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Come misurare l?evoluzione congiunturale a livello locale: Una proposta metodologica

Author

Listed:
  • Donatella Baiardi
  • Carluccio Bianchi

Abstract

Questo lavoro propone un indicatore coincidente di attivit? economica ad alta frequenza, mediante l?utilizzo di un dynamic factor model costruito secondo l?approccio di Stock e Watson (1998a,b). Tale metodologia prevede l?applicazione dell?analisi delle componenti principali per sintetizzare le informazioni contenute in un ampio dataset di base in un numero limitato di fattori capaci di descrivere le alterne fasi cicliche. Attraverso l?algoritmo EM (Expectation Maximization) si ? in grado di ricavare dai fattori costruiti una stima della variazione tendenziale del PIL regionale o del valore aggiunto provinciale. Lo studio ? applicato alla regione Lombardia e alle province di Milano e Pavia.

Suggested Citation

  • Donatella Baiardi & Carluccio Bianchi, 2012. "Come misurare l?evoluzione congiunturale a livello locale: Una proposta metodologica," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2012(2), pages 73-100.
    • Handle: RePEc:fan:scresc:v:html10.3280/scre2012-002005
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    Keywords

    Indicatori coincidenti di attivit? economica; regioni italiane; indici di diffusione.;
    All these keywords.

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access

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