Explosivity and Time-Varying Granger Causality: Evidence from the Bubble Contagion Effect of COVID-19-Induced Uncertainty on Manufacturing Job Postings in the United States

Explosivity and Time-Varying Granger Causality: Evidence from the Bubble Contagion Effect of COVID-19-Induced Uncertainty on Manufacturing Job Postings in the United States

This study evaluates the explosive behavior and Granger causality episodes in manufacturing job postings in the United States (JOBPUS) and COVID-19-induced uncertainty (COVIDEMV). This study applied the novel unit root tests with explosive behavior, and the novel time-varying Granger causality test...

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Bibliographic Details
Main Authors: Festus Victor Bekun, Abdulkareem Alhassan, Ilhan Ozturk, Obadiah Jonathan Gimba
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Mathematics
Subjects:
explosivity
COVID-19
manufacturing job
time-varying Granger causality
United State
Online Access:https://www.mdpi.com/2227-7390/10/24/4780

Internet

https://www.mdpi.com/2227-7390/10/24/4780

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