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Start Over Topic asymmetric behavior Publication Year Range Last 50 years Journal journal of socio-economics Region united kingdom
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1. The cyclical nature of Consumer Sentiments Indices in the US and UK

Author

Easaw, Joshy and Ghoshray, Atanu

Subjects
*EMPIRICAL research, *INDEXES, *CONSUMER behavior, *MATHEMATICAL models, *CONSUMPTION (Economics)
Abstract

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. [Copyright &y& Elsevier]

Published
2008
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