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The role of consumer confidence in forecasting consumption, evidence from Florida
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The role of consumer confidence in forecasting consumption, evidence from Florida (2021)The role of consumer confidence in foreca…Sentiments and Economic Activity: Evidence from US States (2018)Sentiments and Economic Activ…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Forecasting US recessions: The role of sentiment (2014)Forecasting US recessions: Th…News, Noise, and Fluctuations: An Empirical Exploration (2013)News, Noise, and Fluctuations…Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence (2012)Information, Animal Spirits, …Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (2005)A Practitioner's Guide to Lag…Consumer Confidence and Consumer Spending (2004)Consumer Confidence and Consu…Comparing Predictive Accuracy (2002)Comparing Predictive AccuracyComment and Discussion (2001)Comment and DiscussionDoes consumer sentiment forecast household spending? (1998)Does consumer sentiment forec…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Does Consumer Confidence Forecast Household Expenditure? A Sentiment Index Horse Race (1997)Does Consumer Confidence Fore…Does Consumer Sentiment Forecast Household Spending? If So, Why? (1994)Does Consumer Sentiment Forec…Consumer Confidence and Rational Expectations: Are Agents' Beliefs Consistent with the Theory? (1994)Consumer Confidence and Ratio…Psychological Analysis of Economic Behavior. (1952)Psychological Analysis of Eco…Intertemporal Substitution in Consumption (1981)Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Expectations, Heterogeneous Forecast Errors, and Consumption: Micro Evidence from the Michigan Consumer Sentiment Surveys (2004)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Cognitive Dissonance, Sentiment, and Momentum (2012)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Forecasting Economic Time Series (2000)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The equity premium: A puzzle (1985)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Discretion versus policy rules in practice (1993)Generalized impulse response analysis in linear multivariate models (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Can News About the Future Drive the Business Cycle? (2006)Stock Prices, News, and Economic Fluctuations (2006)Macroeconomic Shocks and Their Propagation (2016)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)Risk Shocks (2013)Macroeconomics and Reality (1980)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)Bank liquidity creation, monetary policy, and financial crises (2017)Text-based crude oil price forecasting: A deep learning approach (2018)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Manager sentiment and stock returns (2018)Dividend yields and expected stock returns (1988)Macroeconomic Forecasting Using Diffusion Indexes (2002)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Policy Uncertainty and Corporate Investment (2015)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)The Impact of Uncertainty Shocks (2009)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes (2012)Applications of deep learning in stock market prediction: Recent progress (2021)Machine learning in the Chinese stock market (2021)
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References

  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1997Testing the equality of prediction mean squared errors2,123 cited
  • 2002Comparing Predictive Accuracy1,745 cited
  • 2004Consumer Confidence and Consumer Spending717 cited
  • 1994Does Consumer Sentiment Forecast Household Spending? If So, Why?636 cited
  • 2012Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence607 cited
  • 2005A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis316 cited
  • 2013News, Noise, and Fluctuations: An Empirical Exploration304 cited
  • 1994Consumer Confidence and Rational Expectations: Are Agents' Beliefs Consistent with the Theory?268 cited
  • 1998Does consumer sentiment forecast household spending?202 cited
  • 1952Psychological Analysis of Economic Behavior.173 cited
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  • 2018Sentiments and Economic Activity: Evidence from US States120 cited
  • 2014Forecasting US recessions: The role of sentiment117 cited

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  • 2001Comment and Discussion116 cited
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