assessments of uncertainty spillovers in Europe. Therefore, not all EPU indices are the same. …Several alternative news-based Economic Policy Uncertainty indices have been developer for Spain and a few other … include only domestic news affects estimated spillovers substantially, leading to different qualitative and quantitative …

This paper proposes a novel approach to decompose the Economic Policy Uncertainty indices of European countries into … VAR model, we assess how common and country-specific uncertainty shocks influence economic activity, prices, and monetary … identifications. Therefore, our findings imply that policymakers should focus on uncertainty shocks that are synchronized across …

This paper proposes a novel approach to decompose the Economic Policy Uncertainty indices of European countries into … VAR model, we assess how common and country-specific uncertainty shocks influence economic activity, prices, and monetary … identifications. Therefore, our findings imply that policymakers should focus on uncertainty shocks that are synchronized across …

. This study uses the Diebold and Yilmaz index model to analyze and measure volatility spillovers and interconnectedness … among APEC stock markets. The objective is to identify major transmitters of volatility spillovers and assess the magnitude … of different crisis cycles. The results show that the US is the major contributor (69.54%) to volatility spillovers in …

-category spillovers of economic policy uncertainty (EPU) and financial market volatility between the US and Japan. Our model includes … strong sources of uncertainty spillovers throughout the sample period. … indices of monetary, fiscal and trade policy uncertainty for each country, as well as three measures of option-implied stock …

production and consumer price index under the high and low levels of uncertainty. The full sample results from our analysis … periods of high economic uncertainty. Furthermore, this approach also allows us to uncover asymmetric effects of economic … policy uncertainty and lending rate on macroeconomic indicators. The impacts of interest rate and domestic and foreign (US …

We use the recently created monthly Interest Rate Uncertainty measure, to investigate monetary policy uncertainty … spillovers during the global financial crisis. We find that most of the volatility is confined to the crisis period. Policy … makers should consider accounting for the spillovers from the US, Germany, France and Spain, as we found that they are the …

estimate a large-scale FAVAR model for 18 OECD member countries. We quantify the global effects of economic policy uncertainty … and financial sector effects of uncertainty. In that respect, we compare the impacts of a US and a Euro area uncertainty … shock. According to our results, an increase in uncertainty has a strong negative impact on economic activity, consumer …

a large-scale FAVAR model for 18 OECD member countries. We quantify the global effects of economic policy uncertainty … and financial sector effects of uncertainty. In that respect, we compare the impacts of a US and a Euro area uncertainty … shock. According to our results, an increase in uncertainty has a strong negative impact on economic activity, consumer …

a large-scale FAVAR model for 18 OECD member countries. We quantify the global effects of economic policy uncertainty … and financial sector effects of uncertainty. In that respect, we compare the impacts of a US and a Euro area uncertainty … shock. According to our results, an increase in uncertainty has a strong negative impact on economic activity, consumer …