Examining comovement and causality between producer price index for P&C insurance premium and uncertainty indices : wavelet and non-parametric quantile causality approach
Divya Aggarwal, Deepali Kalia
| Year of publication: |
2022
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| Authors: | Aggarwal, Divya ; Kalia, Deepali |
| Published in: |
Research in economics : an international review of economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1090-9443, ZDB-ID 1379004-3. - Vol. 76.2022, 2, p. 141-148
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| Subject: | P&C insurance premium | Climate policy uncertainty | Wavelet coherence | Causality in quantiles | Kausalanalyse | Causality analysis | Versicherungsbeitrag | Insurance premium | Zustandsraummodell | State space model | Risiko | Risk | Index | Index number | Schätzung | Estimation | Erzeugerpreisindex | Producer price index | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rie.2022.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367764