Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment
In: Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010
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- repec:ner:tilbur:urn:nbn:nl:ui:12-194296 is not listed on IDEAS
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- Jason Bram & Sydney Ludvigson, 1997. "Does consumer confidence forecast household expenditure?: A sentiment index horse race," Research Paper 9708, Federal Reserve Bank of New York.
- Garner, C. Alan, 1981. "Economic determinants of consumer sentiment," Journal of Business Research, Elsevier, vol. 9(2), pages 205-220, June.
- E. Philip Howrey, 2001. "The Predictive Power of the Index of Consumer Sentiment," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 32(1), pages 175-216.
- Yogo, Motohiro, 2008. "Measuring business cycles: A wavelet analysis of economic time series," Economics Letters, Elsevier, vol. 100(2), pages 208-212, August.
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