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The leading nature of confidence indexes
Unit root tests and SUR estimates
1995=100 seasonally adjusted 4th lag A(log(ECC analysis autoregressive conditional heteroskedasticity business confidence indexes Camazza and Parigi capacity utilisation central bank Ceteroskedasticity Cnit root Ceteroskedasticity consistent t-statistic Cnemployment rate Cnit root test consumer and business consumer confidence index consumer index consumers and firms correlation Cource Dependent Variable Durbin-Watson statistic economic effective exchange rate equations EUBCI euro area Euro zone European Commission fiscal policy France France and Germany FRCNCE Germany and Italy GERMCNC Iable IMC different index of consumer Industrial production index interest rate Istat Italian consumer confidence Iurostat labour market leading indicators Maastricht Treaty macroeconomic variables monetary policy national data Number of lags P-values proposed by Camazza public debt reference rate afterwards regressors residual autocorrelation residuals General specification residuals SC role S,CHM seasonally and workdays significant survey on consumers survey on manufacturing Sutocorrelation test on residuals three countries trend unemployment Unit root zone reference rate