Gelper, Sarah; Lemmens, Aurelie; Croux, Christophe - In: Applied Economics 39 (2007) 1, pp. 1-11
It is often believed that the consumer sentiment index has predictive power for future consumption levels. While Granger causality tests have already been used to test for this, no attempt has been made yet to quantify the predictive power of the consumer sentiment index over different time...
