Testing the causalities between economic policy uncertainty and the US stock indices : applications of linear and nonlinear approaches
Year of publication: |
December 2017
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Authors: | Ongan, Serdar ; Gocer, Ismet |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 12.2017, 4, p. 1-20
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Subject: | EPU index | nonlinear rolling window unit root test | nonlinear rolling window causality test | S&P 500 | Dow Jones | Nasdaq 100 | Kausalanalyse | Causality analysis | USA | United States | Nichtlineare Regression | Nonlinear regression | Aktienindex | Stock index | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Börsenkurs | Share price |
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