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 …

This paper provides a fresh perspective to explore the network correlations among
commodity, exchange rate, and categorical economic policy uncertainties (EPU) in China …

Foreign investors pay attention to economic and political developments in the recipient
country and might decide to postpone or divert their investments when uncertainty …

This study investigates how uncertainty (economic policy uncertainty, market-based
uncertainty, firm-specific uncertainty, and CAPM-based uncertainty) impacts the Chinese …

PURPOSE: We evaluate the comparative effectsof US monetary and fiscal policy uncertainty
shockson real equity prices and real gross domestic productin developed and emerging …

The international propagation of uncertainty shocks from the United States is not fully
understood, despite extensive literature on domestic effects. This study examines the impact …

This study investigates the impact of financial integration on international dynamics from the
perspective of volatility shocks. By incorporating time-varying volatilities, recursive …

Introduction: Uncertainty plays an important role on economic stability and macroeconomic
variables. Economic agents postpone decisions about investment and consumption in …

This paper examines the role of monetary‐policy uncertainty (MPU) in driving business
cycles in emerging economies. We employ a Bayesian vector autoregression model with …

Abstract Chapter 1:(A Quantitative Analysis of Interest on Reserves and Reserve
Requirements)-I construct a medium scale DSGE model with financial frictions both on the …