Reconstruction and dynamic dependence analysis of global economic policy uncertainty
Yue Liu, Yuhang Zheng and Benjamin M Drakeford
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Yue ; Zheng, Yuhang ; Drakeford, Benjamin M |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 3.2019, 3, p. 550-561
|
| Subject: | global economic policy uncertainty | generalized dynamic factor model | time-varying copula | reconstruction | dynamic dependence | Wirtschaftspolitik | Economic policy | Zeitreihenanalyse | Time series analysis | Risiko | Risk | Multivariate Verteilung | Multivariate distribution | Welt | World | Internationale Wirtschaftspolitik | International economic policy |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2019.3.550 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176595