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Does consumer confidence forecast household expenditure? a sentiment index horse race

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Cited by:

  1. Stephane Dees & Pedro Soares Brinca, 2013. "Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area," International Economics, CEPII research center, issue 134, pages 1-14.
  2. Chen, Zhongdong & Daves, Phillip R., 2018. "The January sentiment effect in the U.S. stock market," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 94-104.
  3. Roberto Golinelli & Giuseppe Parigi, 2003. "What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries," Temi di discussione (Economic working papers) 484, Bank of Italy, Economic Research and International Relations Area.
  4. Easaw, Joshy Z. & Garratt, Dean & Heravi, Saeed M., 2005. "Does consumer sentiment accurately forecast UK household consumption? Are there any comparisons to be made with the US?," Journal of Macroeconomics, Elsevier, vol. 27(3), pages 517-532, September.
  5. Aneta Maria Kłopocka, 2017. "Does Consumer Confidence Forecast Household Saving and Borrowing Behavior? Evidence for Poland," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(2), pages 693-717, September.
  6. Hashmat Khan & Santosh Upadhayaya, 2020. "Does business confidence matter for investment?," Empirical Economics, Springer, vol. 59(4), pages 1633-1665, October.
  7. Karnizova, Lilia, 2010. "The spirit of capitalism and expectation-driven business cycles," Journal of Monetary Economics, Elsevier, vol. 57(6), pages 739-752, September.
  8. Daragh Clancy & Lorenzo Ricci, 2019. "Loss aversion, economic sentiments and international consumption smoothing," Working Papers 35, European Stability Mechanism.
  9. Juan Yao & Graham Partington & Max Stevenson, 2013. "Predicting the directional change in consumer sentiment," Australian Journal of Management, Australian School of Business, vol. 38(1), pages 67-80, April.
  10. Ralston, Roy W., 2003. "The effects of customer service, branding, and price on the perceived value of local telephone service," Journal of Business Research, Elsevier, vol. 56(3), pages 201-213, March.
  11. Patrick M. Crowley & Tony Schildt, 2012. "An Analysis of the Embedded Frequency Content of Macroeconomic Indicators and their Counterparts using the Hilbert-Huang Transform," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(1), pages 1-31.
  12. Gomes, Orlando, 2007. "On the stability of endogenous growth models: an evaluation of the agents’ response to output fluctuations," MPRA Paper 2891, University Library of Munich, Germany.
  13. Petar Sorić, 2022. "Ability to consume versus willingness to consume: the role of nonlinearities," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 663-689, August.
  14. Patrick M. Crowley & Tony Schildt, 2012. "An Analysis of the Embedded Frequency Content of Macroeconomic Indicators and their Counterparts using the Hilbert-Huang Transform," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(1), pages 1-31.
  15. Mark Weder, 2006. "A heliocentric journey into Germany's Great Depression," Oxford Economic Papers, Oxford University Press, vol. 58(2), pages 288-316, April.
  16. Gizelis, Demetrios & Chowdhury, Shah, 2016. "Investor Sentiment and Stock Returns: Evidence from the Athens Stock Exchange," MPRA Paper 71243, University Library of Munich, Germany.
  17. Gikas A. Hardouvelis & Dimitrios D. Thomakos, 2007. "Consumer Confidence and Elections," Working Paper series 42_07, Rimini Centre for Economic Analysis.
  18. Ali Al‐Eyd & Ray Barrell & E. Philip Davis, 2009. "Consumer Confidence Indices And Short‐Term Forecasting Of Consumption," Manchester School, University of Manchester, vol. 77(1), pages 96-111, January.
  19. Cara S. Lown & Donald P. Morgan & Sonali Rohatgi, 2000. "Listening to loan officers: the impact of commercial credit standards on lending and output," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 1-16.
  20. Juhro, Solikin M. & Iyke, Bernard Njindan, 2020. "Consumer confidence and consumption expenditure in Indonesia," Economic Modelling, Elsevier, vol. 89(C), pages 367-377.
