Economic policy uncertainty and the US stock market trading: non-ARDL evidence

Economic policy uncertainty and the US stock market trading: non-ARDL evidence

Abstract The present study investigates the impact of economic policy uncertainty, and economic factors on the stock market index in the USA using Non-ARDL and Quantile models. The findings reveal that declining economic and economic-political factors will increase the stock market index in the US....

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Bibliographic Details
Main Authors: Bakhtiar Javaheri, Fateh habibi, Ramin Amani
Format: Article
Language:English
Published: SpringerOpen 2022-09-01
Series:Future Business Journal
Subjects:
Economic policy uncertainty
Economic factors
Stock market
Non-ARDL
United States
Online Access:https://doi.org/10.1186/s43093-022-00150-8
Description
Summary:Abstract The present study investigates the impact of economic policy uncertainty, and economic factors on the stock market index in the USA using Non-ARDL and Quantile models. The findings reveal that declining economic and economic-political factors will increase the stock market index in the US. The results indicate that the effect of inflation and GDP variables follows a nonlinear pattern. Similar results using quantitative regression showed asymmetric impacts of inflation and GDP on stock market transactions.
ISSN:2314-7210

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