Consumer confidence and economic fluctuations.
A study was conducted to examine the link between consumer confidence and economic fluctuations using a series of vector autoregressions that included GNP, consumer sentiment, and various other series that capture fundamentals or are good predictors of GNP. Results indicate that, even after control...
| Publicado en: | Economic Inquiry Vol. 33; pp. 296 - 319 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
Wiley-Blackwell
April 1995
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=510128467&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 510128467 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 00952583 EIQ jtl: Economic Inquiry issn: 00952583 maglogo: N pubinfo: dt: April 1995 vid: 33 pid: 480 pub: Wiley-Blackwell artinfo: ui: 510128467 10.1111/j.1465-7295.1995.tb01864.x ppf: 296 ppct: 23 formats: fmt: @attributes: type: T tig: atl: Consumer confidence and economic fluctuations. aug: au: Matsusaka, John G. Sbordone, Argia M. su: Consumer attitudes Consumer confidence Mathematical models of business cycles Causal models Gross national product History United States sug: subj: United States Consumer attitudes Consumer confidence Mathematical models of business cycles Causal models Gross national product History ab: A study was conducted to examine the link between consumer confidence and economic fluctuations using a series of vector autoregressions that included GNP, consumer sentiment, and various other series that capture fundamentals or are good predictors of GNP. Results indicate that, even after controlling for economic fundamentals, the hypothesis that consumer confidence does not cause GNP (in the Granger sense) can be rejected. Although sentiment is not the most important factor in GNP fluctuations, it accounts for between 13 percent and 26 percent of GNP innovation variance. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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