Economic policy uncertainty in US and Europe : time-varying Granger causality
Zorica Mladenovic
| Year of publication: |
2023
|
|---|---|
| Authors: | Mladenovic, Zorica |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 20, p. 2913-2920
|
| Subject: | GARCH models | persistence | time-varying Granger causality | Uncertainty | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Risiko | Risk | Wirtschaftspolitik | Economic policy | Europa | Europe | Volatilität | Volatility | USA | United States |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2115448 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014414040