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Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests

Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid - In: The Manchester School 90 (2022) 4, pp. 453-471

Persistent link: https://www.econbiz.de/10013275644

The effect of economic policy uncertainty under fractional integration

Ramirez, Carlos D. - In: Portuguese economic journal 23 (2024) 1, pp. 89-110

Persistent link: https://www.econbiz.de/10014513090

Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test

Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid - In: Applied economics 54 (2022) 39, pp. 4586-4595

Persistent link: https://www.econbiz.de/10013411001

Testing for unit roots and cointegration using panel data : theory and applications

Banerjee, Anindya (contributor) - 1999

Persistent link: https://www.econbiz.de/10001435644

Economic policy uncertainty : persistence and cross-country linkages

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - In: Research in international business and finance 58 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013286262

Economic policy uncertainty : persistence and cross-country linkages

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2020

This paper provides new evidence on the stochastic behaviour of the EPU (Economic Policy Uncertainty (EPU) index constructed by Baker et al. (2016) in six of the biggest economies (Canada, France, Japan, US, Ireland, and Sweden) over the period from January 1985 to October 2019. In particular,...

Persistent link: https://www.econbiz.de/10012219127