Christou, Christina; Gozgor, Giray; Gupta, Rangan; Lau, Chi Keung Marco
(Economics Bulletin, 2020-03)
We analyze the convergence of a news-based measure of uncertainty across 143 countries (spanning 99 percent of
world GDP) over the quarterly period of 1996Q1 to 2018Q3. We apply a panel data-based unit root test, ...