Forecasting consumption : the role of consumer confidence in real time with many predictors
Year of publication: |
November-Decemberr 2016
|
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Authors: | Lahiri, Kajal ; Monokroussos, George ; Zhao, Yongchen |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 7, p. 1254-1275
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Subject: | Forecasting | Consumption | Consumer Sentiment | Factor Models | Kalman Filter | Real Time Data | Prognoseverfahren | Forecasting model | Konsumentenverhalten | Consumer behaviour | Verbrauchervertrauensindex | Consumer confidence index | Frühindikator | Leading indicator | Privater Konsum | Private consumption | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast | Faktorenanalyse | Factor analysis | Prognose | Forecast |
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