This book is different from the previous literatüre in the sense that it compares 4 different consumer confidence measures for the same country, namely Poland. We assess these indices by using time domain, frequency domain and wavelet analysis. These constitute, more specifically, the continuous vvavelet transform, cross wavelet transform and wavelet coherence which are used to unravel time and frequency dependent relationship consumer confıdence and selected macroeconomic variables like the exchange rate, inflation, interest rates, industrial production, stock exchange index and the unemployment rate. We try to assess whether different indices have different relationships in terms of sign and magnitude with the well-known economic and fînancial variables. Section 2 has a brief literatüre survey on the consumer confıdence with special emphasis on Poland. Section 3 explains data sources. Section 4 briefly describes the methodology. Section 5 includes empirical results and the policy implications and Section 6 concludes with thoughts on fiıture research.