Arbeitspapier
International Spillovers of Policy Uncertainty
Using the Baker et al. (2013) index of policy uncertainty for six developed countries, this paper estimates spillovers of policy uncertainty. We find that spillovers account for slightly more than one-fourth of the dynamics of policy uncertainty in these countries, with this share rising to one-half during the financial crisis. The United States and United Kingdom are responsible for a large fraction of the spillovers since the financial crisis, while Canada and the remaining countries are all net receivers of policy uncertainty shocks during and after this period.
- Sprache
-
Englisch
- Erschienen in
-
Series: Bank of Canada Working Paper ; No. 2014-57
- Klassifikation
-
Wirtschaft
Information, Knowledge, and Uncertainty: General
International Policy Coordination and Transmission
- Thema
-
Econometric and statistical methods
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Klößner, Stefan
Sekkel, Rodrigo
- Ereignis
-
Veröffentlichung
- (wer)
-
Bank of Canada
- (wo)
-
Ottawa
- (wann)
-
2014
- DOI
-
doi:10.34989/swp-2014-57
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Klößner, Stefan
- Sekkel, Rodrigo
- Bank of Canada
Entstanden
- 2014
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