Linear and nonlinear causality between changes in consumption and consumer attitudes

doi:10.1016/j.econlet.2008.12.010

UM > Faculty of Business Administration

Residential College	false
Status	已發表Published
	Linear and nonlinear causality between changes in consumption and consumer attitudes
	Zhuo Qiao1 ; Michael McAleer 2; Wing-Keung Wong 3
	2008-12-24
Source Publication	Economics Letters
ABS Journal Level	3
ISSN	0165-1765
Volume	102 Issue:3 Pages:161-164
Abstract	Adopting both linear and nonlinear Granger causality tests, we find consumer attitude indices of the University of Michigan's surveys are very useful in predicting consumption movements of the United States.
Keyword	Consumer Sentiment Nonlinear Granger Causality Prediction Consumer Expectations Consumption Growth
DOI	10.1016/j.econlet.2008.12.010
Indexed By	SSCI
Language	英語English
WOS Research Area	Business & Economics
WOS Subject	Economics
WOS ID	WOS:000264473100006
Publisher	ELSEVIER SCIENCE SA, PO BOX 564, 1001 LAUSANNE, SWITZERLAND
Scopus ID	2-s2.0-60449084220
Fulltext Access	View Full-Text via DOI View Full-Text via Web of Science
Citation statistics
Document Type	Journal article
Collection	Faculty of Business Administration DEPARTMENT OF FINANCE AND BUSINESS ECONOMICS
Corresponding Author	Wing-Keung Wong
Affiliation	1.Faculty of Business Administration, University of Macau, Macau, People’s Republic of China 2.School of Economics and Commerce, University of Western Australia, Australia 3.Department of Economics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
First Author Affilication	Faculty of Business Administration
Recommended Citation GB/T 7714	Zhuo Qiao,Michael McAleer,Wing-Keung Wong. Linear and nonlinear causality between changes in consumption and consumer attitudes[J]. Economics Letters, 2008, 102(3), 161-164.
APA	Zhuo Qiao., Michael McAleer., & Wing-Keung Wong (2008). Linear and nonlinear causality between changes in consumption and consumer attitudes. Economics Letters, 102(3), 161-164.
MLA	Zhuo Qiao,et al."Linear and nonlinear causality between changes in consumption and consumer attitudes".Economics Letters 102.3(2008):161-164.

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