Yes there are 3 ways to speed up construction.They each give a 25% boost. These are for Kingdom I don`t know about empire.
1. The 4th level enchanment Magical Hammers.
2. The Construction Yard building. You need to research Construction which comes after Production.
3. The Guild Hall building which comes from the Guilds tech.
They all aren`t that hard to get if aim for them. I find them very useful and they are an important part of my win in 250 turns strategy. They allow you to mass libraries very easily. With all 3 it`s a Library every 2 turns.