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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2022-12-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/10/24/4780 |