Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Yi-Ting Peng, Tsangyao Chang, Omid Ranjbar
| Year of publication: |
2022
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|---|---|
| Authors: | Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid |
| Published in: |
The Manchester School. - Oxford [u.a.] : Blackwell, ISSN 1467-9957, ZDB-ID 1473781-4. - Vol. 90.2022, 4, p. 453-471
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| Subject: | economic policy uncertainty | fourier expansions | non-linear model | quantile regression | unit root test | Einheitswurzeltest | Unit root test | Wirtschaftspolitik | Economic policy | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Risiko | Risk | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/manc.12410 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275644