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Linear and nonlinear causality between changes in consumption and consumer attitudes
Zhuo Qiao1; Michael McAleer2; Wing-Keung Wong3
2008-12-24
Source PublicationEconomics Letters
ABS Journal Level3
ISSN0165-1765
Volume102Issue:3Pages:161-164
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.

KeywordConsumer Sentiment Nonlinear Granger Causality Prediction Consumer Expectations Consumption Growth
DOIhttps://doi.org/10.1016/j.econlet.2008.12.010
Indexed BySSCI
Language英语
WOS Research AreaBusiness & Economics
WOS SubjectEconomics
WOS IDWOS:000264473100006
PublisherELSEVIER SCIENCE SA, PO BOX 564, 1001 LAUSANNE, SWITZERLAND
Fulltext Access
Citation statistics
Cited Times [WOS]:21   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionFaculty of Business Administration
DEPARTMENT OF FINANCE AND BUSINESS ECONOMICS
Corresponding AuthorWing-Keung Wong
Affiliation1.Faculty of Business Administration, University of Macau, Macau, People’s Republic of China
2.School of Economics and Commerce, University of Western Australia, Australia
3.Department of Economics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
First Author AffilicationFaculty of Business Administration
Recommended Citation
GB/T 7714
Zhuo Qiao,Michael McAleer,Wing-Keung Wong. Linear and nonlinear causality between changes in consumption and consumer attitudes[J]. Economics Letters,2008,102(3):161-164.
APA Zhuo Qiao,Michael McAleer,&Wing-Keung Wong.(2008).Linear and nonlinear causality between changes in consumption and consumer attitudes.Economics Letters,102(3),161-164.
MLA Zhuo Qiao,et al."Linear and nonlinear causality between changes in consumption and consumer attitudes".Economics Letters 102.3(2008):161-164.
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