The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models

The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models

We examined the determinants of the U.S. consumer sentiment by applying linear and nonlinear models. The data are monthly from 2009 to 2019, covering a large set of financial and nonfinancial variables related to the stock market, personal income, confidence, education, environment, sustainability,...

Full description

Bibliographic Details
Main Authors: Marwane El Alaoui, Elie Bouri, Nehme Azoury
Format: Article
Language:English
Published: MDPI AG 2020-07-01
Series:International Journal of Financial Studies
Subjects:
U.S. consumer sentiment
consumer perception
financial markets
cross-correlation
Random Matrix Theory
Switching Regime Regression
Online Access:https://www.mdpi.com/2227-7072/8/3/38

Internet

https://www.mdpi.com/2227-7072/8/3/38

Similar Items