Advertising and Aggregate Consumption: An Analysis of Causality

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Market concentration and persuasive advertising: a theoretical approach
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Approximately normal tests for equal predictive accuracy in nested models
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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
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
The length of the effect of aggregate advertising on aggregate consumption
Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies

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