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Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach

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Cited by:

  1. Chatterjee Pratiti, 2019. "Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-27, April.
  2. Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Uncertainty shocks and the great recession: Nonlinearities matter," Economics Letters, Elsevier, vol. 198(C).
  3. Huang, Ying Sophie & Wu, Jiajia & Guo, Feng, 2022. "Venture capital staging under economic policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 572-596.
  4. Bulent Diclehan Cadirci & Mustafa Tekdere, 2022. "The Effect of Economic Uncertainty on the Tax Wedge: The Case of Selected OECD Countries," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 72(72-2), pages 787-822, December.
  5. Aguilar, Pablo & Ghirelli, Corinna & Pacce, Matías & Urtasun, Alberto, 2021. "Can news help measure economic sentiment? An application in COVID-19 times," Economics Letters, Elsevier, vol. 199(C).
  6. Ovsyannikova, Svetlana (Овсянникова, Светлана) & Ignateva, Yuliya (Игнатьева, Юлия) & Kolokolnikova, Svetlana Kronitovna (Колокольникова, Светлана Кронитовна), 2014. "Analysis and Perspectives of of Structural Shifts in the Russian Economy [Анализ И Перспективы Структурных Изменений В Экономике России]," Published Papers om01, Russian Presidential Academy of National Economy and Public Administration.
  7. Cui Jinxin & Zou Huiwen, 2020. "Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives," Journal of Systems Science and Information, De Gruyter, vol. 8(5), pages 401-433, October.
  8. Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
  9. Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2023. "Commodity price uncertainty as a leading indicator of economic activity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4194-4219, October.
  10. Xiang, Jingjie & Li, Li, 2022. "Monetary policy uncertainty, debt financing cost and real economic activities: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1025-1044.
  11. Efrem Castelnuovo & Guay Lim, 2019. "What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
  12. Giacomo Brusco & Benjamin Glass, 2023. "Risky business: policy uncertainty and investment," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(5), pages 1331-1345, October.
  13. Jiang, Yonghong & He, Luli & Meng, Juan & Nie, He, 2019. "Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 626-634.
  14. William Ginn, 2022. "Climate Disasters and the Macroeconomy: Does State-Dependence Matter? Evidence for the US," Economics of Disasters and Climate Change, Springer, vol. 6(1), pages 141-161, March.
  15. 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.
  16. Castelnuovo, Efrem & Tran, Trung Duc, 2017. "Google It Up! A Google Trends-based Uncertainty index for the United States and Australia," Economics Letters, Elsevier, vol. 161(C), pages 149-153.
  17. Adeel Riaz & Assad Ullah & Li Xingong, 2024. "Does trade policy uncertainty in China and USA matter for key financial markets?," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-30, April.
  18. Shabir, Mohsin & Jiang, Ping & Hashmi, Shujahat Haider & Bakhsh, Satar, 2022. "Non-linear nexus between economic policy uncertainty and bank lending," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 657-679.
  19. Yuan, Di & Li, Sufang & Li, Rong & Zhang, Feipeng, 2022. "Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis," Energy Economics, Elsevier, vol. 110(C).
  20. Raza, Syed Ali & Masood, Amna & Benkraiem, Ramzi & Urom, Christian, 2023. "Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach," Energy Economics, Elsevier, vol. 120(C).
  21. Cho, Dooyeon & Kim, Husang, 2023. "Macroeconomic effects of uncertainty shocks: Evidence from Korea," Journal of Asian Economics, Elsevier, vol. 84(C).
  22. Yi‐Ting Peng & Tsangyao Chang & Omid Ranjbar, 2022. "Analyzing the degree of persistence of economic policy uncertainty using linear and non‐linear fourier quantile unit root tests," Manchester School, University of Manchester, vol. 90(4), pages 453-471, July.
  23. Al-Thaqeb, Saud Asaad & Algharabali, Barrak Ghanim, 2019. "Economic policy uncertainty: A literature review," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
  24. Arigoni, Filippo & Lenarčič, Črt, 2023. "Foreign economic policy uncertainty shocks and real activity in the Euro area," MPRA Paper 120022, University Library of Munich, Germany.
  25. MORIKAWA Masayuki, 2017. "Uncertainty over Production Forecasts: An empirical analysis using monthly firm survey data," Discussion papers 17081, Research Institute of Economy, Trade and Industry (RIETI).
  26. Peizhi Zhao & Yuyan Wang, 2022. "How Does Economic Policy Uncertainty Affect Momentum Returns? Evidence from China," IJFS, MDPI, vol. 10(3), pages 1-18, July.
