On international uncertainty links : BART-based empirical evidence for Canada

Gupta, Rangan; Pierdzioch, Christian; Risse, Marian

dc.contributor.author	Gupta, Rangan
dc.contributor.author	Pierdzioch, Christian
dc.contributor.author	Risse, Marian
dc.date.accessioned	2016-07-21T07:28:29Z
dc.date.issued	2016-06
dc.description.abstract	We use the indexes of economic policy uncertainty (EPU) developed by Baker et al. (2015) for Canada and seven (China, France, Germany, Japan, Russia, United Kingdom, and United States) other countries to study international uncertainty links by means of a Bayesian Additive Regression Trees (BART) algorithm. Using partial-dependence plots, relative-importance measures, and permutation tests, we shed light on how EPU in Canada is linked to EPU in seven other countries.	en_ZA
dc.description.department	Economics	en_ZA
dc.description.embargo	2017-06-30
dc.description.librarian	hb2016	en_ZA
dc.description.uri	http://www.elsevier.com/locate/ecolet	en_ZA
dc.identifier.citation	Gupta, R, Pierdzioch, C & Risse, M 2016, 'On international uncertainty links : BART-based empirical evidence for Canada', Economics Letters, vol. 143, pp. 14-27.	en_ZA
dc.identifier.issn	0165-1765 (print)
dc.identifier.issn	1873-7374 (online)
dc.identifier.other	10.1016/j.econlet.2016.03.009
dc.identifier.uri	http://hdl.handle.net/2263/56010
dc.language.iso	en	en_ZA
dc.publisher	Elsevier	en_ZA
dc.rights	© 2016 Elsevier B.V. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Economics Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economics Letters, vol. 143, pp. 24-27, 2016. doi : 10.1016/j.econlet.2016.03.009.	en_ZA
dc.subject	BART algorithm	en_ZA
dc.subject	Canada	en_ZA
dc.subject	Economic policy uncertainty (EPU)	en_ZA
dc.subject	Bayesian Additive Regression Trees (BART)	en_ZA
dc.title	On international uncertainty links : BART-based empirical evidence for Canada	en_ZA
dc.type	Postprint Article	en_ZA