$\left(UR_t - UR_{t-1}\right)*4$ &  \bf 0.00 &  &  &  \bf -0.35 &  &  &  \bf 1.03 & 0.54 \\  & (0.09) &  &  & (0.08) &  &  & (0.24) &  \\  &  &  \bf -0.00 &  &  &  \bf -0.28 &  &  \bf 0.89 & 0.35 \\  &  & (0.11) &  &  & (0.10) &  & (0.25) &  \\  &  &  &  \bf 0.14 &  &  &  \bf -0.34 &  \bf 0.64 & 0.18 \\  &  &  & (0.14) &  &  & (0.15) & (0.28) &  \\  \hline $\left(E_t^{household}/E_{t-1}^{household}\right)^4$ &  \bf 0.18 &  &  &  \bf 0.28 &  &  &  \bf -0.04 & 0.46 \\  & (0.13) &  &  & (0.13) &  &  & (0.34) &  \\  &  &  \bf -0.03 &  &  &  \bf 0.42 &  &  \bf 0.10 & 0.33 \\  &  & (0.14) &  &  & (0.18) &  & (0.40) &  \\  &  &  &  \bf -0.15 &  &  &  \bf 0.40 &  \bf 0.57 & 0.14 \\  &  &  & (0.17) &  &  & (0.16) & (0.49) &  \\  \hline $ISM_t^{manuf.}$ &  \bf 0.54 &  &  &  \bf 0.93 &  &  &  \bf 47.34 & 0.47 \\  & (0.50) &  &  & (0.47) &  &  & (0.76) &  \\  &  &  \bf 0.37 &  &  &  \bf 0.97 &  &  \bf 47.55 & 0.36 \\  &  & (0.52) &  &  & (0.49) &  & (0.82) &  \\  &  &  &  \bf -0.81 &  &  &  \bf 1.59 &  \bf 48.97 & 0.14 \\  &  &  & (0.65) &  &  & (0.66) & (1.02) &  \\  \hline $log\left(SP500_t - SP500_{t-4}\right)/4$ &  \bf -0.34 &  &  &  \bf 1.03 &  &  &  \bf 0.02 & 0.18 \\  & (0.46) &  &  & (0.48) &  &  & (1.20) &  \\  \hline $r_{t-8}^{Treas(10yr)} - r_{t-8}^{Treas(2yr)}$ &  \bf -0.14 &  &  &  \bf 0.18 &  &  &  \bf 0.57 & 0.02 \\  & (0.07) &  &  & (0.10) &  &  & (0.17) &  \\  \hline $\widehat{\Delta GDP(E)_{t,t}}$, SPF forecast &  \bf 0.07 &  &  &  \bf 0.46 &  &  &  \bf 0.71 & 0.52 \\ current quarter & (0.22) &  &  & (0.23) &  &  & (0.31) &  \\ $\widehat{\Delta GDP(E)_{t,t-1}}$, SPF forecast &  \bf 0.01 &  &  &  \bf 0.32 &  &  &  \bf 1.41 & 0.29 \\ 1 quarter ahead & (0.15) &  &  & (0.19) &  &  & (0.32) &  \\ $\widehat{\Delta GDP(E)_{t,t-2}}$, SPF forecast &  \bf 0.04 &  &  &  \bf 0.18 &  &  &  \bf 1.99 & 0.20 \\ 2 quarters ahead & (0.10) &  &  & (0.15) &  &  & (0.34) &  \\ 
