Graph theory-based network analysis of regional uncertainties of the US Economy
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DOI: 10.1016/j.physa.2019.123064
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- Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022. "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers 202205, University of Pretoria, Department of Economics.
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More about this item
Keywords
Uncertainty spillover; Macroeconomic uncertainty; US states; Bayesian graphical structural VAR;All these keywords.
JEL classification:
- 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
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