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


Have cross-category spillovers of economic policy uncertainty ...

The cross-category connectedness is not constant over time. Overall, the direction of spillover is from the US to China, although this changes in different ...

Have cross-category spillovers of economic policy uncertainty ...

Overall, the direction of spillover is from the US to China, although this changes in different periods owing to different environments. These findings are ...

Cross-category spillovers of economic policy uncertainty

We find that, in total, the category-specific uncertainties are indeed closely interrelated. However, some policy categories are strong net transmitters of ...

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-country categorical economic policy uncertainty spillovers

This study expands existing literature in several ways. Firstly, the authors use a novel conditional connectedness approach, which has not been ...

Cross-category spillovers of economic policy uncertainty - EconStor

Another reason for EPU spillovers are issues of financing and the budget. Especially in the run-up to important elections, political parties and their ...

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 ...

Economic Policy Uncertainty Spillovers in Small Open Economies

We compare our economic policy uncertainty index with another proxy of uncertainty based on realized stock market volatility and find that our index has ...

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 ...

Cross-Category, Trans-Pacific Spillovers of Policy Uncertainty and ...

We find that the financial market volatility indices are usually substantial net spillover transmitters towards the total group of EPU measures.

A cross-border analysis of global and BRIC economies

This study empirically assesses the dynamics of variation in economic policy uncertainty over the financial markets of BRIC countries, including Brazil, ...

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

An unexpected elevation of EPU originating abroad has an overall contractionary real effect, and the spillover effects depend on the state of ...

Cross-country categorical economic policy uncertainty spillovers

The TCI values (72.71%, 70.52%, 49.96% and 63.18% for the USA, Japan, Greece and South Korea, respectively) are higher than conditional category connectedness ...

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 ...

Asymmetric spillover between economic policy uncertainty and ...

This study employs the network connectedness approach to examine the risk spillover between the economic policy uncertainty (EPU) and exchange rate volatility ...

Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty

Our results suggest that country-specific shocks have a negative effect on domestic growth of output, private consumption, and private investment, but that ...

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 ...

We find substantial spillovers across the European countries. Over time, Germany in particular has become increasingly connected to the other ...

Measuring Economic Policy Uncertainty

Category-specific shocks and policy initiatives are clearly visible. ... “International Spillovers of Policy Uncertainty,”. Economics ...

Cross-category Trans-Pacific Spillovers of Policy Uncertainty and ...

We find that the financial market volatility indices are usually substantial net spillover transmitters towards the total group of EPU measures. However, the ...