Testing the causalities between economic policy uncertainty and the US stock indices : applications of linear and nonlinear approaches
Serdar Ongan, Ismet Gocer
| Year of publication: |
December 2017
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|---|---|
| Authors: | Ongan, Serdar ; Gocer, Ismet |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 12.2017, 4, p. 1-20
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| Subject: | EPU index | nonlinear rolling window unit root test | nonlinear rolling window causality test | S&P 500 | Dow Jones | Nasdaq 100 | Kausalanalyse | Causality analysis | USA | United States | Aktienindex | Stock index | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495217500166 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011850379