A Note on the “Economic Policy Uncertainty Index”

This paper builds upon the renowned media reports-based “Economic policy uncertainty” (EPU) index and analyzes its Granger-causal interrelationships with consumer confidence and aggregate economic activity. Employing a heterogeneous panel Granger causality test on data from 13 world countries, the a...

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Veröffentlicht in:	Social indicators research 2018-06, Vol.137 (2), p.505-526
Hauptverfasser:	Perić, Blanka Škrabić, Sorić, Petar
Format:	Artikel
Sprache:	eng
Schlagworte:	Aggregate data Causality Confidence Consumer attitudes Economic activity Economic models Economic policy Economics Human Geography Indexes Industrial production Inferences Microeconomics News media Panel data Public Health Quality of Life Research Robustness Social research Social Sciences Sociology Trust Uncertainty
Online-Zugang:	Volltext
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