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Consumer Confidence Indices And Short-Term Forecasting Of Consumption

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  • ALI AL-EYD
  • RAY BARRELL
  • E. PHILIP DAVIS

Abstract

There is growing interest in examining the short-term link between survey-based confidence indicators and real economic activity. This paper builds on previous studies to establish whether there is a short-term predictive relationship between measures of consumer confidence and actual consumption, in a range of major industrial countries. It then extends such previous analyses by assessing whether this relation has changed over time, and whether we can attribute any time-varying relation to structural developments in the economy, such as financial deepening and the increasing role of house prices in determination of consumption. Copyright � 2009 National Institute of Economic and Social Research. Journal compilation � 2009 Blackwell Publishing Ltd and The University of Manchester.

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Bibliographic Info

Article provided by University of Manchester in its journal The Manchester School.

Volume (Year): 77 (2009)
Issue (Month): 1 (01)
Pages: 96-111

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Handle: RePEc:bla:manchs:v:77:y:2009:i:1:p:96-111

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Cited by:
  1. Ansgar Belke & Joscha Beckmann & Michael Kühl, 2009. "Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments," Discussion Papers of DIW Berlin 952, DIW Berlin, German Institute for Economic Research.
  2. Giancarlo Bruno, 2014. "Consumer confidence and consumption forecast: a non-parametric approach," Empirica, Springer, Springer, vol. 41(1), pages 37-52, February.
  3. Roman Horvath, 2012. "Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 398-412, November.
  4. Dudek, Sławomir, 2008. "Consumer Survey Data and short-term forecasting of households consumption expenditures in Poland," MPRA Paper 19818, University Library of Munich, Germany.
  5. Emrah İ. Çevik & Turhan Korkmaz & Erdal Atukeren, 2012. "Business confidence and stock returns in the USA: a time-varying Markov regime-switching model," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 22(4), pages 299-312, February.

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