Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty
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- Nina Biljanovska & Francesco Grigoli & Martina Hengge, 2021. "Fear thy neighbor: Spillovers from economic policy uncertainty," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 409-438, May.
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Keywords
WP; economic activity; EPU shock; real GDP; dependent variable; Economic policy uncertainty; China; Europe; private consumption; private investment; spillover; United States; Europe EPU; China EPU; lag US EPU; EPU index; Spillovers; Stock markets; GDP forecasting; Western Hemisphere; Asia and Pacific; Middle East and Central Asia; uncertainty in the United States; spillovers of EPU from the US; EPU sample;All these keywords.
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