Please use this identifier to cite or link to this item: http://ri.uaemex.mx/handle20.500.11799/38880
DC FieldValueLanguage
dc.contributor.authorEduardo Loriaen_EU
dc.contributor.authorLuis Brito Cruzen_EU
dc.creatorEduardo Loria-
dc.creatorLuis Brito Cruz-
dc.date2004-
dc.date.accessioned2019-01-30T07:00:28Z-
dc.date.available2019-01-30T07:00:28Z-
dc.identifierhttp://hdl.handle.net/20.500.11799/38880-
dc.identifier.urihttp://ri.uaemex.mx/handle20.500.11799/38880-
dc.descriptionThe United States (U.S.) Consumer Confidence Index (CCI) has been widely and unambiguously regarded as a good 'predictor' of the U.S.'s private investment and consumption. In order to demonstrate such with statistical rigor, co-integration and Granger causality tests were applied for 1978:Q1-2003:Q1. Two crucial results were obtained: a) co-integration was not found between CCI and investment and consumption, and b) CCI does not determine -in the Granger sense- either consumption or private investment. Conversely, we found causality from these two variables over CCI.-
dc.formatapplication/application/pdf-
dc.languageeng-
dc.publisherAsociación Internacional de Economía Aplicada-
dc.relationhttp://www.redalyc.org/revista.oa?id=301-
dc.rightsinfo:eu-repo/semantics/openAccess-
dc.rightshttp://creativecommons.org/licenses/by-nc-nd/4.0-
dc.sourceEstudios de Economía Aplicada (España) Num.3 Vol.22-
dc.subjectEconomía y Finanzas-
dc.subjectleading indicator-
dc.subjectconsumer confidence index-
dc.subjectGranger causality test-
dc.subjectunit root-
dc.subjectstructural change-
dc.subjectco-integration-
dc.subjectinfo:eu-repo/classification/cti/5-
dc.titleIs the consumer confidence index a sound predictor of the private demand in the United States?-
dc.typearticle-
dc.audiencestudents-
dc.audienceresearchers-
item.grantfulltextnone-
item.fulltextNo Fulltext-
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