Economic policy uncertainty and the US stock market trading : non-ARDL evidence

Bakhtiar Javaheri, Fateh Habibi and Ramin Amani

The present study investigates the impact of economic policy uncertainty, and economic factors on the stock market index in the USA using Non-ARDL and Quantile models. The findings reveal that declining economic and economic-political factors will increase the stock market index in the US. The results indicate that the effect of inflation and GDP variables follows a nonlinear pattern. Similar results using quantitative regression showed asymmetric impacts of inflation and GDP on stock market transactions.

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Year of publication:	2022
Authors:	Javaheri, Bakhtiar ; Habibi, Fateh ; Amani, Ramin
Published in:	Future business journal. - New York, NY : Springer Nature, ISSN 2314-7210, ZDB-ID 2837528-2. - Vol. 8.2022, Art.-No. 36, p. 1-10
Subject:	Economic factors \| Economic policy uncertainty \| Non-ARDL \| Stock market \| United States \| USA \| Wirtschaftspolitik \| Economic policy \| Risiko \| Risk \| Aktienmarkt \| Börsenkurs \| Share price

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1186/s43093-022-00150-8 [DOI]
Classification:	C01 - Econometrics ; C32 - Time-Series Models ; G10 - General Financial Markets. General
Source:	ECONIS - Online Catalogue of the ZBW

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