Forecasting European Economic Policy Uncertainty
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- Stavros Degiannakis & George Filis, 2019. "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 94-114, February.
- Stavros Degiannakis & George Filis, 2018. "Forecasting European Economic Policy Uncertainty," BAFES Working Papers BAFES15, Department of Accounting, Finance & Economic, Bournemouth University.
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- Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2019. "Can spillover effects provide forecasting gains? The case of oil price volatility," MPRA Paper 96266, University Library of Munich, Germany.
- Gupta, Rangan & Sun, Xiaojin, 2020. "Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs," Economics Letters, Elsevier, vol. 186(C).
- Degiannakis, Stavros & Filis, George, 2020. "Oil price assumptions for macroeconomic policy," MPRA Paper 100705, University Library of Munich, Germany.
- Alqahtani, Abdullah & Klein, Tony & Khalid, Ali, 2019. "The impact of oil price uncertainty on GCC stock markets," Resources Policy, Elsevier, vol. 64(C).
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020. "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers 202058, University of Pretoria, Department of Economics.
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More about this item
Keywords
Economic policy uncertainty; forecasting; financial markets; commodities markets; HAR; ultra-high frequency information;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
- E66 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General Outlook and Conditions
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2019-10-14 (European Economics)
- NEP-FOR-2019-10-14 (Forecasting)
- NEP-MAC-2019-10-14 (Macroeconomics)
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