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Browsing Economic and Management Sciences by Subject "Uncertainty analysis"

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Graph theory-based network analysis of regional uncertainties of the US economy

Gupta, Rangan; Lau, Chi-Keung (Marco); Sheng, Xin (Elsevier, 2020-02)

We study the transmission mechanism of time-varying macroeconomic uncertainty across the US states. We analyse the contemporaneous and temporal causal relationships of uncertainty at the state level by utilising the Bayesian ...
Greek economic policy uncertainty : does it matter for Europe? Evidence from a dynamic connectedness decomposition approach

Antonakakis, Nikolaos; Gabauer, David; Gupta, Rangan (Elsevier, 2019-12)

This study examines the propagation mechanism of economic policy uncertainty shocks within Greece and between Greece and Europe over the period of January, 1998 and May, 2018. Further insights about the Greek-internal and ...

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