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Articles

Measuring the degree of persistence in the U.S. economic policy uncertainty index

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Zorica Mladenovic. (2022) Economic policy uncertainty in US and Europe: time-varying Granger causality. Applied Economics Letters 0:0, pages 1-8.
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Yi-Ting Peng, Tsangyao Chang & Omid Ranjbar. (2022) Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test. Applied Economics 54:39, pages 4586-4595.
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Articles from other publishers (6)

Yener Coskun, Omokolade Akinsomi, Luis A. Gil-Alana & OlaOluwa S. Yaya. (2023) Stock market responses to COVID-19: The behaviors of mean reversion, dependence and persistence. Heliyon 9:4, pages e15084.
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Carlos D. Ramirez. (2023) The effect of economic policy uncertainty under fractional integration. Portuguese Economic Journal.
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Yi‐Ting Peng, Tsangyao Chang & Omid Ranjbar. (2022) Analyzing the degree of persistence of economic policy uncertainty using linear and non‐linear fourier quantile unit root tests. The Manchester School 90:4, pages 453-471.
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Xin Sheng, Rangan Gupta & Oguzhan Cepni. (2022) Persistence of state-level uncertainty of the United States: The role of climate risks. Economics Letters 215, pages 110500.
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Emmanuel Joel Aikins Abakah, Guglielmo Maria Caporale & Luis Alberiko Gil-Alana. (2021) Economic policy uncertainty: Persistence and cross-country linkages. Research in International Business and Finance 58, pages 101442.
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OlaOluwa S. Yaya, Nurudeen Abu & Tayo P. Ogundunmade. (2020) Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. Economic Change and Restructuring 54:2, pages 541-556.
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