This paper puts forward a data collection method to measure weekly consumer confidence at the individual level. The data thus obtained allow to statistically analyze the dynamic correlation of such a consumer confidence indicator and to draw inference on transition rates, which is not possible for currently available monthly data collected by statistical agencies on the basis of repeated cross-sections. An application of the method to various waves of data for the Netherlands shows its merits. Upon temporal aggregation we also show the resemblance of our data with those collected by Statistics Netherlands.

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Erasmus School of Economics
hdl.handle.net/1765/11892
Econometric Institute Research Papers
Report / Econometric Institute, Erasmus University Rotterdam
Erasmus School of Economics

Segers, R., & Franses, P. H. (2008). Measuring weekly consumer confidence. (No. EI 2008-01). Report / Econometric Institute, Erasmus University Rotterdam (pp. 1–30). Retrieved from http://hdl.handle.net/1765/11892