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Aggregate and disaggregate sector forecasting using consumer confidence measures

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  • Kumar, V.
  • Leone, Robert P.
  • Gaskins, John N.
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    Bibliographic Info

    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 11 (1995)
    Issue (Month): 3 (September)
    Pages: 361-377

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    Handle: RePEc:eee:intfor:v:11:y:1995:i:3:p:361-377

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    Web page: http://www.elsevier.com/locate/ijforecast

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    References

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    1. Hafer, R. W. & Sheehan, Richard G., 1989. "The sensitivity of VAR forecasts to alternative lag structures," International Journal of Forecasting, Elsevier, Elsevier, vol. 5(3), pages 399-408.
    2. Spencer, David E., 1993. "Developing a Bayesian vector autoregression forecasting model," International Journal of Forecasting, Elsevier, Elsevier, vol. 9(3), pages 407-421, November.
    3. LeSage, James P. & Magura, Michael, 1991. "Using interindustry input-output relations as a Bayesian prior in employment forecasting models," International Journal of Forecasting, Elsevier, Elsevier, vol. 7(2), pages 231-238, August.
    4. van Raaij, W. Fred, 1989. "Economic news, expectations and macro-economic behaviour," Journal of Economic Psychology, Elsevier, Elsevier, vol. 10(4), pages 473-493.
    5. Frank M. Bass & Robert P. Leone, 1983. "Temporal Aggregation, the Data Interval Bias, and Empirical Estimation of Bimonthly Relations from Annual Data," Management Science, INFORMS, INFORMS, vol. 29(1), pages 1-11, January.
    6. Aksu, Celal & Narayan, Jack Y., 1991. "Forecasting with vector ARMA and state space methods," International Journal of Forecasting, Elsevier, Elsevier, vol. 7(1), pages 17-30, May.
    7. Danaher, Peter J. & Brodie, Roderick J., 1992. "Predictive accuracy of simple versus complex econometric market share models: Theoretical and empirical results," International Journal of Forecasting, Elsevier, Elsevier, vol. 8(4), pages 613-626, December.
    8. Foekens, Eijte W. & Leeflang, Peter S. H. & Wittink, Dick R., 1994. "A comparison and an exploration of the forecasting accuracy of a loglinear model at different levels of aggregation," International Journal of Forecasting, Elsevier, Elsevier, vol. 10(2), pages 245-261, September.
    9. Funke, Michael, 1990. "Assessing the forecasting accuracy of monthly vector autoregressive models : The case of five OECD countries," International Journal of Forecasting, Elsevier, Elsevier, vol. 6(3), pages 363-378, October.
    10. Kumar, V. & Heath, Timothy B., 1990. "A comparative study of market share models using disaggregate data," International Journal of Forecasting, Elsevier, Elsevier, vol. 6(2), pages 163-174, July.
    11. Holden, K. & Broomhead, A., 1990. "An examination of vector autoregressive forecasts for the U.K. economy," International Journal of Forecasting, Elsevier, Elsevier, vol. 6(1), pages 11-23.
    12. Richard H. Thaler, 2008. "Mental Accounting and Consumer Choice," Marketing Science, INFORMS, INFORMS, vol. 27(1), pages 15-25, 01-02.
    13. Artis, M. J. & Zhang, W., 1990. "BVAR forecasts for the G-7," International Journal of Forecasting, Elsevier, Elsevier, vol. 6(3), pages 349-362, October.
    14. F. Thomas Juster & Paul Wachtel, 1974. "Anticipatory and Objective Models of Durable Goods Demand," NBER Chapters, in: Explorations in Economic Research, Volume 1, number 2, pages 136-188 National Bureau of Economic Research, Inc.
    15. Van Raaij, W. Fred & Gianotten, Henk J., 1990. "Consumer confidence, expenditure, saving, and credit," Journal of Economic Psychology, Elsevier, Elsevier, vol. 11(2), pages 269-290, June.
    16. Armstrong, J. Scott & Collopy, Fred, 1992. "Error measures for generalizing about forecasting methods: Empirical comparisons," International Journal of Forecasting, Elsevier, Elsevier, vol. 8(1), pages 69-80, June.
    17. John W. Keating, 1992. "Structural approaches to vector autoregressions," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 37-57.
    18. Fildes, Robert, 1992. "The evaluation of extrapolative forecasting methods," International Journal of Forecasting, Elsevier, Elsevier, vol. 8(1), pages 81-98, June.
    19. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, Econometric Society, vol. 48(1), pages 1-48, January.
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    Cited by:
    1. Arindam Mandal & Joseph McCollum, 2013. "Consumer Confidence and the Unemployment Rate in New York State: A Panel Study," New York Economic Review, New York State Economics Association (NYSEA), New York State Economics Association (NYSEA), vol. 44(1), pages 3-19.
    2. Dion, David Pascal, 2006. "Does Consumer Confidence Forecast Household Spending? The Euro Area Case," MPRA Paper 911, University Library of Munich, Germany.
    3. Deleersnyder, B. & Dekimpe, M.G. & Sarvary, M. & Parker, P.M., 2003. "Weathering Tight Economic Times: The Sales Evolution Of Consumer Durables Over The Business Cycle," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2003-046-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    4. Sarah Gelper & Aurelie Lemmens & Christophe Croux, 2007. "Consumer sentiment and consumer spending: decomposing the Granger causal relationship in the time domain," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 39(1), pages 1-11.
    5. Roos, Michael W.M., 2008. "Willingness to consume and ability to consume," Journal of Economic Behavior & Organization, Elsevier, vol. 66(2), pages 387-402, May.
    6. Lamey, L. & Deleersnyder, B. & Dekimpe, M.G. & Steenkamp, J-B.E.M., 2005. "The Impact of Business-Cycle Fluctuations on Private-Label Share," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2005-061-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    7. Grewal, Rajdeep & Mills, Jeffrey A. & Mehta, Raj & Mujumdar, Sudesh, 2001. "Using cointegration analysis for modeling marketing interactions in dynamic environments: methodological issues and an empirical illustration," Journal of Business Research, Elsevier, vol. 51(2), pages 127-144, February.
    8. Lemmens, A. & Croux, C. & Dekimpe, M.G., 2005. "The European Consumer: United In Diversity?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2005-022-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    9. Roberto Golinelli & Giuseppe Parigi, 2003. "What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 484, Bank of Italy, Economic Research and International Relations Area.
    10. Ribeiro Ramos, Francisco Fernando, 2003. "Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy," International Journal of Forecasting, Elsevier, Elsevier, vol. 19(1), pages 95-110.
    11. Lemmens, A. & Croux, C. & Dekimpe, M.G., 2007. "Consumer confidence in Europe: United in diversity," Open Access publications from Tilburg University urn:nbn:nl:ui:12-194296, Tilburg University.

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