Browsing Τμήμα Οικονομικών / Department of Economics by Subject "Economic policy uncertainty"
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Article
Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach
(2017)This paper investigates whether the news-based measure of economic policy uncertainty (EPU) could help in forecasting the real housing returns in ten (Canada, France, Germany, Italy, Japan, The Netherlands, South Korea, ...
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Article
Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model
(2017)This paper examines the role of economic policy uncertainty (EPU) on stock market returns for six countries (Australia, Canada, China, Japan, Korea and the US), based on a panel VAR model estimated using stochastic search ...