Economic policy uncertainty in the US: Does it matter for the Euro area?

By Valentina Colombo. 2013

512 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c0c7515273f91072a3a6256198397f0ca1fcdb2e

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Citations in the corpus

US Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets (2017, unknown): “…and McAleer’s (2015) review only covers the papers published in one journal, similar important contributions have also appeared in other journals, including Karnizova and Li (2014), Antonakakis et al.. (2013), Jones and Olson (2013), Colombo (2013), Klößner and Sekkel (2014), and Li et al.. (2015).”
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach (2018, background): “In parallel, numerous studies have also analyzed the spillover of uncertainty across economies (see, for example, Colombo (2013), Ajmi et al., (2014), Klößner and Sekkel (2014), Yin and Han (2014), Gupta et al., (2016, forthcoming a), Biljanovska et al., (2017), Caggiano et al., (2017)).”
The impact of uncertainty shocks on the volatility of commodity prices (2018, background): “Colombo, V. (2013). “Economic policy uncertainty in the US: Does it matter for the Euro area?” Economics Letters, 121, 39-42. Diebold, F.X., and K., Yilmaz (2012). “Better to give than to receive: Predictive directional measurement of volatility spillovers.” International Journal of Forecasting, 28(”
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2017, background): “Only until lately Bloom (2009), Colombo (2013) and Jones and Olson (2013) emphasized the role of economic policy uncertainty on real activity, which in turn affects oil-price fluctuations.”
Economic policy uncertainty and real output: evidence from the G7 countries (2018, background): “This possibility of spillover is explored by Colombo (2013) who uses monthly data from 1999:1–2008:6 and a VAR model to show that a one-standard-deviation shock to EPU in the United States leads to a statistically significant fall in European industrial production of 0.12% in the short-run.”
The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets (2017, background): “Many prior studies emphasize the importance of uncertainty in economic policy (Colombo, 2013; Antonakakis et al., 2013; Dakhlaoui and Aloui, 2016).”
The source of global stock market risk: A viewpoint of economic policy uncertainty (2017, background): “Studies on the transnational effect of EPU have focused on the effect of EPU in the United States on Europe (e.g., Sum, 2012; Colombo, 2013).”
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (2018, background): “Simultaneously, studies have also analyzed the spillover of uncertainty across economies (see, for example, Colombo (2013), Ajmi et al. (2014), Klößner and Sekkel (2014), Yin and Han (2014), Biljanovska et al. (2017), Caggiano et al. (2017), Antonakakis et al. (2018)).”
The pandemic and economic policy uncertainty (2020, background): “Colombo (2013) notes that the impacts of EPU can spill over from one country to another, in that an EPU shock in the United States can lead to lower production levels and prices in Europe. This confirms the argument that corporations act conservatively under high uncertainty (Kim & Kung, 2016), whic”