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On the Construction of the European Economic Sentiment Indicator*
16 references·7 citing·48 second hop
On the Construction of the European Economic Sentiment Indicator* (2009)On the Construction of the European Econo…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…Forecast Evaluation of Small Nested Model Sets (2008)Forecast Evaluation of Small …Business Cycles and the Role of Confidence: Evidence for Europe* (2007)Business Cycles and the Role …Consumer sentiment and consumer spending: decomposing the Granger causal relationship in the time domain (2006)Consumer sentiment and consum…Can Consumer Confidence Forecast Household Spending? Evidence from the European Commission Business and Consumer Surveys (2006)Can Consumer Confidence Forec…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Leading Indicators for Euro‐area Inflation and GDP Growth* (2005)Leading Indicators for Euro‐a…In-sample vs. out-of-sample tests of stock return predictability in the context of data mining (2005)In-sample vs. out-of-sample t…In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)In-Sample or Out-of-Sample Te…Evaluating a Model by Forecast Performance* (2005)Evaluating a Model by Forecas…Business survey data: Do they help in forecasting GDP growth? (2005)Business survey data: Do they…Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003)Macroeconomic forecasting in …Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…The comovement between output and prices (2000)The comovement between output…Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions? (1999)Exchange rates and monetary f…Does Consumer Sentiment Forecast Household Spending? If So, Why? (1994)Does Consumer Sentiment Forec…Measuring Local Economic Activity Using Pedestrian Count Data* (2023)Measuring Local Economic Acti…Economic sentiment indicators and their prediction capabilities in business cycles of EU countries (2023)Economic sentiment indicators…Economic sentiment and business cycles: A spillover methodology approach (2021)Economic sentiment and busine…A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns (2020)A Reappraisal of the Causal R…Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non‐linearities and long memory (2016)Inflation convergence in Cent…Confidence Matters for Current Economic Growth: Empirical Evidence for the Euro Area and the United States* (2015)Confidence Matters for Curren…Convergence of the Economic Sentiment Cycles in the Eurozone: A Time‐Frequency Analysis (2012)Convergence of the Economic S…New Indexes of Coincident and Leading Economic Indicators (1989)Macroeconomic Forecasting Using Diffusion Indexes (2002)Large Bayesian vector auto regressions (2009)Real-Time Measurement of Business Conditions (2009)Prior Selection for Vector Autoregressions (2014)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence (1992)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Forecasting private consumption: survey-based indicators vs. Google trends (2011)Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence (2012)Expectations and the neutrality of money (1972)Automatic Lag Selection in Covariance Matrix Estimation (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Are European business cycles close enough to be just one? 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References

  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
  • 1994Does Consumer Sentiment Forecast Household Spending? If So, Why?636 cited
  • 1999Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions?429 cited
  • 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
  • 2005In-sample vs. out-of-sample tests of stock return predictability in the context of data mining257 cited
  • 2000The comovement between output and prices203 cited
  • 2007Business Cycles and the Role of Confidence: Evidence for Europe*139 cited
  • 2005Leading Indicators for Euro‐area Inflation and GDP Growth*134 cited
  • 2005Business survey data: Do they help in forecasting GDP growth?118 cited
  • 2006Consumer sentiment and consumer spending: decomposing the Granger causal relationship in the time domain88 cited
  • 2008Forecast Evaluation of Small Nested Model Sets75 cited

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2005
Evaluating a Model by Forecast Performance*
74 cited
  • 2006Can Consumer Confidence Forecast Household Spending? Evidence from the European Commission Business and Consumer Surveys49 cited
  • Cited by

    • 2020A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns28 cited
    • 2012Convergence of the Economic Sentiment Cycles in the Eurozone: A Time‐Frequency Analysis27 cited
    • 2016Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non‐linearities and long memory20 cited
    • 2015Confidence Matters for Current Economic Growth: Empirical Evidence for the Euro Area and the United States*16 cited
    • 2021Economic sentiment and business cycles: A spillover methodology approach13 cited
    • 2023Economic sentiment indicators and their prediction capabilities in business cycles of EU countries13 cited
    • 2023Measuring Local Economic Activity Using Pedestrian Count Data*5 cited