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Explaining US consumer behavior and expectations with news sentiment
Uhl, Matthias W. - 2010
We examine the information content of a newly created news sentiment index from over 300,000 articles from some of the most widely read newspapers in the US to explain changes in the University of Michigan Index of Consumer Sentiment from 1995 to 2009. Using ARMA-models, we show that consumer...
Persistent link: https://www.econbiz.de/10010277782
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Forecasting consumption in real time : the role of consumer con dence surveys
Lahiri, Kajal; Monokroussos, George; Zhao, Yongchen - 2012
Persistent link: https://www.econbiz.de/10009531009
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Downside risk : what the consumer sentiment index reveals
Johnson, Mark A.; Naka, Atsuyuki - In: Financial services review : the journal of individual … 23 (2014) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10010407527
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Testing the expectations hypothesis with survey forecasts : the impacts of consumer sentiment and the zero lower bound in an I(2) CVAR
Stillwagon, Josh R. - In: Journal of international financial markets, … 35 (2015), pp. 85-101
Persistent link: https://www.econbiz.de/10011474715
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Stock market reactions to domestic sentiment : panel CS-ARDL evidence
Ahmed, Walid M. A. - In: Research in international business and finance 54 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012550044
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What matters for consumer sentiment in the euro area? : world crude oil price or retail gasoline price?
Clerides, Sofronis; Krokida, Styliani-Iris; … - In: Energy economics 105 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013201943
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Overoptimism and house price bubbles
Abildgren, Kim; Hansen, Niels Lynggård; Kuchler, Andreas - 2016
Danish Consumer Expectations Survey as well as the underlying household-level microdata behind the survey matched with …
Persistent link: https://www.econbiz.de/10011614058
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The systematic pricing of market sentiment shock
Liang, Samuel Xin - In: The European journal of finance 24 (2018) 18, pp. 1835-1860
Persistent link: https://www.econbiz.de/10012259232
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Terrorism and employment : evidence from successful and failed terror attacks
Brodeur, Abel - 2016
Persistent link: https://www.econbiz.de/10011567847
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The effects of oil supply and demand shocks on U.S. consumer Sentiment
Güntner, Jochen; Linsbauer, Katharina - 2016
.S. households' expectations about current and future economic conditions - responds to structural oil supply and demand shocks. We … ICS sub-indices and more specific survey questions, we find that expectations about higher future inflation and the …
Persistent link: https://www.econbiz.de/10011576162