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Dynamic Connectedness of Uncertainty Across Developed Economies: A Time-Varying Approach
| Content Provider | Scilit |
|---|---|
| Author | Gabauer, David Plakandaras, Vasilios Gupta, Rangan Antonakakis, Nikolaos |
| Copyright Year | 2018 |
| Description | Journal: SSRN Electronic Journal Economic uncertainty has attracted a significant part of the modern research in economics, proving to be a significant factor for every economy. In this study, we focus on the transmission channel of uncertainty between economies, examining potential spillover effect between the U.S., the E.U., the U.K, Japan and Canada. Within a time-varying framework our empirical results indicate of a significant spillover of uncertainty from the E.U. to the U.S. |
| Related Links | https://repository.up.ac.za/bitstream/2263/64740/1/Antonakakis_Dynamic_2018.pdf https://papers.ssrn.com/sol3/Delivery.cfm?abstractid=3275914 |
| ISSN | 10914358 |
| e-ISSN | 15565068 |
| DOI | 10.2139/ssrn.3275914 |
| Journal | SSRN Electronic Journal |
| Language | English |
| Publisher | Elsevier BV |
| Publisher Date | 2018-01-12 |
| Access Restriction | Open |
| Subject Keyword | Journal: SSRN Electronic Journal Economic Policy Uncertainty Time-varying Model Connectedness Index |
| Content Type | Text |
| Resource Type | Article |
| Subject | Public Health, Environmental and Occupational Health Psychiatry and Mental Health |