  21. Lucia F. Dunn & Ida A. Mirzaie, 2006. "Turns in Consumer Confidence: An Information Advantage Linked to Manufacturing," Economic Inquiry, Western Economic Association International, vol. 44(2), pages 343-351, April.
  22. C. Alan Garner, 2002. "Consumer confidence after September 11," Economic Review, Federal Reserve Bank of Kansas City, vol. 87(Q II).
  23. Sudeshna Ghosh, 2021. "Consumer Confidence and Consumer Spending in Brazil: A Nonlinear Autoregressive Distributed Lag Model Analysis," Arthaniti: Journal of Economic Theory and Practice, , vol. 20(1), pages 53-85, June.
  24. Loría, Eduardo & Brito, L., 2004. "Is the Consumer Confidence Index a Sound Predictor of the Private Demand in the United States?," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-15, Diciembre.
  25. Saravanan Kesavan & Tarun Kushwaha & Vishal Gaur, 2016. "Do High and Low Inventory Turnover Retailers Respond Differently to Demand Shocks?," Manufacturing & Service Operations Management, INFORMS, vol. 18(2), pages 198-215, May.
  26. Österholm, Pär, 2012. "The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 76-86.
  27. Easaw, Joshy Z. & Heravi, Saeed M., 2004. "Evaluating consumer sentiments as predictors of UK household consumption behavior: Are they accurate and useful?," International Journal of Forecasting, Elsevier, vol. 20(4), pages 671-681.
  28. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 137-157, February.
  29. James A Wilcox, 2015. "The Home Purchase Sentiment Index: A New Housing Indicator," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 50(4), pages 178-190, October.
  30. W. Anthony Bryant & Joseph Macri, 2005. "Does sentiment explain consumption?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 29(1), pages 97-110, March.
  31. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2012. "The cross-country importance of global sentiments—evidence for smaller EU countries," International Economics and Economic Policy, Springer, vol. 9(3), pages 245-264, September.
  32. Aneta M. Klopocka & Rumiana Gorska, 2021. "Forecasting Household Saving Rate with Consumer Confidence Indicator and its Components: Panel Data Analysis of 14 European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 874-898.
  33. Erik Kole & Liesbeth Noordegraaf-Eelens & Bas Vringer, 2019. "Cognitive Biases and Consumer Sentiment," Tinbergen Institute Discussion Papers 19-031/I, Tinbergen Institute, revised 21 Mar 2023.
  34. Ahmed, M. Iqbal & Cassou, Steven P., 2016. "Does consumer confidence affect durable goods spending during bad and good economic times equally?," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 86-97.
  35. Pami Dua, 2008. "Analysis of Consumers’ Perceptions of Buying Conditions for Houses," The Journal of Real Estate Finance and Economics, Springer, vol. 37(4), pages 335-350, November.
  36. Giselle Guzmán, 2009. "Using Sentiment Surveys to Predict GDP Growth and Stock Returns," Chapters, in: Lawrence R. Klein (ed.), The Making of National Economic Forecasts, chapter 12, Edward Elgar Publishing.
  37. Osterloh, Steffen, 2018. "How do politics affect economic sentiment? The effects of uncertainty and policy preferences," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181614, Verein für Socialpolitik / German Economic Association.
  38. Karl Taylor & Robert McNabb, 2007. "Business Cycles and the Role of Confidence: Evidence for Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 185-208, April.
  39. Paradiso, Antonio & Kumar, Saten & Margani, Patrizia, 2014. "Are Italian consumer confidence adjustments asymmetric? A macroeconomic and psychological motives approach," Journal of Economic Psychology, Elsevier, vol. 43(C), pages 48-63.
  40. Gabriel Caldas Montes & André Almeida, 2017. "Corruption and business confidence: a panel data analysis," Economics Bulletin, AccessEcon, vol. 37(4), pages 2692-2702.
  41. Joanne Loundes & Rosanna Scutella, 2000. "Consumer Sentiment and Australian Consumer Spending," Melbourne Institute Working Paper Series wp2000n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  42. Daragh Clancy & Lorenzo Ricci, 2022. "Economic sentiments and international risk sharing," International Economics, CEPII research center, issue 169, pages 208-229.
