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...

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Bibliographic Details
Main Authors: Prince Mensah Osei, Reginald Djimatey, Anokye M. Adam
Format: Article
Language:English
Published: Hindawi Limited 2021-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2021/6656176

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