Cross-country determinants of economic policy uncertainty spillovers

被引：116

作者：

Balli, Faruk ^{[1
]}

Uddin, Gazi Salah ^{[2
]}

Mudassar, Hasan ^{[1
]}

Yoon, Seong-Min ^{[3
]}

机构：

[1] Massey Univ, Sch Econ & Finance, Albany, New Zealand

[2] Linkoping Univ, Dept Management & Engn, Linkoping, Sweden

[3] Pusan Natl Univ, Dept Econ, Jangjeon2 Dong, Busan 609735, South Korea

来源：

ECONOMICS LETTERS | 2017年 / 156卷

基金：

新加坡国家研究基金会;

关键词：

Spillover index; EPU; bilateral linkages;

D O I：

10.1016/j.econlet.2017.05.016

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：179 / 183

页数：5

共 9 条

[1] Measuring Economic Policy Uncertainty [J].