  27. Lv, Wendai, 2018. "Does the OVX matter for volatility forecasting? Evidence from the crude oil market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 916-922.
  28. Mehmet Balcilar & George Ike & Rangan Gupta, 2022. "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(4), pages 1008-1026, March.
  29. Wang, Chih-Wei & Lee, Chien-Chiang & Wu, Lin-Tan, 2023. "The relationship between cash flow uncertainty and extreme risk: International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  30. Istiak, Khandokar & Serletis, Apostolos, 2020. "Risk, uncertainty, and leverage," Economic Modelling, Elsevier, vol. 91(C), pages 257-273.
  31. Donadelli, Michael & Gerotto, Luca, 2019. "Non-macro-based Google searches, uncertainty, and real economic activity," Research in International Business and Finance, Elsevier, vol. 48(C), pages 111-142.
  32. Arigoni, Filippo & Lenarčič, Črt, 2020. "The impact of trade policy uncertainty shocks on the Euro Area," MPRA Paper 100832, University Library of Munich, Germany.
  33. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020. "Uncertainty and monetary policy in good and bad times: A replication of the VAR investigation by Bloom (2009)," "Marco Fanno" Working Papers 0261, Dipartimento di Scienze Economiche "Marco Fanno".
  34. Fei Jia & Xiaoyong Huang & Xiangyun Xu & Haoyu Sun, 2020. "The Effects of Economic Policy Uncertainty on Export: A Gravity Model Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(5), pages 600-622.
  35. Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2020. "Economic Policy Uncertainty Spillovers in Booms and Busts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(1), pages 125-155, February.
  36. Liosi, Konstantina, 2023. "The sources of economic uncertainty: Evidence from eurozone markets," Journal of Multinational Financial Management, Elsevier, vol. 69(C).
  37. Boulton, Thomas J., 2022. "Economic policy uncertainty and international IPO underpricing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  38. Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
  39. Canh, Nguyen Phuc & Binh, Nguyen Thanh & Thanh, Su Dinh & Schinckus, Christophe, 2020. "Determinants of foreign direct investment inflows: The role of economic policy uncertainty," International Economics, Elsevier, vol. 161(C), pages 159-172.
  40. Xiao, Jihong & Wang, Yudong, 2021. "Investor attention and oil market volatility: Does economic policy uncertainty matter?," Energy Economics, Elsevier, vol. 97(C).
  41. Tunc, Ahmet & Kocoglu, Mustafa & Aslan, Alper, 2022. "Time-varying characteristics of the simultaneous interactions between economic uncertainty, international oil prices and GDP: A novel approach for Germany," Resources Policy, Elsevier, vol. 77(C).
  42. Ding, Xiaoli & Cheng, Sang & Qin, Wenjing & Gu, Xin, 2023. "Does uncertainty affect graduates’ decision to relocate for work? Evidence at China’s city level," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 10-19.
  43. Fontaine, Idriss & Razafindravaosolonirina, Justinien & Didier, Laurent, 2018. "Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR," China Economic Review, Elsevier, vol. 51(C), pages 1-19.
  44. Chen, Wen-Yi & Chen, Mei-Ping, 2022. "Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  45. Giovanni Caggiano & Efrem Castelnuovo, 2021. "Global Uncertainty," CESifo Working Paper Series 8885, CESifo.
  46. Aamir Aijaz Syed & Muhammad Abdul Kamal & Assad Ullah & Simon Grima, 2022. "An Asymmetric Analysis of the Influence That Economic Policy Uncertainty, Institutional Quality, and Corruption Level Have on India’s Digital Banking Services and Banking Stability," Sustainability, MDPI, vol. 14(6), pages 1-21, March.
  47. Oscar Claveria, 2020. "“Measuring and assessing economic uncertainty”," AQR Working Papers 2012003, University of Barcelona, Regional Quantitative Analysis Group, revised Jul 2020.
  48. Efrem Castelnuovo, 2019. "Domestic and global uncertainty: A survey and some new results," CAMA Working Papers 2019-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  49. Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018. "Oil price shocks and uncertainty: How stable is their relationship over time?," Economic Modelling, Elsevier, vol. 72(C), pages 42-53.
  50. Yang, Zhenyi & Yu, Yiwei & Zhang, Yubing & Zhou, Sili, 2019. "Policy uncertainty exposure and market value: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  51. Bakhtiar Javaheri & Fateh habibi & Ramin Amani, 2022. "Economic policy uncertainty and the US stock market trading: non-ARDL evidence," Future Business Journal, Springer, vol. 8(1), pages 1-10, December.
