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Consumer Attitudes, Uncertainty, and Consumer Spending

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Author Info
Côté, Denise
Johnson, Marianne

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Abstract

This study examines the link between consumer expenditures and the Conference Board's Index of Consumer Attitudes, an index highly regarded for some time as a useful leading indicator of consumer expenditures. However, the theory that identifies why it may be useful in an analysis of consumption is less well established. To explore this question, we investigate the complementary value of including the index in a consumption equation. We also take a closer look at the index to establish what information it captures and why it may be useful in explaining household expenditures. The results suggest that the consumer attitudes index supplements traditional economic variables such as real income, wealth, interest rates, and the unemployment rate in equations explaining household expenditures. This finding is quite robust. Furthermore, when tested separately in the equation, the individual questions that contribute most to the index's explanatory power are those on current income as well as the "good time to buy" question that likely reflects consumers' assessments of their economic environment. The results suggest that the attitudes index partially captures information about expected income but that its explanatory power may also come from its measurement of the perception of economic prospects, including some assessment of the probability of a negative outcome and the uncertainty of economic prospects.

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File URL: http://www.bankofcanada.ca/en/res/wp/1998/wp98-16.pdf
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Paper provided by Bank of Canada in its series Working Papers with number 98-16.

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Length: 39 pages
Date of creation: 1998
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Handle: RePEc:bca:bocawp:98-16

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Related research
Keywords: Domestic demand and components; Economic models;

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Find related papers by JEL classification:
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
E2 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

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    Other versions:
  2. Teresa Santero & Niels Westerlund, 1996. "Confidence Indicators and Their Relationship to Changes in Economic Activity," OECD Economics Department Working Papers 170, OECD, Economics Department. [Downloadable!]
  3. Smith, R Todd, 1996. "Cyclical Uncertainty, Precautionary Saving and Economic Growth," Economica, London School of Economics and Political Science, vol. 63(251), pages 477-94, August. [Downloadable!] (restricted)
  4. Belessiotis, T., 1996. "Consumer Confidence and Consumer Spending in France," European Economy - Economic Papers 116, Commission of the EC, Directorate-General for Economic and Financial Affairs (DG ECFIN).
  5. Sandmo, Agnar, 1970. "The Effect of Uncertainty on Saving Decisions," Review of Economic Studies, Blackwell Publishing, vol. 37(3), pages 353-60, July. [Downloadable!] (restricted)
  6. Stock, James H & Watson, Mark W, 1993. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica, Econometric Society, vol. 61(4), pages 783-820, July. [Downloadable!] (restricted)
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  7. Flacco, Paul R. & Parker, Randall E., 1990. "Some evidence on the influence of income uncertainty on aggregate consumption," Journal of Macroeconomics, Elsevier, vol. 12(4), pages 653-662. [Downloadable!] (restricted)
  8. Carroll, Christopher D & Fuhrer, Jeffrey C & Wilcox, David W, 1994. "Does Consumer Sentiment Forecast Household Spending? If So, Why?," American Economic Review, American Economic Association, vol. 84(5), pages 1397-1408, December. [Downloadable!] (restricted)
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  9. Christopher D. Carroll, 1992. "The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 23(1992-2), pages 61-156. [Downloadable!]
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    Other versions:
  12. C. Alan Garner, 1991. "Forecasting consumer spending: should economists pay attention to consumer confidence surveys?," Economic Review, Federal Reserve Bank of Kansas City, issue May, pages 57-71. [Downloadable!]
  13. Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-47, February. [Downloadable!] (restricted)
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  15. Christopher D. Carroll & Wendy E. Dunn, 1997. "Unemployment Expectations, Jumping (S,s) Triggers, and Household Balance Sheets," NBER Working Papers 6081, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  16. Barry Cozier & Greg Tkacz, 1994. "The Term Structure and Real Activity in Canada," Macroeconomics 9406001, EconWPA, revised 23 Jun 1994. [Downloadable!]
    Other versions:
  17. Deaton, A. & Grosh, M., 1998. "Consumption," Papers 191, Princeton, Woodrow Wilson School - Development Studies.
  18. Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-92, December. [Downloadable!] (restricted)
  19. Charles Freedman & Tiff Macklem, 1998. "A Comment on "The Great Canadian Slump"," Canadian Journal of Economics, Canadian Economics Association, vol. 31(3), pages 646-665, August. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. 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) 484, Bank of Italy, Economic Research Department. [Downloadable!]
  2. Brigitte Desroches & Marc-André Gosselin, 2002. "The Usefulness of Consumer Confidence Indexes in the United States," Working Papers 02-22, Bank of Canada. [Downloadable!]
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