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Cross|category spillover effects of economic policy uncertainty ...


Cross-category spillover effects of economic policy uncertainty ...

This study investigates the connectedness among three types of economic policy uncertainties, namely monetary, fiscal, and trade uncertainties, between China ...

Cross-category spillover effects of economic policy uncertainty ...

The results suggest that the spillover effects have time-varying characteristics, and some major events could sharply increase the spillover indices. More ...

Cross-country categorical economic policy uncertainty spillovers

These events have amplified economic policy uncertainty (EPU), as previously untested policies have often been used to ameliorate the effects of ...

Cross-category and cross-country spillovers of economic policy ...

The empirical results show that the cross-category EPU spillover within China is higher than that within the US, and the cross-country EPU spillover from the US ...

Cross-category spillover effects of economic policy uncertainty ...

Request PDF | Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence | This study ...

The global economic policy uncertainty spillover analysis

The results reveal that: (1) The transnational contagion of EPU is significant, and the spillover network of policy uncertainty is time-varying. (2) EPU ...

Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty

EPU reduces growth in real out- put, private consumption and private investment, with spillovers from abroad accounting for about two-thirds of the effect.

Have Cross-category Spillovers of Economic Policy Uncertainty ...

The determinants of cross-country policy uncertainty spillovers are also further investigated, showing that bilateral trade, exchange rate, and ...

Cross-category spillover effects of economic policy uncertainty ...

Article on Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence, ...

Economic Policy Uncertainty Spillovers in Small Open Economies

Our impulse response analysis shows that a one standard deviation increase in the uncertainty index results in a 1% fall in real output growth in 2-3 quarters.

Cross-category and Cross-country spillovers of economic policy ...

... spillover effect of economic policy uncertainty (EPU) within and between the US and China from January 2000 to May 2022. The empirical results ...

Asymmetric spillover between economic policy uncertainty and ...

Using monthly data from January 1997 to August 2022, we find that the spillover effect of ERV on EPU is greater than that of the inverse. In ...

Evidence from the US and China | Scholars Portal Journals

Using both time and frequency spillover index method, this paper studies the cross-category and cross-country spillover effect of economic policy uncertainty ( ...

Economic Policy Uncertainty in the Euro Area: Cross-Country ...

This paper analyzes spillovers and the macroeconomic effects of economic policy uncertainty (EPU) in Europe over the last two decades.

Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty

Our results suggest that economic policy uncertainty re- duces growth in real output, private consumption, and private investment, and that spillovers from ...

Cross-category and cross-country spillovers of economic policy ...

Cross-category and cross-country spillovers of economic policy uncertainty: Evidence from the US and China · List of references · Publications that cite this ...

Economic Policy Uncertainty: Cross-Country Linkages and Spillover ...

We use copula techniques and mixed-frequency global VAR to analyze the correlation and the spillover effect, respectively. We find that the EPU ...

Cross-category spillovers of economic policy uncertainty - EconStor

In general, we document a high degree of consistency between our results and political- economic history. Finally, over the long-run, total spillover intensity ...

A note on international spillovers of economic policy uncertainty ...

Elevated policy uncertainty imposes greater financial planning challenges for consumers and firms, thus reducing consumer spending, delaying ...

Economic Policy Uncertainty Spillovers in Booms and Busts - CESifo

We find strong evidence in favor of asymmetric spillover effects. Unemployment in Canada is shown to react to uncertainty shocks in economic busts only. Such ...