Show simple item record

dc.contributor.authorKılıç, Erdem
dc.contributor.authorÇankaya, Serkan
dc.date.accessioned2019-02-14T20:45:49Z
dc.date.available2019-02-14T20:45:49Z
dc.date.issued2016en_US
dc.identifier.citationKilic, E., & Cankaya, S. (February 03, 2016). Consumer confidence and economic activity: a factor augmented VAR approach. Applied Economics, 48, 32, 3062-3080. DOI : 10.1080/00036846.2015.1133902en_US
dc.identifier.issn0003-6846
dc.identifier.issn1466-4283
dc.identifier.urihttps://doi.org/10.1080/00036846.2015.1133902
dc.identifier.urihttps://hdl.handle.net/20.500.11779/270
dc.description.abstractThis study aims to analyse the effects of the consumer confidence on economic activity for the USmarket. We use the empirical factor-augmented vector autoregression (FAVAR) method, whichenables us to incorporate a wide range of economic activity factors into the analysis. Theconsumer confidence index (CCI) is chosen as the principal variable that is presumed to representthe degree of optimism on the state of economic activity. The results show that consumerconfidence and economic activity are strongly correlated for manufacturing-related factors,such as industrial production and inventories. We also observe strong relation among CCI andpersonal consumption expenditures, as well as housing market variables.en_US
dc.language.isoengen_US
dc.publisherTaylor & Francisen_US
dc.relation.ispartofApplied Economicsen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectConsumer Confidence Indexen_US
dc.subjectFactor-augmented Vector Autoregressive Modelen_US
dc.subjectPsychological Factorsen_US
dc.subjectEconomic Activityen_US
dc.titleConsumer confidence and economic activity: a factor augmented VAR approachen_US
dc.typearticleen_US
dc.departmentİİSBF, Ekonomi Bölümüen_US
dc.authoridErdem Kılıç / 122262en_US
dc.identifier.volume48en_US
dc.identifier.issue32en_US
dc.identifier.startpage3062en_US
dc.identifier.endpage380en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.description.wosidWOS:000373989600007en_US
dc.description.scopusid2-s2.0-84958520846en_US
dc.contributor.institutionauthorKılıç, Erdem
dc.description.woscitationindexSocial Sciences Citation Indexen_US
dc.identifier.wosqualityQ3en_US
dc.description.WoSDocumentTypeArticleen_US
dc.description.WoSInternationalCollaborationUluslararası işbirliği ile yapılmayan - HAYIRen_US
dc.description.WoSPublishedMonthTemmuzen_US
dc.description.WoSIndexDate2016en_US
dc.description.WoSYOKperiodYÖK - 2015-16en_US
dc.identifier.doi10.1080/00036846.2015.1133902en_US
dc.identifier.scopusqualityQ2en_US


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record