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The spillover effects of US economic policy uncertainty on the global ...

We find that US policy uncertainty shocks are significant in driving the business cycle fluctuations of the world economy. ... The empirical results offer crucial ...

Spillover effect of economic policy uncertainty on the stock market in ...

The empirical results show a significant spillover effect in both the U.S. and Asian stock markets, with EPU as the recipient of risk spillover and stock ...

Spillover effects of the US economic policy uncertainty in Latin ...

This paper is aimed at assessing the spillover effects of the US Economic Policy. Uncertainty (EPU) in macroeconomic variables of major Latin American ...

Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty

Using local projections, we show that shocks originating in the. US, Europe, and China reduce economic activity in the rest of the world, with the effects be-.

Spillover effects of the US economic policy uncertainty in Latin ...

This paper is aimed at assessing the spillover effects of the US Economic Policy. Uncertainty (EPU) in macroeconomic variables of major Latin American ...

(PDF) Spillover effects of the US economic policy uncertainty in Latin ...

The main finding is that positive shocks in the US EPU index lead to currency depreciation for all four LAC; the largest effect is for Mexico. Other ...

The global economic policy uncertainty spillover analysis - NCBI

It follows that EPU in developed countries is more likely to spillover into other countries. The gap between countries affected by spillover effects of other ...

Spillover effects of the US economic policy uncertainty in Latin ...

The main finding is that positive shocks in the US EPU index lead to currency depreciation for all four LAC; the largest effect is for Mexico. Other ...

Spillover effects of US uncertainty - Taylor & Francis Online

The main findings are as follows: (1) US uncertainty shocks negatively affect EMs. (2) The spillover effects rely on the source of US ...

Spillover Effects of US Monetary Policy on Emerging Markets Amidst ...

The spillover effects are significantly amplified when US monetary policy tightening is accompanied by an increase in monetary policy uncertainty. Finally, ...

Economic Policy Uncertainty Spillovers in Booms and Busts

In computing the effects of U.S. EPU shocks on the Canadian economy, we control for the Canadian EPU index, so that uncertainty shocks originating in the U.S. ...

Return spillover of Vietnam's sectors in response to US uncertainties

As such, this study examines the impact of geopolitical risk and economic policy uncertainty on inter-sectoral return spillovers in Vietnam.

Economic Policy Uncertainty Spillovers in Small Open Economies

impact of uncertainty spillovers estimated using Hong Kong data can be viewed as the upper bound of the impact of external uncertainty shocks on a small open ...

Spillover effects of economic policy uncertainty on adult... - Sciendo

The paper studies the effects of foreign (the US, the UK and the Chinese) and domestic economic policy uncertainty (EPU) shocks on unemployment.

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 ...

Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty

Moreover, uncertainty in the. United States, Europe, and China reduces economic activity in the rest of the world, with the effects being mostly felt in Europe ...

Spillover effects of the US economic policy uncertainty in Latin ...

The main finding is that positive shocks in the US EPU index lead to currency depreciation for all four LAC; the largest effect is for Mexico. Other ...

Asymmetric spillover between economic policy uncertainty and ...

As a result, we show that the spillover effect of ERV to EPU is stronger than the spillover effect in the opposite direction, while the ...

Nonlinear spillover effect of US monetary policy uncertainty on ...

Results showed that within the sample period (February 2006 – September 2020), US MPU generated a significant positive spillover effect on ...

Spillover Effects of Us Economic Policy Uncertainty on Emerging ...

Using data from 2003 to 2022 across 23 emerging economies, we find that US economic policy uncertainty significantly increases the risk for ...