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Consumer sentiment and consumer spending: decomposing the Granger causal relationship in the time domain
10 references·16 citing·43 second hop
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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2004Consumer Confidence and Consumer Spending717 cited
  • 1994Does Consumer Sentiment Forecast Household Spending? If So, Why?636 cited
  • 2004Expectations, Heterogeneous Forecast Errors, and Consumption: Micro Evidence from the Michigan Consumer Sentiment Surveys438 cited
  • 1994Vector autoregression and causality: a theoretical overview and simulation study404 cited
  • 1991Vector autoregression and causality274 cited
  • 1976Illiquidity, Consumer Durable Expenditure, and Monetary Policy125 cited
  • 1992Consumer sentiment: its causes and effects124 cited
  • 1990Consumer confidence, expenditure, saving, and credit104 cited

Cited by

  • 2008The tourism–economy causality in the United States: A sub-industry level examination254 cited
  • 2008Performance and trade‐offs in Microfinance Organisations—Does ownership matter?194 cited
  • 2010Regional Housing Price Cycles: A Spatio-temporal Analysis Using US State-level Data105 cited
  • 2009The survival and success of Canadian penny stock IPOs83 cited

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2009
The governance of non-profit micro finance institutions: lessons from history
75 cited
  • 2009On the Construction of the European Economic Sentiment Indicator*73 cited
  • 2014Real-time forecasting regional tourism with business sentiment surveys70 cited
  • 2008Linear and nonlinear causality between changes in consumption and consumer attitudes54 cited
  • 2006Multivariate out-of-sample tests for Granger causality48 cited
  • 2015The Usefulness of Consumer Sentiment: Assessing Construct and Measurement46 cited
  • 2014The Association between microfinance rating scores and corporate governance: a global survey38 cited
  • 2023Measuring financial resilience with consumer sentiment data from India34 cited
  • 2016Consumer confidence and economic activity: a factor augmented VAR approach29 cited
  • 2017Is consumer confidence index a suitable predictor of future economic growth? An evidence from the USA27 cited
  • 2011Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America27 cited
  • 2016The fisher relationship in Nigeria26 cited