U.S. Economic Uncertainty Shocks and China’s Economic Activities: A Time-Varying Perspective
This paper presents new empirical evidence concerning the time-varying responses of China’s macroeconomy to U.S. economic uncertainty shocks through a novel TVP-VAR model. The results robustly reveal that a rise in U.S. economic uncertainty would exert sizable, persistent, and significant detrimenta...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2021-07-01
|
| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440211032672 |