Article ID Journal Published Year Pages File Type
5061796 Economics Letters 2009 4 Pages PDF
Abstract

Adopting both linear and nonlinear Granger causality tests, we find consumer attitude indices of the University of Michigan's surveys are very useful in predicting consumption movements of the United States.

Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Linear and nonlinear causality between changes in consumption and consumer attitudes
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