Gupta, RanganLau, Chi-Keung (Marco)Sheng, Xin2019-11-182020-02Gupta, R., Lau, C.-K.M. & Sheng, X. 2020, 'Graph theory-based network analysis of regional uncertainties of the US economy', Physica A: Statistical Mechanics and its Applications, vol. 540, art. 123064, pp. 1-11.0378-4371 (print)1873-2119 (online)10.1016/j.physa.2019.123064http://hdl.handle.net/2263/72332We 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 graphical VAR (BGVAR) model. Our results show that the current uncertainty of each state strongly depends on the previous level of uncertainty in its own state. We find evidence of strong contemporaneous and lagged dependence among US states. The analysis of this paper has important policy implications.en© 2019 Elsevier B.V. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Physica A: Statistical Mechanics and its Applications. 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. A definitive version was subsequently published in Physica A: Statistical Mechanics and its Applications, vol. 540, art. 123064, pp. 1-11, 2020. doi : 10.1016/j.physa.2019.123064.Bayesian graphical vector autoregressive (BGVAR)Uncertainty spilloverMacroeconomic uncertaintyUnited States (US)Uncertainty analysisUS economyTransmission mechanismsTime varyingPolicy implicationsCausal relationshipsValue engineeringPublic policyGraph theoryPostprint Article