@article{5c1cb29f70ae493e92a278f1c8fd7af9,
title = "Linear and nonlinear causality between changes in consumption and consumer attitudes",
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 = "Consumer expectations, Consumer sentiment, Consumption growth, Nonlinear Granger causality, Prediction",
author = "Zhuo Qiao and Michael McAleer and Wing-Keung Wong",
note = "Funding Information: The authors are most grateful to Professor Eric Maskin and an anonymous referee for their substantive comments and suggestions that have significantly improved this manuscript. The second author wishes to acknowledge the financial support of the Australian Research Council. The third author would like to thank Professors Robert B. Miller and Howard E. Thompson for their continuous guidance and encouragement. ",
year = "2009",
month = mar,
doi = "10.1016/j.econlet.2008.12.010",
language = "English",
volume = "102",
pages = "161--164",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "3",
}