The causal relationship between economic policy uncertainty and stock indices in OECD and non-OECD countries : evidence from time-varying Granger causality tests on a lag-augmented VAR model
Hiroshi Ono
| Year of publication: |
2023
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|---|---|
| Authors: | Ono, Hiroshi |
| Subject: | Economic policy uncertainty | lag-augmented VAR model | OECD countries | stock indices | time-varying Granger causality | OECD-Staaten | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Aktienindex | Stock index | Wirtschaftspolitik | Economic policy | Risiko | Risk | Volatilität | Volatility | Börsenkurs | Share price | Wirtschaftsindikator | Economic indicator |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1999897 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553714