Relationship between the news-based categorical economic policy uncertainty and US GDP : a mixed-frequency Granger-causality analysis
Yanran Hong, Pengfei Xu, Lu Wang, Zhigang Pan
| Year of publication: |
2022
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|---|---|
| Authors: | Hong, Yanran ; Xu, Pengfei ; Wang, Lu ; Pan, Zhigang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 48.2022, p. 1-8
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| Subject: | Granger causality | Categorical economic policy uncertainty | Mixed-frequency | US GDP | Wirtschaftspolitik | Economic policy | Kausalanalyse | Causality analysis | Nationaleinkommen | National income | Bruttoinlandsprodukt | Gross domestic product | Risiko | Risk | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013464293