Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Yi-Ting Peng, Tsangyao Chang and Omid Ranjbar
Year of publication: |
2022
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Authors: | Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 39, p. 4586-4595
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Subject: | Economic policy uncertainty | Fourier expansion | quantile regression | unit root | Einheitswurzeltest | Unit root test | Wirtschaftspolitik | Economic policy | USA | United States | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Risiko | Risk |
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