On the econometric modelling of consumer sentiment shocks in SVARs
Lance A. Fisher, Hyeon-seung Huh
| Year of publication: |
November 2016
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| Authors: | Fisher, Lance A. ; Huh, Hyeon-seung |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 3, p. 1033-1051
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| Subject: | Consumer sentiment | P0 and T0 shocks | Long-run restrictions | Permanent component | News | Animal spirits | Schock | Shock | VAR-Modell | VAR model | Verbrauchervertrauensindex | Consumer confidence index | Konsumentenverhalten | Consumer behaviour | Konjunktur | Business cycle | Privater Konsum | Private consumption | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-1038-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011554365