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Published in 2018 at "Empirica"
DOI: 10.1007/s10663-016-9360-4
Abstract: This paper offers a pioneer attempt to unveil the time-varying impact of consumer confidence on GDP growth. The empirical analysis is based on a state space model with time-varying coefficients, which is employed on a…
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Keywords:
consumer;
confidence gdp;
consumer confidence;
time varying ... See more keywords