Economic Policy Uncertainty Spillovers in Booms and Busts
Economic Policy Uncertainty Spillovers in Booms and Busts
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Publisher
Oxford: Blackwell Publishing Ltd
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Language
English
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Publisher
Oxford: Blackwell Publishing Ltd
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Contents
We estimate a nonlinear VAR to quantify the impact of US economic policy uncertainty shocks on the Canadian unemployment rate in booms and busts. We find strong evidence in favour of asymmetric spillover effects. Unemployment in Canada is shown to react more strongly to uncertainty shocks in economic busts. Such shocks explain about 13% of the vari...
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Full title
Economic Policy Uncertainty Spillovers in Booms and Busts
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TN_cdi_proquest_journals_2343404945
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2343404945
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ISSN
0305-9049
E-ISSN
1468-0084
DOI
10.1111/obes.12323
