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...

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Bibliographic Details
Main Author: Lin Liu
Format: Article
Language:English
Published: SAGE Publishing 2021-07-01
Series:SAGE Open
Online Access:https://doi.org/10.1177/21582440211032672

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