Systemic risk, real GDP growth, and sentiment

Kanas, Angelos; Zervopoulos, Panagiotis D.

doi:10.1007/s11156-020-00952-3

Cited by 8 publications

(1 citation statement)

References 19 publications

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“…Some studies apply consumer confidence (or sentiment) to analyze macroeconomic activities, such as household decisions on debt and savings [39]; consumer spending, business cycles and economic growth [10,[40][41][42][43][44][45][46][47], financial stability [48,49], and tourism demand [50]. For example, Acemoglu and Scott [10] apply the consumption capital asset pricing model (CAPM) to U.K. data and show that consumer confidence has forecasting ability for the level of consumption.…”

Section: Literature Reviewmentioning

confidence: 99%

Spillover Network among Economic Sentiment and Economic Policy Uncertainty in Europe

Hernández

Kang

Jiang

et al. 2022

Systems

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We explore the directional spillover network among economic sentiment indicators and the economic policy uncertainty (EPU) index from Europe. We derive our results by fitting the directional spillover index approach to the monthly frequency data of eleven European countries, economic sentiment indicators and the European EPU index, spanning from 1 January 1987, to 1 February 2019. The empirical results indicate that the economic sentiment indicators of the largest European economies (Germany, France, and Italy) spillover with each other the most. The economic sentiment indicators of Germany and France most strongly influence the EU and Euro area economic sentiment indicators. The economic sentiment indicators of France and Italy have the most influence on the European EPU index, while the latter has the strongest influence on the economic sentiment indicators of Germany and France.

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