Cross-country determinants of economic policy uncertainty spillovers

Faruk Balli, Gazi Uddin, Hasan Mudassar and Seong-Min Yoon

Economics Letters, 2017, vol. 156, issue C, 179-183

Abstract: This study explores the determinants of cross-country economic policy uncertainty (EPU) spillovers. We find that bilateral factors such as trade and common language play a highly significant role in explaining the magnitude of EPU spillovers. Furthermore, the magnitude of EPU spillovers is higher for countries having higher vulnerability in terms of fiscal, trade, or financial liability imbalances.

Keywords: Spillover index; EPU; bilateral linkages (search for similar items in EconPapers)
JEL-codes: C58 D80 E60 F42 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (69)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165176517301945
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:156:y:2017:i:c:p:179-183

DOI: 10.1016/j.econlet.2017.05.016

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().