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Cross-country determinants of economic policy uncertainty spillovers
School of Economics and Finance, Massey University, Albany, New Zealand.
Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences.
School of Economics and Finance, Massey University, Albany, New Zealand.
Department of Economics, Pusan National University, Busan, Republic of Korea.
2017 (English)In: Economics Letters, ISSN 0165-1765, E-ISSN 1873-7374, Vol. 156, 179-183 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
Elsevier, 2017. Vol. 156, 179-183 p.
Keyword [en]
Spillover index; EPU; bilateral linkages
National Category
Economic History
Identifiers
URN: urn:nbn:se:liu:diva-139395DOI: 10.1016/j.econlet.2017.05.016ISI: 000404312600042Scopus ID: 2-s2.0-85019934589OAI: oai:DiVA.org:liu-139395DiVA: diva2:1129855
Note

Funding Agencies|Jan Wallanders and the Tom Hedelius Foundation; Ministry of Education of the Republic of Korea; National Research Foundation of Korea [NRF-2016S1A3A2924349]

Available from: 2017-08-07 Created: 2017-08-07 Last updated: 2017-08-16Bibliographically approved

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CiteExportLink to record
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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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  • Other style
More styles
Language
  • de-DE
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  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
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