Determinants of Economic Policy Uncertainty (EPU) Spillovers and Spillbacks
JCU Singapore
Role
Principal Investigator
Description
We propose a research study of EPU with three key objectives. First, this research aims to investigate the cross-country connectedness of EPU based on Diebold and Yilmaz's (2012) methodology. Second, we will estimate both EPU spillovers (risks transmitted to other countries) and EPU spillbacks (risks received from other countries) for each country in the sample. This may provide insight into asymmetric EPU propagation between emerging and advanced economies. Third, this study aims to examine the determinants of EPU spillovers and spillbacks using the panel data regression technique.
Date
01 Jan 2023 - 31 Dec 2023
Project Type
INTERNAL_RESARCH_GRANT
Keywords
N/A
Funding Body
JCU Singapore
Amount
5760
Project Team
N/A