Economic policy uncertainty in G7 countries : evidence of long-range dependence and cointegration
OlaOluwa S. Yaya, Nurudeen Abu, Tayo P. Ogundunmade
| Year of publication: |
2021
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|---|---|
| Authors: | Yaya, OlaOluwa S. ; Abu, Nurudeen ; Ogundunmade, Tayo P. |
| Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 54.2021, 2, p. 541-556
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| Subject: | G7 countries | Economy | Uncertainty index | Long-range dependence | FCVAR | Zeitreihenanalyse | Time series analysis | Wirtschaftspolitik | Economic policy | Risiko | Risk | Kointegration | Cointegration | Volatilität | Volatility | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10644-020-09288-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543593