Cross-country determinants of economic policy uncertainty spillovers

Faruk Balli; Gazi Salah Uddin; Hasan Mudassar; Seong-Min Yoon

doi:10.1016/j.econlet.2017.05.016

Cross-country determinants of economic policy uncertainty spillovers

Faruk Balli
, Gazi Salah Uddin
, Hasan Mudassar
, Seong-Min Yoon

TUIBS Digital Innovation, Sustainability & Specialist Industry

Research output: Contribution to journal › Article › peer-review

Abstract

This study explores the determinants of cross-country economic policy uncertainty (EPU) spillovers. We find that bilateral factors such as trade and common language play a highly significant role in explaining the magnitude of EPU spillovers. Furthermore, the magnitude of EPU spillovers is higher for countries having higher vulnerability in terms of fiscal, trade, or financial liability imbalances.

Original language	English
Pages (from-to)	179-183
Journal	Economics Letters
Volume	156
DOIs	https://doi.org/10.1016/j.econlet.2017.05.016
Publication status	Published - 19 May 2017

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10.1016/j.econlet.2017.05.016

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title = "Cross-country determinants of economic policy uncertainty spillovers",

abstract = "This study explores the determinants of cross-country economic policy uncertainty (EPU) spillovers. We find that bilateral factors such as trade and common language play a highly significant role in explaining the magnitude of EPU spillovers. Furthermore, the magnitude of EPU spillovers is higher for countries having higher vulnerability in terms of fiscal, trade, or financial liability imbalances.",

author = "Faruk Balli and Uddin, \{Gazi Salah\} and Hasan Mudassar and Seong-Min Yoon",

year = "2017",

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AU - Balli, Faruk

AU - Uddin, Gazi Salah

AU - Mudassar, Hasan

AU - Yoon, Seong-Min

PY - 2017/5/19

Y1 - 2017/5/19

N2 - This study explores the determinants of cross-country economic policy uncertainty (EPU) spillovers. We find that bilateral factors such as trade and common language play a highly significant role in explaining the magnitude of EPU spillovers. Furthermore, the magnitude of EPU spillovers is higher for countries having higher vulnerability in terms of fiscal, trade, or financial liability imbalances.

AB - This study explores the determinants of cross-country economic policy uncertainty (EPU) spillovers. We find that bilateral factors such as trade and common language play a highly significant role in explaining the magnitude of EPU spillovers. Furthermore, the magnitude of EPU spillovers is higher for countries having higher vulnerability in terms of fiscal, trade, or financial liability imbalances.

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U2 - 10.1016/j.econlet.2017.05.016

DO - 10.1016/j.econlet.2017.05.016

M3 - Article

SN - 0165-1765

VL - 156

SP - 179

EP - 183

JO - Economics Letters

JF - Economics Letters

ER -

Cross-country determinants of economic policy uncertainty spillovers

Abstract

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