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Cross-country determinants of economic policy uncertainty spillovers

Faruk Balli (), Gazi Uddin (), Hasan Mudassar and Seong-Min Yoon ()

Economics Letters, 2017, vol. 156, issue C, 179-183

Abstract: This study explores the determinants of cross-country economic policy uncertainty (EPU) spillovers. We find that bilateral factors such as trade and common language play a highly significant role in explaining the magnitude of EPU spillovers. Furthermore, the magnitude of EPU spillovers is higher for countries having higher vulnerability in terms of fiscal, trade, or financial liability imbalances.

Keywords: Spillover index; EPU; bilateral linkages (search for similar items in EconPapers)
JEL-codes: C58 D80 E60 F42 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.econlet.2017.05.016

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