Results 11 to 20 of about 1,165,395 (304)
Measuring economic policy uncertainty [PDF]
SSRN Electronic Journal, 2015 We develop a new index of economic policy uncertainty (EPU) based on newspaper coverage frequency. Several types of evidence – including human readings of 12,000 newspaper articles – indicate that our index proxies for movements in policy-related ...
Baker, Scott R. +2 more
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State-Level Economic Policy Uncertainty
SSRN Electronic Journal, 2022 We quantify and study state-level economic policy uncertainty. Tapping digital archives for nearly 3,500 local newspapers, we construct three monthly indexes for each state: one that captures state and local sources of policy uncertainty (ΕPU-S), one that captures national and international sources (EPU-N), and a composite index that captures both. EPU-
Baker, Scott R. +2 more
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Does bitcoin hedge against the economic policy uncertainty: based on the continuous wavelet analysis
Journal of Applied Economics, 2022 This article aims to test a causal nexus between bitcoin market and economic policy uncertainty. We use the continuous wavelet analysis to investigate lead-lag relationship between bitcoin market and economic policy uncertainty in different time ...
Yuxin Cai, Zeqi Zhu, Qi Xue, Xinyu Song
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Uncertainty in Economic Policy and Corporate Risk-taking: Product Market Competition, Financial Friction, and Financialization [PDF]
بررسیهای حسابداری و حسابرسی, 2023 Objective In recent years, the volatility of macroeconomic variables and the opacity surrounding the general direction of government economic policies have fostered an environment of uncertainty for the country's economic activities.
Mohammad Omid Akhgar +2 more
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Forecasting European economic policy uncertainty [PDF]
Scottish Journal of Political Economy, 2019 AbstractForecasting the economic policy uncertainty in Europe is of paramount importance given the ongoing sovereign debt crisis. This paper evaluates monthly economic policy uncertainty index forecasts and examines whether ultra‐high frequency information from asset market volatilities and global economic uncertainty can improve the forecasts ...
Degiannakis, Stavros, Filis, George
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The influence of the economic policy uncertainty on investment in China and Russia [PDF]
Восточная Азия: факты и аналитика, 2023 The article explores the influence of the economic policy uncertainty on investment decisions in China and Russia. Both countries are important actors in the global economy and attract significant amounts of foreign investment.
Xiang Yiyuan
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Review of Economic Perspectives, 2023 This paper investigates the link between corporate investments, eco-nomic policy uncertainty and the quality of institutional environments. The corporate investments of private firms in 10 European countries from 2009 to 2018 were examined and a negative
Večeřová Klára
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İktisat Politikası Araştırmaları Dergisi, 2023 Phenomena such as global warming and climate change have caused food prices to increase alongside the effects from the COVID-19 pandemic. Many driving forces have led food prices to increase, such as energy costs, exchange rates, and supply and demand ...
Veysel Karagöl
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MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS [PDF]
International Economic Review, 2017 AbstractWe investigate the relationship between uncertainty about monetary policy and its transmission mechanism, and economic fluctuations. We propose a new term structure model where the second moments of macroeconomic variables and yields can have a first‐order effect on their dynamics.
Drew D. Creal, Jing Cynthia Wu
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ECONOMIC POLICY UNCERTAINTY INDEX MEETS ENSEMBLE LEARNING [PDF]
Proceedings of the 56th International Academic Conference, Lisbon, 2020 We utilize a battery of ensemble learning techniques [ensemble linear regression (LM), random forest], as well as two gradient boosting techniques [Gradient Boosting Decision Tree and Extreme Gradient Boosting (XGBoost)] to scrutinize the possibilities of enhancing the predictive accuracy of Economic Policy Uncertainty (EPU) index.
Ivana Lolić +2 more
openaire +4 more sources