Nonlinear analysis of economic policy uncertainty: Based on the data in China, the US and the global
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DOI: 10.1016/j.physa.2022.126897
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- Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Ferreira, Paulo & Aslam, Faheem & Tabak, Benjamin Miranda, 2022. "Interplay multifractal dynamics among metal commodities and US-EPU," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
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Keywords
Economic policy uncertainty; Chaos; Multifractality; Nonlinear Granger causality test;All these keywords.
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