$\left(UR_t - UR_{t-1}\right)*4$ &  \bf -0.06 &  &  &  \bf -0.24 &  &  &  \bf 0.81 & 0.55 \\  & (0.05) &  &  & (0.06) &  &  & (0.12) &  \\  &  &  \bf -0.01 &  &  &  \bf -0.25 &  &  \bf 0.72 & 0.37 \\  &  & (0.08) &  &  & (0.08) &  & (0.14) &  \\  &  &  &  \bf 0.02 &  &  &  \bf -0.22 &  \bf 0.58 & 0.22 \\  &  &  & (0.06) &  &  & (0.06) & (0.17) &  \\  \hline $\left(E_t^{household}/E_{t-1}^{household}\right)^4$ &  \bf 0.04 &  &  &  \bf 0.34 &  &  &  \bf 0.32 & 0.47 \\  & (0.09) &  &  & (0.10) &  &  & (0.16) &  \\  &  &  \bf 0.11 &  &  &  \bf 0.24 &  &  \bf 0.39 & 0.34 \\  &  & (0.11) &  &  & (0.10) &  & (0.23) &  \\  &  &  &  \bf -0.09 &  &  &  \bf 0.32 &  \bf 0.68 & 0.16 \\  &  &  & (0.10) &  &  & (0.07) & (0.27) &  \\  \hline $ISM_t^{manuf.}$ &  \bf 0.41 &  &  &  \bf 1.04 &  &  &  \bf 47.57 & 0.54 \\  & (0.24) &  &  & (0.28) &  &  & (0.62) &  \\  &  &  \bf 0.50 &  &  &  \bf 0.92 &  &  \bf 47.50 & 0.48 \\  &  & (0.41) &  &  & (0.38) &  & (0.57) &  \\  &  &  &  \bf 0.09 &  &  &  \bf 0.88 &  \bf 48.69 & 0.22 \\  &  &  & (0.33) &  &  & (0.31) & (0.68) &  \\  \hline $log\left(SP500_t - SP500_{t-4}\right)/4$ &  \bf -0.28 &  &  &  \bf 0.88 &  &  &  \bf 0.49 & 0.20 \\  & (0.29) &  &  & (0.29) &  &  & (0.84) &  \\  \hline $r_{t-8}^{Treas(10yr)} - r_{t-8}^{Treas(2yr)}$ &  \bf -0.07 &  &  &  \bf 0.14 &  &  &  \bf 0.53 & 0.05 \\  & (0.04) &  &  & (0.05) &  &  & (0.17) &  \\  \hline $\widehat{\Delta GDP(E)_{t,t}}$, SPF forecast &  \bf 0.12 &  &  &  \bf 0.33 &  &  &  \bf 0.96 & 0.48 \\ current quarter & (0.07) &  &  & (0.06) &  &  & (0.29) &  \\ $\widehat{\Delta GDP(E)_{t,t-1}}$, SPF forecast &  \bf 0.04 &  &  &  \bf 0.18 &  &  &  \bf 1.84 & 0.17 \\ 1 quarter ahead & (0.06) &  &  & (0.07) &  &  & (0.33) &  \\ $\widehat{\Delta GDP(E)_{t,t-2}}$, SPF forecast &  \bf 0.09 &  &  &  \bf 0.03 &  &  &  \bf 2.32 & 0.07 \\ 2 quarters ahead & (0.07) &  &  & (0.07) &  &  & (0.35) &  \\ 
