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Economic policy uncertainty, financial markets and probability of US recessions
8 references·16 citing·42 second hop
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this work references cited by second hop

References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 2015Fiscal Volatility Shocks and Economic Activity942 cited
  • 2013Measuring Economic Policy Uncertainty858 cited
  • 2013Economic policy uncertainty in the US: Does it matter for the Euro area?530 cited
  • 2009Can the Term Spread Predict Output Growth and Recessions? A Survey of the Literature214 cited

Cited by

  • 2019Testing the efficacy of the economic policy uncertainty index on tourism demand in USMCA: Theory and evidence266 cited
  • 2016Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test199 cited
  • 2020Economic policy uncertainty, energy consumption and carbon emissions in G7 countries: evidence from a panel Granger causality analysis186 cited
  • 2016The interactive relationship between the US economic policy uncertainty and BRIC stock markets182 cited
  • 2022Exploring the asymmetric impact of economic policy uncertainty on China's carbon emissions trading market price: Do different types of uncertainty matter?172 cited
  • 2016US Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets

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148 cited
  • 2020Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty131 cited
  • 2016Economic Policy Uncertainty and Tourism Demand: Empirical Evidence from the USA130 cited
  • 2015Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market129 cited
  • 2023The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility126 cited
  • 2021Economic policy uncertainty and bank stability: Does bank regulation and supervision matter in major European economies?124 cited
  • 2020MORE THAN A FEELING: CONFIDENCE, UNCERTAINTY, AND MACROECONOMIC FLUCTUATIONS124 cited
  • 2015Commodity price changes and the predictability of economic policy uncertainty118 cited
  • 2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach114 cited
  • 2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty109 cited
  • 2018ECONOMIC POLICY UNCERTAINTY EFFECTS ON CREDIT AND STABILITY OF FINANCIAL INSTITUTIONS107 cited