Cross-country determinants of economic policy uncertainty spillovers

Faruk Balli, Gazi Salah Uddin, Mudassar Hasan, Seong Min Yoon*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

111 Citations (Scopus)

Abstract

This study explores the determinants of cross-country economic policy uncertainty (EPU) spillovers. We find that bilateral factors such as trade and common language play a highly significant role in explaining the magnitude of EPU spillovers. Furthermore, the magnitude of EPU spillovers is higher for countries having higher vulnerability in terms of fiscal, trade, or financial liability imbalances.

Original languageEnglish
Pages (from-to)179-183
Number of pages5
JournalEconomics Letters
Volume156
Early online date19 May 2017
DOIs
Publication statusPublished - 1 Jul 2017
Externally publishedYes

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