Spillover Network among Economic Sentiment and Economic Policy Uncertainty in Europe

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...

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Bibliographic Details
Main Authors: Jose Arreola Hernandez, Sang Hoon Kang, Zhuhua Jiang, Seong-Min Yoon
Format: Article
Language:English
Published: MDPI AG 2022-06-01
Series:Systems
Subjects:
spillover network
interdependence
directional spillover index
economic sentiment
economic policy uncertainty
behavioral factors
Online Access:https://www.mdpi.com/2079-8954/10/4/93

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