Economic Policy Uncertainty Linkages among Asian Countries: Evidence from Threshold Cointegration Approach
This paper employs the threshold cointegration methodology to assess the long- and short-run dynamics of asymmetric adjustment between economic policy uncertainty (EPU) of China-India, China-Japan, China-Korea, India-Japan, India-Korea, and Japan-Korea pairs using monthly EPU data ranging from Janua...
Main Authors: | Prince Mensah Osei, Reginald Djimatey, Anokye M. Adam |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2021-01-01
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Series: | Discrete Dynamics in Nature and Society |
Online Access: | http://dx.doi.org/10.1155/2021/6656176 |
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