The Asymmetric Impact of the Oil Price and Disaggregate Shocks on Economic Policy Uncertainty: Evidence From China
This study attempts to investigate the asymmetric impacts of oil price and component shocks on categorical economic policy uncertainties (EPUs) in China. A novel multiple thresholds nonlinear autoregressive distributed lagged model (ARDL) was employed to capture the asymmetric impacts of oil price a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2023-06-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440231179636 |