Linear and nonlinear causality between changes in consumption and consumer attitudes

Zhuo Qiao, Michael McAleer, Wing Keung WONG*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

31 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)161-164
Number of pages4
JournalEconomics Letters
Volume102
Issue number3
DOIs
Publication statusPublished - Mar 2009

Scopus Subject Areas

  • Finance
  • Economics and Econometrics

User-Defined Keywords

  • Consumer expectations
  • Consumer sentiment
  • Consumption growth
  • Nonlinear Granger causality
  • Prediction

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