The cyclical nature of Consumer Sentiments Indices in the US and UK
Reference:
Easaw, J. Z. and Ghoshray, A., 2008. The cyclical nature of Consumer Sentiments Indices in the US and UK. Journal of Socio-Economics, 37 (5), pp. 1994-1998.
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Official URL:
http://dx.doi.org/10.1016/j.socec.2008.01.011
Abstract
The present paper investigates the cyclical nature of Consumer Sentiments Indices (CSIs) for the US and UK. Using Threshold Autoregressive (TAR) models the empirical analysis indicates that the US CSI is mean reverting but adjusts asymmetrically and downwardly rigid.
Details
| Item Type | Articles |
| Creators | Easaw, J. Z.and Ghoshray, A. |
| DOI | 10.1016/j.socec.2008.01.011 |
| Departments | Faculty of Humanities & Social Sciences > Economics |
| Refereed | Yes |
| Status | Published |
| ID Code | 14791 |
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