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Nowcasting Private Consumption : Traditional Indicators, Uncertainty Measures, Credit Cards and Some Internet Data

Gil, Maria - 2018

The focus of this paper is on nowcasting and forecasting quarterly private consumption. The selection of real-time, monthly indicators focuses on standard (“hard”/“soft” indicators) and less-standard variables. Among the latter group we analyze: i) proxy indicators of economic and policy...

Persistent link: https://www.econbiz.de/10012906689

Consumer confidence and consumption forecast : a non-parametric approach

Bruno, Giancarlo - In: Empirica : journal of european economics 41 (2014) 1, pp. 37-52

Persistent link: https://www.econbiz.de/10010437232

A mean-variance approach to forecasting with the consumer confidence index

Bruestle, Stephen; Crain, William Mark - In: Applied economics 47 (2015) 22/24, pp. 2430-2444

Persistent link: https://www.econbiz.de/10010516604

A mixed frequency approach to the forecasting of private consumption with ATM/POS data

Duarte, Cláudia; Rodrigues, Paulo M. M.; Rua, António - In: International journal of forecasting 33 (2017) 1, pp. 61-75

Persistent link: https://www.econbiz.de/10011754684

Would information on consumer confidence have helped to predict UK household expenditure during the recent economic crisis?

Gausden, Robert; Hasan, Mohammad S. - In: Applied economics 48 (2016) 16/18, pp. 1695-1709

Persistent link: https://www.econbiz.de/10011456726

Confidence, fundamentals, and consumption

L'Huillier, Jean-Paul; Waldmann, Robert; Yoo, Donghoon - 2021

We offer a structural interpretation of survey measures of consumer confidence. Our approach is based on a simple forward-looking model of consumption. The model decomposes observed consumption uctuations in changes due to fundamentals, and changes due to temporary errors caused by noisy...

Persistent link: https://www.econbiz.de/10012581510

Forecasting private consumption with digital payment data : a mixed frequency analysis

Rooj, Debasis; Sengupta, Reshmi - 2021

) regressions to forecast quarterly consumption using monthly data on the digital payment system and other macroeconomic variables … have better predicting power in forecasting private consumption in India. Both in-sample and out-of-sample forecast … evaluation confirm that MIDAS provides superior forecast evaluation to the standard time series models using a single frequency …

Persistent link: https://www.econbiz.de/10012505256

Predicting growth in US durables spending using consumer durables-buying attitudes

Baghestani, Hamid - In: Journal of business research : JBR 131 (2021), pp. 327-336

Persistent link: https://www.econbiz.de/10012545000

Does Consumer Confidence Forecast Household Expenditure? A Sentiment Index Horse Race

Bram, Jason - 2009

This article is the first formal investigation of consumer attitudes that compares the forecasting power of the University of Michigan's Index of Consumer Sentiment and the Conference Board's Consumer Confidence Index. The authors find that measures available from the Conference Board have both...

Persistent link: https://www.econbiz.de/10012766873

Implications of Return Predictability for Consumption Dynamics and Asset Pricing

Favero, Carlo A. - 2018

Two broad classes of consumption dynamics - long-run risks and rare disasters - have proven successful in explaining the equity premium puzzle when used in conjunction with recursive preference. We show that bounds a-la Gallant, Hansen and Tauchen (1990) that restrict the volatility of the...

Persistent link: https://www.econbiz.de/10012938615