Advertising and Aggregate Consumption: An Analysis of Causality

DOI10.2307/1912176MaRDI QIDQ3885463zbMATH OpenOpenAlexFDO

Authors Richard A. Ashley, Clive W. J. Granger, Richard L. Schmalensee

Publication date 1980

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912176

zbMATH Keywords

aggregate advertisingaggregate consumptionanalysis of causalitybivariate time-series contexttesting for causation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Cited in

(23)

• Multivariate out-of-sample tests for Granger causality
• A new technique for postsample model selection and validation
• Classifying and controlling errors in forecasting using multiple criteria goal programming
• Market concentration and persuasive advertising: a theoretical approach
• Robust out-of-sample inference
• Causal inference for multivariate stochastic process prediction
• Linear and nonlinear causality between signals: methods, examples and neurophysiological applications
• A predictability test for a small number of nested models
• Approximately normal tests for equal predictive accuracy in nested models
• Granger causality and the sampling of economic processes
• Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
• Sir Clive Granger's contributions to nonlinear time series and econometrics
• Bananas and petrol: further evidence on the forecasting accuracy of the ABS ‘headline’ and ‘underlying’ rates of inflation
• Demand forecasting with high dimensional data: the case of SKU retail sales forecasting with intra- and inter-category promotional information
• Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method
• Asymptotics for out of sample tests of Granger causality
• Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
• In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
• Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
• Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form
• Tests of equal forecast accuracy and encompassing for nested models
• The length of the effect of aggregate advertising on aggregate consumption
• Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures

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