  52. Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017. "Estimating the real effects of uncertainty shocks at the Zero Lower Bound," European Economic Review, Elsevier, vol. 100(C), pages 257-272.
  53. Abdou, Rawayda & Cassells, Damien & Berrill, Jenny & Hanly, Jim, 2022. "Revisiting the relationship between economic uncertainty and suicide: An alternative approach," Social Science & Medicine, Elsevier, vol. 306(C).
  54. Maria Elena Bontempi & Michele Frigeri & Roberto Golinelli & Matteo Squadrani, 2021. "EURQ: A New Web Search‐based Uncertainty Index," Economica, London School of Economics and Political Science, vol. 88(352), pages 969-1015, October.
  55. Karanasos, M. & Yfanti, S., 2021. "On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  56. Trung, Nguyen Ba, 2019. "The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 90-110.
  57. Nguyen, Duc Nguyen & Nguyen, Canh Phuc & Dang, Le Phuong Xuan, 2022. "Uncertainty and corporate default risk: Novel evidence from emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
  58. Gilles Dufrénot & William Ginn & Marc Pourroy, 2023. "ENSO Climate Patterns on Global Economic Conditions," AMSE Working Papers 2308, Aix-Marseille School of Economics, France.
  59. Petar Soric & Oscar Claveria, 2021. ""Employment uncertainty a year after the irruption of the covid-19 pandemic"," IREA Working Papers 202112, University of Barcelona, Research Institute of Applied Economics, revised May 2021.
  60. Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 323-335, September.
  61. Dang, Van Dan, 2022. "Bank liquidity creation under micro uncertainty: The conditioning role of income structure," Economic Modelling, Elsevier, vol. 112(C).
  62. Marcelo A. T. Aragão & Fabia A. de Carvalho, 2023. "A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity," Working Papers Series 585, Central Bank of Brazil, Research Department.
  63. Giovanni Pellegrino, 2021. "Uncertainty and monetary policy in the US: A journey into nonlinear territory," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1106-1128, July.
  64. Morikawa, Masayuki, 2019. "Uncertainty over production forecasts: An empirical analysis using monthly quantitative survey data," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 163-179.
  65. Fei Jia & Xiaoyong Huang & Xiangyun Xu & Haoyu Sun, . "The Effects of Economic Policy Uncertainty on Export: A Gravity Model Approach," Prague Economic Papers, University of Economics, Prague, vol. 0.
  66. Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018. "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
  67. Zhang, Xu & Yang, Xian & He, Qizhi, 2022. "Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  68. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2014. "Uncertainty and Monetary Policy in Good and Bad Times," "Marco Fanno" Working Papers 0188, Dipartimento di Scienze Economiche "Marco Fanno".
  69. Luu Duc Huynh, Toan, 2020. "The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR," Resources Policy, Elsevier, vol. 66(C).
  70. Nusair, Salah A. & Al-Khasawneh, Jamal A., 2022. "Impact of economic policy uncertainty on the stock markets of the G7 Countries:A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
  71. Phan, Dinh Hoang Bach & Tran, Vuong Thao & Tee, Chwee Ming & Nguyen, Dat Thanh, 2021. "Oil price uncertainty, CSR and institutional quality: A cross-country evidence," Energy Economics, Elsevier, vol. 100(C).
  72. Bisharat Hussain Chang & Omer Faruk Derindag & Nuri Hacievliyagil & Mehmet Canakci, 2022. "Exchange rate response to economic policy uncertainty: evidence beyond asymmetry," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-14, December.
  73. Dogah, Kingsley E., 2021. "Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN," Economic Modelling, Elsevier, vol. 104(C).
  74. Oscar Claveria, 2020. "Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries," Papers 2012.02091, arXiv.org.
  75. Charles Mawusi, 2021. "Economic Uncertainty and Remittances to Developing Economies: A System GMM Approach," Working Papers hal-03147813, HAL.
  76. Aslam, Faheem & Zil-e-huma, & Bibi, Rashida & Ferreira, Paulo, 2022. "Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis," Resources Policy, Elsevier, vol. 75(C).
  77. Shabir, Mohsin & Jiang, Ping & Bakhsh, Satar & Zhao, Zhongxiu, 2021. "Economic policy uncertainty and bank stability: Threshold effect of institutional quality and competition," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  78. Rana, Hafiz Muhammad Usman & O'Connor, Fergal, 2023. "Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run," International Review of Financial Analysis, Elsevier, vol. 89(C).
