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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
CreatorsEasaw, J. Z.and Ghoshray, A.
DOI10.1016/j.socec.2008.01.011
DepartmentsFaculty of Humanities & Social Sciences > Economics
RefereedYes
StatusPublished
ID Code14791

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