  43. Robert Gausden & Mohammad Hasan, 2022. "A reappraisal of Katona’s adaptive theory of consumer behaviour using U.K. data," Manchester School, University of Manchester, vol. 90(2), pages 122-143, March.
  44. Vuchelen, Jef, 2004. "Consumer sentiment and macroeconomic forecasts," Journal of Economic Psychology, Elsevier, vol. 25(4), pages 493-506, August.
  45. Shapiro, Adam Hale & Sudhof, Moritz & Wilson, Daniel J., 2022. "Measuring news sentiment," Journal of Econometrics, Elsevier, vol. 228(2), pages 221-243.
  46. Simeon Vosen & Torsten Schmidt, 2012. "A monthly consumption indicator for Germany based on Internet search query data," Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 683-687, May.
  47. Camilo Alberto Cárdenas-Hurtado & María Alejandra Hernández-Montes, 2019. "Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis," Borradores de Economia 1063, Banco de la Republica de Colombia.
  48. Eleni Zafeiriou & Constantinos Katrakilidis & Chrysanthi Pegiou, 2019. "Consumer Confidence on Heating Oil Prices: An Empirical Study of their Relationship for European Union in a Nonlinear Framework," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 63-90.
  49. W. Jos Jansen & Niek J. Nahuis, 2004. "Which survey indicators are useful for monitoring consumption? Evidence from European countries," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 89-98.
  50. Konstantinou, Panagiotis & Tagkalakis, Athanasios, 2011. "Boosting confidence: Is there a role for fiscal policy?," Economic Modelling, Elsevier, vol. 28(4), pages 1629-1641, July.
  51. Neszveda, Gábor & Csillag, Balázs, 2020. "A gazdasági várakozások hatása a tőzsdei momentumstratégiára [The impact of economic expectations on the momentum trading strategy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1093-1111.
  52. repec:zbw:bofrdp:2009_033 is not listed on IDEAS
  53. Merella, Vincenzo & Satchell, Stephen E., 2022. "By force of confidence," European Economic Review, Elsevier, vol. 150(C).
  54. Tugrul Gurgur & Zubeyir Kilinc, 2015. "What Drives the Consumer Confidence in Turkey?," CBT Research Notes in Economics 1517, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  55. Thales A. J. T. T. Maion & Marcio Issao Nakane, 2019. "News shocks and consumer expectations: evidence for Brazil," Working Papers, Department of Economics 2019_11, University of São Paulo (FEA-USP).
  56. Clark, Todd E. & McCracken, Michael W., 2001. "Tests of equal forecast accuracy and encompassing for nested models," Journal of Econometrics, Elsevier, vol. 105(1), pages 85-110, November.
  57. Hector H. Sandoval & Anita N. Walsh, 2021. "The role of consumer confidence in forecasting consumption, evidence from Florida," Southern Economic Journal, John Wiley & Sons, vol. 88(2), pages 757-788, October.
  58. Christian Dreger & Konstantin Arkadievich Kholodilin, 2013. "Forecasting Private Consumption by Consumer Surveys," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 10-18, January.
  59. Aleksejs Melihovs & Svetlana Rusakova, 2005. "Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data," Working Papers 2005/04, Latvijas Banka.
  60. Tufan Ekici, 2016. "Subjective Financial Distress in the Formation of Consumer Confidence: Evidence from Novel Household Data," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 30(2), pages 11-36.
  61. Rupal Kamdar, 2019. "The Inattentive Consumer: Sentiment and Expectations," 2019 Meeting Papers 647, Society for Economic Dynamics.
  62. Torsten Schmidt & Simeon Vosen, 2009. "Forecasting Private Consumption: Survey-based Indicators vs. Google Trends," Ruhr Economic Papers 0155, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  63. Cooper, Michael J. & McConnell, John J. & Ovtchinnikov, Alexei V., 2006. "The other January effect," Journal of Financial Economics, Elsevier, vol. 82(2), pages 315-341, November.
