The causal relationship between economic policy uncertainty and stock indices in OECD and non-OECD countries : evidence from time-varying Granger causality tests on a lag-augmented VAR model
Year of publication: |
2023
|
---|---|
Authors: | Ono, Hiroshi |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 5, p. 572-576
|
Subject: | Economic policy uncertainty | lag-augmented VAR model | OECD countries | stock indices | time-varying Granger causality | OECD-Staaten | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Wirtschaftspolitik | Economic policy | Wirtschaftswachstum | Economic growth | Aktienindex | Stock index | Risiko | Risk | Volatilität | Volatility |
-
Twitter's daily happiness sentiment, economic policy uncertainty, and stock index fluctuations
Chen, Wen-Yi, (2022)
-
Does crude oil price stimulate economic policy uncertainty in BRICS?
Su, Chi-Wei, (2021)
-
Abid, Abir, (2021)
- More ...
-
Partial ownership arrangements in the Japanese automobile industry; 1990-2000
Ono, Hiroshi, (2004)
-
Immigrants, English ability and the digital divide
Ono, Hiroshi, (2007)
-
The Informal Sector and Economic Development in Latin America: A Brief Study of the Chilean Model
Ono, Hiroshi, (2009)
- More ...