  79. Désiré Avom & Henri Njangang & Larissa Nawo, 2020. "World Economic Policy Uncertainty and Foreign Direct Investment," Economics Bulletin, AccessEcon, vol. 40(2), pages 1457-1464.
  80. Aamir Aijaz Syed & Assad Ullah & Muhammad Abdul Kamal, 2024. "Does economic policy uncertainty impedes financial inclusion in BRICS economies: the mediating role of quality of governance," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-24, February.
  81. Feng, Gen-Fu & Zheng, Mingbo, 2022. "Economic policy uncertainty and renewable energy innovation: International evidence," Innovation and Green Development, Elsevier, vol. 1(2).
  82. Ahmed Ali & Granberg Mark & Uddin Gazi Salah & Troster Victor, 2022. "Asymmetric dynamics between uncertainty and unemployment flows in the United States," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 155-172, February.
  83. Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2021. "Commodity futures returns and policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 364-383.
  84. Izzeldin, Marwan & Muradoğlu, Yaz Gülnur & Pappas, Vasileios & Petropoulou, Athina & Sivaprasad, Sheeja, 2023. "The impact of the Russian-Ukrainian war on global financial markets," International Review of Financial Analysis, Elsevier, vol. 87(C).
  85. M. Karanasos & S. Yfanti & J. Hunter, 2022. "Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises," Annals of Operations Research, Springer, vol. 313(2), pages 1077-1116, June.
  86. Dibiasi, Andreas & Sarferaz, Samad, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," European Economic Review, Elsevier, vol. 153(C).
  87. Shah, Adil Ahmad & Dar, Arif Billah & Bhanumurthy, N.R., 2021. "Are precious metals and equities immune to monetary and fiscal policy uncertainties?," Resources Policy, Elsevier, vol. 74(C).
  88. French, Joseph J. & Li, Wei-Xuan, 2022. "Economic policy uncertainty and fund flows to the United States," Finance Research Letters, Elsevier, vol. 45(C).
  89. Bian, Wenlong & Ji, Yang & Wang, Peng, 2021. "Political connections and banks' credit smoothing behavior: Incentives and costs," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  90. Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping, 2020. "Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  91. Reif Magnus, 2021. "Macroeconomic uncertainty and forecasting macroeconomic aggregates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
  92. Rivolta, Giulia & Trecroci, Carmine, 2020. "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper 99403, University Library of Munich, Germany.
  93. Godil, Danish Iqbal & Sarwat, Salman & Sharif, Arshian & Jermsittiparsert, Kittisak, 2020. "How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique," Resources Policy, Elsevier, vol. 66(C).
  94. Pierdzioch Christian & Gupta Rangan, 2020. "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
  95. Ozili, Peterson Kitakogelu, 2021. "Economic policy uncertainty: are there regional and country correlation?," MPRA Paper 105636, University Library of Munich, Germany.
  96. Busetti, Fabio & Caivano, Michele & Delle Monache, Davide & Pacella, Claudia, 2021. "The time-varying risk of Italian GDP," Economic Modelling, Elsevier, vol. 101(C).
  97. Zhu, Xuehong & Chen, Ying & Chen, Jinyu, 2021. "Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions," Resources Policy, Elsevier, vol. 73(C).
  98. Li, Rong & Li, Sufang & Yuan, Di & Chen, Hong & Xiang, Shilei, 2023. "Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  99. Omar, Ayman M.A. & Lambe, Brendan J & Wisniewski, Tomasz Piotr, 2021. "Perceptions of the threat to national security and the stock market," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 504-522.
  100. Oscar Claveria, 2021. "Uncertainty indicators based on expectations of business and consumer surveys," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 483-505, May.
  101. Fontaine, Idriss & Didier, Laurent & Razafindravaosolonirina, Justinien, 2017. "Foreign policy uncertainty shocks and US macroeconomic activity: Evidence from China," Economics Letters, Elsevier, vol. 155(C), pages 121-125.
  102. Bohan Zhang & Jianfu Ma & Muhammad Asghar Khan & Valentina Repnikova & Kseniia Shidlovskaya & Sergey Barykin & Muhammad Salman Ahmad, 2023. "The Effect of Economic Policy Uncertainty on Foreign Direct Investment in the Era of Global Value Chain: Evidence from the Asian Countries," Sustainability, MDPI, vol. 15(7), pages 1-21, April.
