Wang, Yudong; Zhang, Bing; Diao, Xundi; Wu, Chongfeng - In: Economics Letters 127 (2015) C, pp. 39-42
In this study, we forecast economic policy uncertainty (EPU) using input on 23 commodity price changes. We reveal the significant predictability of EPU using three forecast combinations. This indicates that commodity price changes can be taken as a leading indicator of EPU.