  64. Christian Gillitzer & Nalini Prasad, 2016. "The Effect of Consumer Sentiment on Consumption," RBA Research Discussion Papers rdp2016-10, Reserve Bank of Australia.
  65. Dean Croushore & Stephanie M. Wilshusen, 2020. "Forecasting Consumption Spending Using Credit Bureau Data," Working Papers 20-22, Federal Reserve Bank of Philadelphia.
  66. Bengt Assarsson & Pär Österholm, 2015. "Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(4), pages 391-404.
  67. Giancarlo Bruno, 2014. "Consumer confidence and consumption forecast: a non-parametric approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 37-52, February.
  68. Hanjo Odendaal & Monique Reid & Johann F. Kirsten, 2020. "Media‐Based Sentiment Indices as an Alternative Measure of Consumer Confidence," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 409-434, December.
  69. Simeon Vosen & Torsten Schmidt, 2011. "Forecasting private consumption: survey‐based indicators vs. Google trends," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 565-578, September.
  70. Bahram Adrangi & Joseph Macri, 2011. "Consumer Confidence and Aggregate Consumption Expenditures in the United States," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 1-18, February.
  71. Hess, Dieter & Niessen, Alexandra, 2007. "The early news catches the attention: On the relative price impact of similar economic indicators," CFR Working Papers 07-03, University of Cologne, Centre for Financial Research (CFR).
  72. Ivan Roberts & John Simon, 2001. "What do Sentiment Surveys Measure?," RBA Research Discussion Papers rdp2001-09, Reserve Bank of Australia.
  73. José R. Maria & Sara Serra, 2008. "Forecasting investment: A fishing contest using survey data," Working Papers w200818, Banco de Portugal, Economics and Research Department.
  74. Hector H. Sandoval & Anita N. Walsh, 2024. "Sentiments and spending intentions: Evidence from Florida," Economic Inquiry, Western Economic Association International, vol. 62(3), pages 1046-1073, July.
  75. Electra Pitoska & Androniki Katarachia & Grigoris Giannarakis & Charalampos Tsilikas, 2017. "An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 113-118.
  76. Hashmat Khan & Jean-François Rouillard & Santosh Upadhayaya, 2019. "Consumer Confidence and Household Investment," Carleton Economic Papers 19-06, Carleton University, Department of Economics, revised 04 Jan 2024.
  77. Mohd Haniff, NorAzza & Masih, Mansur, 2016. "Does consumer sentiment predict consumer spending in Malaysia? an autoregressive distributed lag (ARDL) approach," MPRA Paper 69769, University Library of Munich, Germany.
  78. Salhin, Ahmed & Sherif, Mohamed & Jones, Edward, 2016. "Managerial sentiment, consumer confidence and sector returns," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 24-38.
  79. Thomas A. Garrett & Ruben Hernandez-Murillo & Michael T. Owyang, 2005. "Does consumer sentiment predict regional consumption?," Review, Federal Reserve Bank of St. Louis, vol. 87(Mar), pages 123-135.
  80. John A. Cotsomitis & Andy C. C. Kwan, 2006. "Can Consumer Confidence Forecast Household Spending? Evidence from the European Commission Business and Consumer Surveys," Southern Economic Journal, John Wiley & Sons, vol. 72(3), pages 597-610, January.
  81. Hatice Gökçe Karasoy Can & Çağlar Yüncüler, 2018. "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(9), pages 2136-2152, July.
  82. André Filipe Guedes Almeida & Gabriel Caldas Montes, 2020. "Effects of crime and violence on business confidence: evidence from Rio de Janeiro," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(7), pages 1669-1688, May.
  83. Dion, David Pascal, 2006. "Does Consumer Confidence Forecast Household Spending? The Euro Area Case," MPRA Paper 911, University Library of Munich, Germany.
  84. Wadud, Mokhtarul & Ali Ahmed, Huson Joher & Tang, Xueli, 2020. "Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  85. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2016. "Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1254-1275, November.
  86. Shumi Akhtar & Robert Faff & Barry Oliver, 2011. "The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates," Australian Journal of Management, Australian School of Business, vol. 36(3), pages 387-403, December.
