Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
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DOI: 10.1016/j.econlet.2019.108677
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- Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022.
"Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 67(04), pages 1377-1388, June.
- Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020. "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers 202012, University of Pretoria, Department of Economics.
- Renata Tavanielli & Márcio Laurini, 2023. "Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market," Mathematics, MDPI, vol. 11(11), pages 1-28, June.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020. "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers 202058, University of Pretoria, Department of Economics.
- Abir Abid & Christophe Rault, 2021.
"On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 403-425, September.
- Abir ABID & Christophe RAULT, 2020. "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," LEO Working Papers / DR LEO 2894, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021. "Point and density forecasting of macroeconomic and financial uncertainties of the USA," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 700-707, July.
- Guan, Jialin & Xu, Huijuan & Huo, Da & Hua, Yechun & Wang, Yunfeng, 2021. "Economic policy uncertainty and corporate innovation: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Abir Abid & Christophe Rault, 2020.
"On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets,"
CESifo Working Paper Series
8189, CESifo.
- Abid, Abir & Rault, Christophe, 2020. "On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," IZA Discussion Papers 13365, Institute of Labor Economics (IZA).
- Yuting Gong & Zhongzhi He & Wenjun Xue, 2023. "EPU spillovers and sovereign CDS spreads: A cross‐country study," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1770-1806, December.
- Abir ABID & Christophe RAULT, 2020. "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," LEO Working Papers / DR LEO 2816, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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More about this item
Keywords
Economic policy uncertainty; VAR; Bayesian methods; BRIC countries;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
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