Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China

Jiang, Yonghong; Zhu, Zixuan; Tian, Gengyu; Nie, He

doi:10.1016/j.frl.2019.08.004

Cited by 78 publications

(33 citation statements)

References 29 publications

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“…Overall, we support the role of (i) the US as a net transmitter of policy changes (Jiang et al 2019), (ii) the US-EPU as negative foreign aggregate demand disturbances. Let us now discuss the home EPU shock effects on all variables (Figure 2).…”

Section: Findings and Discussionsupporting

confidence: 64%

“…Accordingly, a panel data set might help better understand such spillovers. One the other hand, apart from the impacts running from the EPU to the ERV, the literature provides significant evidence on the ability of EPU in a given country to predict the path of EPUs abroad (Gupta et al 2020;Jiang et al 2019) 4 . Moreover, we assume that higher currency fluctuations induce government intervention which could translate into policy uncertainty.…”

Section: Introductionmentioning

confidence: 99%

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On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets

Abid

Rault

2020

SSRN Journal

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Section: Findings and Discussionsupporting

confidence: 64%

Section: Introductionmentioning

confidence: 99%

On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets

Abid

Rault

2020

SSRN Journal

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“…Significant increases and decreases have been observed in other countries for many years. Countries are being a part of the global system in today's world, making them more vulnerable to internal and external political and economic uncertainties (Grauwe, 2011;Kelly, Pástor and Veronesi, 2016;Altamirano, 2019;Jiang, Zhu, Tian and Nie, 2019). Besides, it leads countries to develop more protectionist policies (Kee, Neagu and Nicita, 2013;Frieden, 2018;Williams, 2019;Mullan, 2020).…”

Section: Discussionmentioning

confidence: 99%

The past, present and future ISO 9001 quality management system standard

Başaran

2021

bmij

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The number of studies for the future improvement of the standard ISO 9001, which is the most used standard in many areas, is limited. Within this research scope, the number of ISO 9001 certificates registered between 1993 and 2019 in some G20 countries was evaluated, and the number of certificates for 2020-2026 was estimated using the Eviews 11 program. Time series regression and exponential smoothing methods are used in estimation calculation. According to the number of certificates estimated for 2026, country rankings were determined as India (43,947), Brazil (22,744), Canada (11,814), USA (37,235), Mexico (9,977), Argentina (8,433), Russian Federation (1,540), Australia (5,072), South Africa (4,626) and Saudi Arabia (2,785). Changes are expected in Canada, the Russian Federation, Australia and Mexico in 2026 when the 2019 certificate number of countries’ ranking is considered. A decrease in Australia and the Russian Federation’s certificate number was foreseen for 2026. It is thought that the research will contribute to the interpretation of ISO 9001 performance of nine countries and to how the future trend will be shaped.

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“…With this view, numerous studies contribute to the carbon emission trading field with regard to the mechanism and consequences of carbon emission trading market [2][3][4][5][6][7][8][9][10][11][12][13][14]. Also, as an ideal proxy for the measurement of macroeconomic fluctuation, economic policy uncertainty index has been commonly employed by the financial researchers [15][16][17][18][19][20][21][22][23][24][25][26][27][28][29][30]. Due to the huge impact of economic policy changes, several studies link economic policy uncertainty with carbon emissions to check the correlations between them.…”

Section: Introductionmentioning

confidence: 99%

Economic Policy Uncertainty and Local Carbon Emission Trading: A Multifractal Analysis from US and Guangdong

Zhao

2021

Complexity

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This paper investigates the long-term dynamic cross-correlation evolution between US economic policy uncertainty index (USEPU) and Guangdong carbon emission trading price (GDCP) from the multifractal detrended cross-correlation analysis (MF-DCCA) perspective. With the calculation of correlation statistics and fluctuation function, the beginning procedures of MF-DCCA, we find that the cross-correlation between USEPU and GDCP is significant and presents power law property. Also, with the Hurst exponent, we find that the long-horizon correlations between series are persistent. Moreover, we perform Rényi exponent and spectrum singularity check. The empirical findings reveal that the all the correlations are of multifractality and the correlation of GDCP holds the highest degree.

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Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China

Cited by 78 publications

References 29 publications

On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets

On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets

The past, present and future ISO 9001 quality management system standard

Economic Policy Uncertainty and Local Carbon Emission Trading: A Multifractal Analysis from US and Guangdong

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