Marín-Rodríguez, Nini Johana; González-Ruiz, Juan David - In: Economies : open access journal 13 (2025) 2, pp. 1-28
Wavelet coherence analysis (WCA) examines the dynamic interactions between economic policy uncertainty (EPU) in Brazil, Chile, Colombia, and Mexico and key external variables, using monthly data from 2010 to 2022. The findings reveal the following: (i) medium-term co-movements (4-16 months)...