Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Year of publication: |
2022
|
---|---|
Authors: | Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid |
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 |
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