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The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic
Combining the spillover index approach and LASSO-VAR method, we construct the spillover network of 19 specific countries’ economic policy uncertainty (EPU). Then we deconstruct the constructed network into four blocks by the block models, the impacts of COVID-19 on EPU spillover effects between each...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9027038/ https://www.ncbi.nlm.nih.gov/pubmed/35475264 http://dx.doi.org/10.1016/j.ribaf.2022.101666 |