Monetary policy uncertainty
We construct a new measure of uncertainty about Federal Reserve policy actions and their
consequences, a monetary policy uncertainty (MPU) index. We evaluate the information …
consequences, a monetary policy uncertainty (MPU) index. We evaluate the information …
Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis
D Yuan, S Li, R Li, F Zhang - Energy Economics, 2022 - Elsevier
This paper investigates the relationship between EPU, oil and stock markets in the BRIC
countries under different market conditions. The multivariate quantile VAR approach is used …
countries under different market conditions. The multivariate quantile VAR approach is used …
Measuring economic policy uncertainty
We develop a new index of economic policy uncertainty (EPU) based on newspaper
coverage frequency. Several types of evidence—including human readings of 12,000 …
coverage frequency. Several types of evidence—including human readings of 12,000 …
State-level economic policy uncertainty
We quantify and study state-level economic policy uncertainty. Tapping digital archives for
nearly 3500 local newspapers, we construct three monthly indexes for each state: one that …
nearly 3500 local newspapers, we construct three monthly indexes for each state: one that …
Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model
This paper examines the role of economic policy uncertainty (EPU) on stock market returns
for six countries (Australia, Canada, China, Japan, Korea and the US), based on a panel …
for six countries (Australia, Canada, China, Japan, Korea and the US), based on a panel …
A new economic policy uncertainty index for Spain
We explore how sensitive is the influential Economic Policy Uncertainty (EPU) index (Baker
et al., 2016) to certain key features of the construction methodology. Our results (for the case …
et al., 2016) to certain key features of the construction methodology. Our results (for the case …
Political risk and cost of equity: The mediating role of political connections
AV Pham - Journal of Corporate Finance, 2019 - Elsevier
This paper studies the mediating role that political connections play in the relationship
between cost of equity and political risk (ie, partisan political conflict and economic policy …
between cost of equity and political risk (ie, partisan political conflict and economic policy …
Economic policy uncertainty and real output: Evidence from the G7 countries
K Istiak, A Serletis - Applied Economics, 2018 - Taylor & Francis
We use economic policy uncertainty index, and impulse response based test to assess the
impact of economic policy-related uncertainty on real economic activity. We use monthly …
impact of economic policy-related uncertainty on real economic activity. We use monthly …
Mortgage debt, consumption, and illiquid housing markets in the great recession
Using a quantitative heterogeneous agents macro-housing model and detailed microdata,
this paper studies the drivers of the 2006–2011 housing bust, its spillovers to consumption …
this paper studies the drivers of the 2006–2011 housing bust, its spillovers to consumption …
The effect of economic policy uncertainty on bank valuations
Z He, J Niu - Applied economics letters, 2018 - Taylor & Francis
This article examines how economic policy uncertainty (EPU) affects bank valuations. Using
a large sample of banks over a long period, we find that EPU has a negative effect on bank …
a large sample of banks over a long period, we find that EPU has a negative effect on bank …