Consumer confidence as a GDP determinant in New EU Member States: a view from a time-varying perspective
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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… read more here.
Keywords: consumer; confidence gdp; consumer confidence; time varying ... See more keywords
A Note on the “Economic Policy Uncertainty Index”
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DOI: 10.1007/s11205-017-1609-1
Abstract: This paper builds upon the renowned media reports-based “Economic policy uncertainty” (EPU) index and analyzes its Granger-causal interrelationships with consumer confidence and aggregate economic activity. Employing a heterogeneous panel Granger causality test on data from… read more here.
Keywords: economic activity; index; uncertainty; economic policy ... See more keywords
Chinese consumer confidence: A catalyst for the outbound tourism expenditure?
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DOI: 10.1177/13548166211065250
Abstract: This study performs the bootstrap full- and sub-sample rolling-window Granger causality tests, in order to investigate the time-varying causal relationship between the consumer confidence index (CCI) and the outbound tourism expenditure (OTM) in China. For… read more here.
Keywords: expenditure; outbound tourism; consumer confidence; tourism ... See more keywords