Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7349104 | Economics Letters | 2018 | 13 Pages |
Abstract
Economic uncertainty has attracted a significant part of the modern research in economics, proving to be a significant factor for every economy. In this study, we focus on the transmission channel of uncertainty between developed economies, examining potential spillover effects between the U.S., the E.U., the U.K, Japan and Canada. Within a time-varying framework our empirical results indicate of a significant spillover of uncertainty from the E.U. to the U.S.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Nikolaos Antonakakis, David Gabauer, Rangan Gupta, Vasilios Plakandaras,