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Please use this identifier to cite or link to this item:
http://hdl.handle.net/2108/348
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| Title: | New proposals for the quantification of qualitative survey data |
| Authors: | Proietti, Tommaso
Frale, Cecilia |
| Keywords: | spectral envelope
seasonality
deviation cycles
cumulative logit model |
| Issue Date: | Mar-2007 |
| Publisher: | CEIS |
| Series/Report no.: | CEIS Tor Vergata Research Paper; 102 |
| Abstract: | In this paper we deal with several issues related to the quantification of business
surveys. In particular, we propose and compare new ways of scoring the ordinal
responses concerning the qualitative assessment of the state of the economy, such
as the spectral envelope and cumulative logit unobserved components models, and
investigate the nature of seasonality in the series. We conclude with an evaluation of
the type of business cycle fluctuations that is captured by the qualitative surveys. |
| URI: | http://ssrn.com/abstract=967411
http://hdl.handle.net/2108/348 |
| Appears in Collections: | Research papers
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| SSRN-id967411.pdf | | 510Kb | Adobe PDF | View/Open |
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