The Relationship between Changes in the Economic Sentiment Indicator and Real GDP Growth : A Time-Varying Coefficient Approach

The aim of this paper is to capture the time-varying effects of the relationship between changes in the Economic Sentiment Indicator (ESI) and economic growth. We use penalized regression splines to estimate the different point effects over time. Evidence from six European countries supports the idea that the elasticity of the ESI is time-varying

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Year of publication:	2010
Authors:	Zanin, Luca
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Wirtschaftswachstum \| Economic growth \| Nationaleinkommen \| National income \| Wirtschaftsindikator \| Economic indicator \| Prognoseverfahren \| Forecasting model \| Schätzung \| Estimation \| EU-Staaten \| EU countries
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics Bulletin, Vol. 30, No. 1, pp. 837-846, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2010 erstellt Volltext nicht verfügbar
Classification:	C5 - Econometric Modeling
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013146191