Linear and nonlinear causality between changes in consumption and consumer attitudes

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 102
Issue: 3
Pages: 161-164

Authors (3)

Qiao, Zhuo (University of Macau) McAleer, Michael Wong, Wing-Keung (Asia University)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:102:y:2009:i:3:p:161-164
Journal Field
General
Author Count
3
Added to Database
2026-01-26