Forecasting Chinese EPU based on financial uncertainty in emerging market economies (EMEs): evidence from six selected East Asian economies

While the influential role of Economic Policy Uncertainty (EPU) on economic activity and financial markets is well-documented, little is known about how to forecast EPU, especially in the framework of an emerging market economy (EME). We forecast the newly developed EPU index of China based on finan...

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Bibliographic Details
Main Authors: Bing Xu, Mohib Ur Rahman, Haijing Yu
Format: Article
Language:English
Published: Taylor & Francis Group 2021-01-01
Series:Ekonomska Istraživanja
Subjects:
Online Access:http://dx.doi.org/10.1080/1331677X.2020.1803096