Chua, Chew Lian; Tsiaplias, Sarantis - In: Journal of Forecasting 28 (2009) 8, pp. 698-711
This paper examines whether the disaggregation of consumer sentiment data into its sub-components improves the real-time capacity to forecast GDP and consumption. A Bayesian error correction approach augmented with the consumer sentiment index and permutations of the consumer sentiment...