  87. Byrne, Joseph P. & Lorusso, Marco & Xu, Bing, 2019. "Oil prices, fundamentals and expectations," Energy Economics, Elsevier, vol. 79(C), pages 59-75.
  88. Claes Fornell & Paul Damien & Marcin Kacperczyk & Michel Wedel, 2018. "Does Aggregate Buyer Satisfaction affect Household Consumption Growth?," DOCFRADIS Working Papers 1802, Catedra Fundación Ramón Areces de Distribución Comercial, revised Jun 2018.
  89. Croushore, Dean, 2005. "Do consumer-confidence indexes help forecast consumer spending in real time?," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 435-450, December.
  90. Marie‐Helene Gagnon & Celine Gimet, 2020. "Unconventional economic policies and sentiment: An international assessment," The World Economy, Wiley Blackwell, vol. 43(6), pages 1544-1591, June.
  91. Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014. "Forecasting US recessions: The role of sentiment," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 459-468.
  92. O. David Gulley & Jahangir Sultan, 2011. "Economics, politics and the federal funds markets: does the Fed play politics?," Applied Financial Economics, Taylor & Francis Journals, vol. 21(14), pages 1005-1019.
  93. Qadan, Mahmoud & Nama, Hazar, 2018. "Investor sentiment and the price of oil," Energy Economics, Elsevier, vol. 69(C), pages 42-58.
  94. Brigitte Desroches & Marc‐André Gosselin, 2004. "Evaluating Threshold Effects in Consumer Sentiment," Southern Economic Journal, John Wiley & Sons, vol. 70(4), pages 942-952, April.
  95. Kajal Lahiri & Yongchen Zhao, 2016. "Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 187-215, December.
  96. César Carrera & Miguel Puch, 2019. "Consumption dynamics and the expectation channel in a Small Open Economy," Working Papers 144, Peruvian Economic Association.
  97. Kajal Lahiri & Yongchen Zhao, 2013. "Determinants of Consumer Sentiment: Evidence from Household Survey Data," Discussion Papers 13-12, University at Albany, SUNY, Department of Economics.
  98. Joseph P. Byrne & Marco Lorusso & Bing Xu, 2017. "Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations," CEERP Working Paper Series 006, Centre for Energy Economics Research and Policy, Heriot-Watt University.
  99. Ansgar Belke & Joscha Beckmann & Michael Kühl, 2010. "Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments," Ruhr Economic Papers 0174, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  100. James A. Wilcox, 2008. "Consumer sentiment and consumer spending," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun27.
  101. Kallandranis Christos & Karidis Socrates, 2014. "Assessing the Effect of the Consumer-Voter Sentiment on Tiebout-Like Migration: The EU 27 Case," Global Economy Journal, De Gruyter, vol. 14(1), pages 31-55, June.
  102. Brigitte Desroches & Marc-André Gosselin, 2002. "The Usefulness of Consumer Confidence Indexes in the United States," Staff Working Papers 02-22, Bank of Canada.
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  104. Roman Horvath, 2012. "Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 398-412, November.
  105. Caglayan, Mustafa & Xu, Bing, 2016. "Sentiment volatility and bank lending behavior," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 107-120.
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  107. Sydney C. Ludvigson, 2004. "Consumer Confidence and Consumer Spending," Journal of Economic Perspectives, American Economic Association, vol. 18(2), pages 29-50, Spring.
  108. Antonis A Michis, 2011. "Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 383-392, Bank for International Settlements.
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  110. Luca Zanin, 2010. "The relationship between changes in the Economic Sentiment Indicator and real GDP growth: a time-varying coefficient approach," Economics Bulletin, AccessEcon, vol. 30(1), pages 837-846.
  111. S. Heravi & J. Easaw & R. Golinelli, 2016. "Generalized State-Dependent Models: A Multivariate Approach," Working Papers wp1067, Dipartimento Scienze Economiche, Universita' di Bologna.
  112. Jansen, W. Jos & Nahuis, Niek J., 2003. "The stock market and consumer confidence: European evidence," Economics Letters, Elsevier, vol. 79(1), pages 89-98, April.
