$\left(UR_t - UR_{t-1}\right)*4$ &  \bf 0.03 &  &  &  \bf -0.36 &  &  &  \bf 1.01 & 0.57 \\  & (0.08) &  &  & (0.08) &  &  & (0.18) &  \\  &  &  \bf 0.02 &  &  &  \bf -0.30 &  &  \bf 0.87 & 0.40 \\  &  & (0.07) &  &  & (0.08) &  & (0.22) &  \\  &  &  &  \bf 0.05 &  &  &  \bf -0.26 &  \bf 0.69 & 0.22 \\  &  &  & (0.10) &  &  & (0.12) & (0.24) &  \\  \hline $\left(E_t^{household}/E_{t-1}^{household}\right)^4$ &  \bf 0.08 &  &  &  \bf 0.35 &  &  &  \bf 0.06 & 0.47 \\  & (0.12) &  &  & (0.11) &  &  & (0.27) &  \\  &  &  \bf -0.03 &  &  &  \bf 0.41 &  &  \bf 0.17 & 0.38 \\  &  & (0.10) &  &  & (0.13) &  & (0.33) &  \\  &  &  &  \bf -0.19 &  &  &  \bf 0.43 &  \bf 0.55 & 0.16 \\  &  &  & (0.13) &  &  & (0.14) & (0.39) &  \\  \hline $ISM_t^{manuf.}$ &  \bf 0.15 &  &  &  \bf 1.33 &  &  &  \bf 47.23 & 0.53 \\  & (0.41) &  &  & (0.41) &  &  & (0.68) &  \\  &  &  \bf 0.41 &  &  &  \bf 0.93 &  &  \bf 47.59 & 0.43 \\  &  & (0.38) &  &  & (0.37) &  & (0.66) &  \\  &  &  &  \bf -0.03 &  &  &  \bf 0.83 &  \bf 49.00 & 0.15 \\  &  &  & (0.46) &  &  & (0.44) & (0.78) &  \\  \hline $log\left(SP500_t - SP500_{t-4}\right)/4$ &  \bf -0.09 &  &  &  \bf 0.73 &  &  &  \bf 0.08 & 0.19 \\  & (0.30) &  &  & (0.33) &  &  & (1.08) &  \\  \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 0.06 &  &  &  \bf 0.43 &  &  &  \bf 0.74 & 0.51 \\ current quarter & (0.11) &  &  & (0.12) &  &  & (0.28) &  \\ $\widehat{\Delta GDP(E)_{t,t-1}}$, SPF forecast &  \bf 0.03 &  &  &  \bf 0.22 &  &  &  \bf 1.68 & 0.19 \\ 1 quarter ahead & (0.07) &  &  & (0.09) &  &  & (0.30) &  \\ $\widehat{\Delta GDP(E)_{t,t-2}}$, SPF forecast &  \bf 0.08 &  &  &  \bf 0.08 &  &  &  \bf 2.20 & 0.11 \\ 2 quarters ahead & (0.07) &  &  & (0.08) &  &  & (0.33) &  \\ 
