$\left(UR_t - UR_{t-1}\right)*4$ &  \bf -0.22 &  &  &  \bf -0.15 &  &  &  \bf 1.06 & 0.56 \\  & (0.06) &  &  & (0.06) &  &  & (0.22) &  \\  &  &  \bf -0.21 &  &  &  \bf -0.09 &  &  \bf 0.86 & 0.35 \\  &  & (0.07) &  &  & (0.05) &  & (0.24) &  \\  &  &  &  \bf -0.21 &  &  &  \bf -0.01 &  \bf 0.66 & 0.19 \\  &  &  & (0.07) &  &  & (0.09) & (0.28) &  \\  \hline $\left(E_t^{household}/E_{t-1}^{household}\right)^4$ &  \bf 0.27 &  &  &  \bf 0.23 &  &  &  \bf -0.03 & 0.49 \\  & (0.09) &  &  & (0.09) &  &  & (0.31) &  \\  &  &  \bf 0.25 &  &  &  \bf 0.15 &  &  \bf 0.17 & 0.34 \\  &  & (0.07) &  &  & (0.10) &  & (0.38) &  \\  &  &  &  \bf 0.17 &  &  &  \bf 0.08 &  \bf 0.56 & 0.12 \\  &  &  & (0.07) &  &  & (0.13) & (0.46) &  \\  \hline $ISM_t^{manuf.}$ &  \bf 1.55 &  &  &  \bf 0.02 &  &  &  \bf 47.36 & 0.50 \\  & (0.22) &  &  & (0.19) &  &  & (0.72) &  \\  &  &  \bf 1.57 &  &  &  \bf -0.23 &  &  \bf 47.91 & 0.39 \\  &  & (0.23) &  &  & (0.24) &  & (0.71) &  \\  &  &  &  \bf 0.95 &  &  &  \bf -0.13 &  \bf 49.20 & 0.13 \\  &  &  & (0.37) &  &  & (0.38) & (0.84) &  \\  \hline $log\left(SP500_t - SP500_{t-4}\right)/4$ &  \bf 0.47 &  &  &  \bf 0.27 &  &  &  \bf -0.00 & 0.19 \\  & (0.28) &  &  & (0.28) &  &  & (1.13) &  \\  \hline $r_{t-8}^{Treas(10yr)} - r_{t-8}^{Treas(2yr)}$ &  \bf 0.15 &  &  &  \bf -0.09 &  &  &  \bf 0.57 & 0.05 \\  & (0.08) &  &  & (0.07) &  &  & (0.17) &  \\  \hline $\widehat{\Delta GDP(E)_{t,t}}$, SPF forecast &  \bf 0.55 &  &  &  \bf 0.01 &  &  &  \bf 0.68 & 0.56 \\ current quarter & (0.10) &  &  & (0.08) &  &  & (0.24) &  \\ $\widehat{\Delta GDP(E)_{t,t-1}}$, SPF forecast &  \bf 0.22 &  &  &  \bf 0.05 &  &  &  \bf 1.65 & 0.20 \\ 1 quarter ahead & (0.09) &  &  & (0.12) &  &  & (0.30) &  \\ $\widehat{\Delta GDP(E)_{t,t-2}}$, SPF forecast &  \bf 0.09 &  &  &  \bf 0.07 &  &  &  \bf 2.20 & 0.10 \\ 2 quarters ahead & (0.07) &  &  & (0.07) &  &  & (0.33) &  \\ 
