Spillover Network among Economic Sentiment and Economic Policy Uncertainty in Europe
We explore the directional spillover network among economic sentiment indicators and the economic policy uncertainty (EPU) index from Europe. We derive our results by fitting the directional spillover index approach to the monthly frequency data of eleven European countries, economic sentiment indic...
| Auteurs principaux: | , , , |
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| Format: | Article |
| Langue: | English |
| Publié: |
MDPI AG
2022-06-01
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| Collection: | Systems |
| Sujets: | |
| Accès en ligne: | https://www.mdpi.com/2079-8954/10/4/93 |