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 consumptionaggregate advertisinganalysis 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)

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

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