This survey features three parts. The first one reviews the most recent literature on the
relationship between domestic (ie, country‐specific) uncertainty and the business cycle, and …

We investigate the internal and external categorical economic policy uncertainty (EPU)
spillovers between the US and Japan using a novel extension of the TVP-VAR …

We examine the effects of international (US based) economic policy uncertainty, geopolitical
risk and financial stress alike on the emerging stock markets. We consider 24 emerging …

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 …

We estimate a nonlinear VAR to quantify the impact of US economic policy uncertainty
shocks on the Canadian unemployment rate in booms and busts. We find strong evidence in …

This article discusses recent research on the macroeconomic effects of fiscal policy—the
theme of the 2018 edition of the Melbourne Institute Macroeconomic Policy Meeting. We …

This paper focuses on the price determinants of gold, and on the challenges associated with
gold's safe haven property. Specifically, it analyses the interlinkages and the return spillover …

In the post-epidemic era, global economic policies have been uncertain and the stock
market has been volatile. It is crucial to investigate the spillover effect of economic policy …

This article mainly investigates whether the war in Ukraine-Russia induces uncertainties and
how this affects the returns of world stock market indices and commodity prices. To do so, we …

Uncertainty in general and, more specifically, policy uncertainty have increased substantially
after the 2007–2008 global financial crisis. Much of policy uncertainty has stemmed from the …