$\left(UR_t - UR_{t-1}\right)*4$ &  \bf -0.03 &  &  &  \bf -0.28 &  &  &  \bf 1.00 & 0.59 \\  & (0.07) &  &  & (0.08) &  &  & (0.14) &  \\  &  &  \bf 0.07 &  &  &  \bf -0.33 &  &  \bf 0.87 & 0.43 \\  &  & (0.06) &  &  & (0.07) &  & (0.16) &  \\  &  &  &  \bf 0.10 &  &  &  \bf -0.28 &  \bf 0.67 & 0.22 \\  &  &  & (0.11) &  &  & (0.12) & (0.18) &  \\  \hline $\left(E_t^{household}/E_{t-1}^{household}\right)^4$ &  \bf 0.11 &  &  &  \bf 0.28 &  &  &  \bf 0.45 & 0.43 \\  & (0.10) &  &  & (0.12) &  &  & (0.27) &  \\  &  &  \bf 0.01 &  &  &  \bf 0.33 &  &  \bf 0.56 & 0.35 \\  &  & (0.11) &  &  & (0.13) &  & (0.28) &  \\  &  &  &  \bf -0.23 &  &  &  \bf 0.47 &  \bf 0.83 & 0.18 \\  &  &  & (0.14) &  &  & (0.15) & (0.30) &  \\  \hline $ISM_t^{manuf.}$ &  \bf 0.23 &  &  &  \bf 1.02 &  &  &  \bf 48.63 & 0.43 \\  & (0.33) &  &  & (0.37) &  &  & (0.95) &  \\  &  &  \bf 0.42 &  &  &  \bf 0.80 &  &  \bf 48.71 & 0.41 \\  &  & (0.35) &  &  & (0.34) &  & (0.74) &  \\  &  &  &  \bf 0.12 &  &  &  \bf 0.76 &  \bf 49.62 & 0.21 \\  &  &  & (0.53) &  &  & (0.49) & (0.66) &  \\  \hline $log\left(SP500_t - SP500_{t-4}\right)/4$ &  \bf -0.05 &  &  &  \bf 0.64 &  &  &  \bf -0.27 & 0.21 \\  & (0.26) &  &  & (0.30) &  &  & (0.76) &  \\  \hline $r_{t-8}^{Treas(10yr)} - r_{t-8}^{Treas(2yr)}$ &  \bf -0.14 &  &  &  \bf 0.21 &  &  &  \bf 0.51 & 0.08 \\  & (0.07) &  &  & (0.08) &  &  & (0.15) &  \\  \hline $\widehat{\Delta GDP(E)_{t,t}}$, SPF forecast &  \bf 0.20 &  &  &  \bf 0.33 &  &  &  \bf 0.86 & 0.61 \\ current quarter & (0.12) &  &  & (0.12) &  &  & (0.20) &  \\ $\widehat{\Delta GDP(E)_{t,t-1}}$, SPF forecast &  \bf 0.15 &  &  &  \bf 0.16 &  &  &  \bf 1.84 & 0.31 \\ 1 quarter ahead & (0.09) &  &  & (0.09) &  &  & (0.23) &  \\ $\widehat{\Delta GDP(E)_{t,t-2}}$, SPF forecast &  \bf 0.10 &  &  &  \bf 0.08 &  &  &  \bf 2.45 & 0.15 \\ 2 quarters ahead & (0.08) &  &  & (0.08) &  &  & (0.27) &  \\ 
