analysis seems to reveal the existence of a common periodicity of all cyclical indicators with both the manufacturing and the whole-economy business cycle. This last result confirms the strength of Business Survey data used as short-run policy indicators.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://lipari.istat.it/digibib/Working_Papers/WP_83_2007_Cesaroni.pdf
Download Restriction: no

Bibliographic Info

Paper provided by ISTAT - Italian National Institute of Statistics - (Rome, ITALY) in its series ISAE Working Papers with number 83.

as in new window
Length: 37 pages
Date of creation: May 2007
Date of revision:
Handle: RePEc:isa:wpaper:83

Contact details of provider:
Postal: Via Cesare Balbo 16, Roma
Phone: +390646732606
Email:
Web page: http://www.istat.it/en/
More information through EDIRC

Related research

Keywords: Business cycle; Cross-correlations; Spectral analysis; Manufacturing Business survey data;

Find related papers by JEL classification:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Tatiana Cesaroni, 2010. "Estimating potential output using business survey data in a svar framework," Economics Bulletin, AccessEcon, vol. 30(3), pages 2249-2258.
  2. Cesaroni, Tatiana & Maccini, Louis & Malgarini, Marco, 2011. "Business cycle stylized facts and inventory behaviour: New evidence for the Euro area," International Journal of Production Economics, Elsevier, vol. 133(1), pages 12-24, September.
  3. Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009. "Business cycle volatility and inventories behavior:new evidence for the Euro Area," ISAE Working Papers 108, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:isa:wpaper:83. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stefania Rossetti).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.