Linear and nonlinear causality between changes in consumption and consumer attitudes
Adopting both linear and nonlinear Granger causality tests, we find consumer attitude indices of the University of Michigan's surveys are very useful in predicting consumption movements of the United States.
Year of publication: |
2009
|
---|---|
Authors: | Qiao, Zhuo ; McAleer, Michael ; Wong, Wing-Keung |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 102.2009, 3, p. 161-164
|
Publisher: |
Elsevier |
Keywords: | Consumer sentiment Consumer expectations Consumption growth Nonlinear Granger causality Prediction |
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