Browsing Economic and Management Sciences by Subject "Uncertainty spillover"

Browsing Economic and Management Sciences by Subject "Uncertainty spillover"

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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 ...
  • Monetary policy uncertainty spillovers in time and frequency domains 
    Gupta, Rangan; Lau, Chi Keung Marco; Nel, Jacobus; Sheng, Xin (SpringerOpen, 2020-05)
    We use the recently created monthly Interest Rate Uncertainty measure, to investigate monetary policy uncertainty across the US, Germany, France, Italy, Spain, UK, Japan, Canada, and Sweden in both the time and frequency ...