The cyclical nature of Consumer Sentiments Indices in the US and UK

The present paper investigates the cyclical nature of Consumer Sentiments Indices (CSIs) for the US and UK. Using Threshold Autoregressive (TAR) models the empirical analysis indicates that the US CSI is mean reverting but adjusts asymmetrically and downwardly rigid.

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Year of publication:	2008
Authors:	Easaw, Joshy ; Ghoshray, Atanu
Published in:	Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). - Elsevier, ISSN 2214-8043. - Vol. 37.2008, 5, p. 1994-1998
Publisher:	Elsevier
Keywords:	Asymmetric behavior Consumer Sentiments Indices TAR models

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005381077