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 journalJournal articlepeer-review

    42 Citations (Scopus)
    39 Downloads (Pure)

    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
    Early online date24 Dec 2008
    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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