Predicting Future Buyer Behavior with Consumers' Confidence and Sentiment Indexes

Spurious regressions in econometrics

Clive W. J. Granger, Paul Newbold · Journal of Econometrics · 1974 · 6.1K citations

Econometric Model, Economics, Spurious Regressions +5

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock, Mark W. Watson · Econometrica · 1993 · 4.8K citations

Macroeconomic Forecasting, Economic Fluctuation, Cointegrating Vectors +18

Time Series Regression with a Unit Root

P. C. B. Phillips · Econometrica · 1987 · 2.9K citations

Engineering, Unit Root, Regression Analysis +16

Autoregressive modelling and money-income causality detection

Chêng Hsiao · Journal of Monetary Economics · 1981 · 719 citations

Econometric Model, Economics, Macroeconomics +7

Does Consumer Sentiment Forecast Household Spending? If So, Why?

Christopher D. Carroll, Jeffrey C. Fuhrer, David Wilcox · American Economic Review · 1994 · 654 citations

Consumer Economics, Consumer Research, Economic Fluctuation +18