MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01941nam a22002657a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20241127112542.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
241127b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
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| International Standard Serial Number |
03128962 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
MSU |
| Language of cataloging |
English |
| Transcribing agency |
MSU |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HD31 AUS |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Yao, Juan |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Predicting the directional change in consumer sentiment/ |
| Statement of responsibility, etc. |
created by Juan Yao, Graham Partington and Max Stevenson |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Los Angeles : |
| Name of producer, publisher, distributor, manufacturer |
Sage, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2013. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Australian journal of management. |
| Volume/sequential designation |
Volume 38, number 1 |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
The Consumer Sentiment Index (CSI) is a widely monitored economic indicator. The index measures consumer expectations, which contain information about potential future changes in consumer spending. Thus, any change in the dynamics of the sentiment index should contain important signals about future consumer behaviour, as well as changes in the real economy and stock returns. In this paper we use Cox’s proportional hazards model to estimate dynamic transition probabilities for a reversal in the CSI. We predict the probability of both positive and negative runs in sentiment surviving in the same state. Lagged changes in consumer sentiment and the frequency of recent reversals of sentiment are found to be significant predictors of a change in state. The model has substantial predictive ability, as measured by both categorical accuracy and a probability scoring rule, the Brier Score (Brier, 1950) out of sample. The predictive accuracy of the model is robust to the impact of the global financial crisis. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Consumer confidence index |
| Form subdivision |
Private consumption |
| General subdivision |
Forecasting model |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Partington, Graham H. |
| Relator term |
co author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Stevenson, Maxwell John |
| Relator term |
co author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://doi.org/10.1177/0312896211434573 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Journal Article |