  113. Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2011. "The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1239-1249, May.
  114. Tong Suk Kim & Heewoo Park, 2018. "Is stock return predictability of option‐implied skewness affected by the market state?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(9), pages 1024-1042, September.
  115. Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2010. "The impact of investor sentiment on the German stock market," CFR Working Papers 10-03, University of Cologne, Centre for Financial Research (CFR).
  116. Xiaohui Liu & Chang Shu, 2004. "Consumption and stock markets in Asian economies," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(4), pages 483-496.
  117. Elliot W. Martin & Yash P. Mehra, 2003. "Why does consumer sentiment predict household spending?," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 89(Fall), pages 51-67.
  118. Khoon Lek Goh, 2003. "Does Consumer Confidence Forecast Consumption Expenditure in New Zealand?," Treasury Working Paper Series 03/22, New Zealand Treasury.
  119. Steffen Heinig & Anupam Nanda & Sotiris Tsolacos, 2016. "Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market," ICMA Centre Discussion Papers in Finance icma-dp2016-04, Henley Business School, University of Reading.
  120. Adam Hale Shapiro & Daniel J. Wilson, 2017. "What's in the News? A New Economic Indicator," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  121. Vincenzo Merella & Stephen E. Satchell, 2014. "Technology Shocks and Asset Pricing: The Role of Consumer Confidence," Carlo Alberto Notebooks 352, Collegio Carlo Alberto.
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  123. Filipp Ulyankin, 2020. "Forecasting Russian Macroeconomic Indicators Based on Information from News and Search Queries," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 75-97, December.
  124. Li, Shanjun & Linn, Joshua & Spiller, Elisheba, 2010. "Evaluating “Cash-for-Clunkers”: Program Effect on Auto Sales, Jobs, and the Environment," RFF Working Paper Series dp-10-39, Resources for the Future.
  125. Ardia, David & Bluteau, Keven & Boudt, Kris, 2019. "Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1370-1386.
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  127. GORMUS Sakir & GUNES, Sevcan, 2010. "Consumer Confidence, Stock Prices And Exchange Rates: The Case Of Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(2).
  128. Homolka, Lubor & Ngo, Vu Minh & Pavelková, Drahomíra & Le, Bach Tuan & Dehning, Bruce, 2020. "Short- and medium-term car registration forecasting based on selected macro and socio-economic indicators in European countries," Research in Transportation Economics, Elsevier, vol. 80(C).
  129. Antonello D Agostino & Caterina Mendicino & Caterina Mendicino, 2015. "Can consumer confidence provide independent information on consumption spending?," Working Papers 2, European Stability Mechanism.
  130. François Derrien & Ambrus Kecskés, 2009. "How Much Does Investor Sentiment Really Matter for Equity Issuance Activity?," European Financial Management, European Financial Management Association, vol. 15(4), pages 787-813, September.
  131. Garrett, Thomas A., 2003. "Aggregated versus disaggregated data in regression analysis: implications for inference," Economics Letters, Elsevier, vol. 81(1), pages 61-65, October.
  132. Guzman, Giselle C., 2008. "Using sentiment to predict GDP growth and stock returns," MPRA Paper 36505, University Library of Munich, Germany.
  133. Vincenzo Merella & Stephen E. Satchell, 2019. "Asset pricing with utility from external anticipation," Carlo Alberto Notebooks 589, Collegio Carlo Alberto.
  134. Baghestani, Hamid & AbuAl-Foul, Bassam M., 2017. "Comparing Federal Reserve, Blue Chip, and time series forecasts of US output growth," Journal of Economics and Business, Elsevier, vol. 89(C), pages 47-56.
  135. Dudek, Sławomir, 2008. "Consumer Survey Data and short-term forecasting of households consumption expenditures in Poland," MPRA Paper 19818, University Library of Munich, Germany.
  136. Hamid Baghestani & Sehar Fatima, 2021. "Growth in US Durables Spending: Assessing the Impact of Consumer Ability and Willingness to Buy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 55-69, April.
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