  103. Nguyen, Thanh Pham Thien & Nghiem, Son & Tripe, David, 2021. "Does oil price aggravate the impact of economic policy uncertainty on bank performance in India?," Energy Economics, Elsevier, vol. 104(C).
  104. Wang, Ziwei & Li, Youwei & He, Feng, 2020. "Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China," Research in International Business and Finance, Elsevier, vol. 53(C).
  105. Xu, Hui & Chan, Kam C. & Na, Chaohong & Fang, Qiaoling, 2023. "The bright side of the internal labor market: Evidence from the labor cost stickiness of firms affiliated with privately owned business groups in China," Journal of Corporate Finance, Elsevier, vol. 78(C).
  106. Nguyen, Canh Phuc & Lee, Gabriel S., 2021. "Uncertainty, financial development, and FDI inflows: Global evidence," Economic Modelling, Elsevier, vol. 99(C).
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  108. Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023. "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, vol. 55(C).
  109. Nguyen, Canh Phuc, 2022. "Does economic complexity matter for the shadow economy?," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 210-227.
  110. Filiz Mızrak & Serhat Yüksel, 2019. "Significant Determiners of Greek Debt Crisis: A Comparative Analysis with Probit and MARS Approaches," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 8(3), pages 33-50, July.
  111. Dang, Dandan & Fang, Hongsheng & He, Minyuan, 2019. "Economic policy uncertainty, tax quotas and corporate tax burden: Evidence from China," China Economic Review, Elsevier, vol. 56(C), pages 1-1.
  112. Jan Prüser & Alexander Schlösser, 2020. "On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(5), pages 1217-1237, October.
  113. Timo Teräsvirta, 2017. "Nonlinear models in macroeconometrics," CREATES Research Papers 2017-32, Department of Economics and Business Economics, Aarhus University.
  114. Ozili, Peterson Kitakogelu, 2021. "Economic policy uncertainty in banking: a literature review," MPRA Paper 108017, University Library of Munich, Germany.
  115. Carlos D. Ramirez, 2024. "The effect of economic policy uncertainty under fractional integration," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(1), pages 89-110, January.
  116. Izzeldin, Marwan & Muradoğlu, Yaz Gülnur & Pappas, Vasileios & Sivaprasad, Sheeja, 2021. "The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model," International Review of Financial Analysis, Elsevier, vol. 74(C).
  117. Claveria, Oscar, 2022. "Global economic uncertainty and suicide: Worldwide evidence," Social Science & Medicine, Elsevier, vol. 305(C).
  118. Nguyen, Bao H. & Okimoto, Tatsuyoshi, 2019. "Asymmetric reactions of the US natural gas market and economic activity," Energy Economics, Elsevier, vol. 80(C), pages 86-99.
  119. MORIKAWA Masayuki, 2023. "Price Setting of Firms under Cost Uncertainty," Discussion papers 23040, Research Institute of Economy, Trade and Industry (RIETI).
  120. Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Tran, Vuong Thao, 2018. "Can economic policy uncertainty predict stock returns? Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 134-150.
  121. Shams, Syed & Gunaskerage, Abeyratna & Velayutham, Eswaran, 2022. "Economic policy uncertainty and acquisition performance: Australian evidence," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 286-308.
  122. Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2022. "Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 210-217, January.
  123. Kevin Larcher & Jaebeom Kim & Youngju Kim, 2019. "Uncertainty shocks and asymmetric dynamics in Korea: a non-linear approach," Applied Economics, Taylor & Francis Journals, vol. 51(6), pages 594-610, February.
  124. Chin Chia Liang & Carol Troy & Ellen Rouyer, 2020. "The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China," Economics Bulletin, AccessEcon, vol. 40(2), pages 1747-1755.
  125. Yao, Can-Zhong & Sun, Bo-Yi, 2018. "The study on the tail dependence structure between the economic policy uncertainty and several financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 245-265.
  126. He, Feng & Wang, Ziwei & Yin, Libo, 2020. "Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  127. Fedorova, Elena & Ledyaeva, Svetlana & Drogovoz, Pavel & Nevredinov, Alexandr, 2022. "Economic policy uncertainty and bankruptcy filings," International Review of Financial Analysis, Elsevier, vol. 82(C).
  128. Xinwei Zhao & Xinsong Yang & Geng Peng & Shengjie Yue, 2023. "International Trade and Carbon Emissions: Evaluating the Role of Trade Rule Uncertainty," Sustainability, MDPI, vol. 15(15), pages 1-19, July.
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