Dynamic Spillovers of Economic Policy Uncertainty: A TVP-VAR Analysis of Latin American and Global EPU Indices
This study examines the dynamic interconnectedness of economic policy uncertainty (EPU) among Latin American economies—Brazil, Chile, Colombia, and Mexico—and significant international regions, including the United States, Europe, and Japan, as well as a global EPU index. Using a Time-Varying Parame...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-01-01
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| Series: | Economies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7099/13/1/11 |
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