The cyclical nature of Consumer Sentiments Indices in the US and UK

B-Tier
Journal: Journal of Behavioral and Experimental Economics
Year: 2008
Volume: 37
Issue: 5
Pages: 1994-1998

Authors (2)

Easaw, Joshy (not in RePEc) Ghoshray, Atanu (Newcastle University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

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Abstract

The present paper investigates the cyclical nature of Consumer Sentiments Indices (CSIs) for the US and UK. Using Threshold Autoregressive (TAR) models the empirical analysis indicates that the US CSI is mean reverting but adjusts asymmetrically and downwardly rigid.

Technical Details

RePEc Handle
repec:eee:soceco:v:37:y:2008:i:5:p:1994-1998
Journal Field
Experimental
Author Count
2
Added to Database
2026-01-25