Algaba, Andres; Borms, Samuel; Boudt, Kris; Verbeken, Brecht - 2021
Policymakers, firms, and investors closely monitor traditional survey-based consumer confidence indicators and treat it …-based consumer confidence and daily sentiment embedded in economic media news articles. The proposed mixed-frequency dynamic factor … consumer confidence index are computationally simple. In a Monte Carlo simulation study and an empirical application concerning …