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The causal relationship between economic policy uncertainty and stock indices in OECD and non-OECD countries : evidence from time-varying Granger causality tests on a lag-augmented...

Ono, Hiroshi - In: Applied economics letters 30 (2023) 5, pp. 572-576

Persistent link: https://www.econbiz.de/10013553714

A note on international spillovers of economic policy uncertainty across business cycles : evidence from OECD countries

Popp, Aaron; Zhang, Fang - In: Macroeconomic dynamics 28 (2024) 1, pp. 99-111

Persistent link: https://www.econbiz.de/10014465384

The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach

Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016

This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MSVAR) model, and compare its in-sample and...

Persistent link: https://www.econbiz.de/10011443536

The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach

Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016

Persistent link: https://www.econbiz.de/10011554324

Comparing the transmission of monetary policy shocks in Latin America : a hierarchical panel VAR

Pérez Forero, Fernando J. - 2015

Persistent link: https://www.econbiz.de/10011503670

Cyclical fluctuations, co-movement and the role of external shocks in Latin America

Pérez Forero, Fernando J. - 2016

Persistent link: https://www.econbiz.de/10011755600

Cross-border flows and the effect of Global Financial shocks in Latin America

Gondo, Rocío; Pérez Forero, Fernando J. - 2019

Persistent link: https://www.econbiz.de/10012153478

Early warning indicators of crisis incidence : evidence from a panel of 40 developed countries

Babeckij, Jan; Havránek, Tomáš; Matějů, Jakub; … - 2011

important domestic source of risk. -- Early warning indicators ; Bayesian model averaging ; panel VAR ; dynamic panel ; macro … overcome several pitfalls of the previous contributions. We use a quarterly panel of 40 EU and OECD countries for the period … literature and our own considerations. For each potential indicator we determine the optimal lead employing panel vector …

Persistent link: https://www.econbiz.de/10009376938

Early warning indicators of economic crises : evidence from a panel of 40 developed countries

Babeckij, Jan; Havránek, Tomáš; Matěj°u, Jakub; … - 2011

Persistent link: https://www.econbiz.de/10009407457

Does population ageing reduce FDI inflows in OECD countries? : evidence from Bayesian panel VAR estimates

Mitra, Rajarshi; Guseva, Maria Evgenievna - In: Advances in innovation, trade and business : evidence …, (pp. 85-94). 2021

Persistent link: https://www.econbiz.de/10013163052