Time-varying effects of economic policy uncertainty on commodity prices in China: an empirical analysis based on the TVP-SVAR-SV model
نویسندگان
چکیده
Based on data from March 2008 to June 2020, we use the TVP-SVAR-SV model study time-varying impact of economic policy uncertainty Chinese commodity prices and analyze effect in different periods. The results show that: Firstly, has a significant prices, short-term is larger than long-term effect. Secondly, positively affects during stock market crash 2015; negatively global financial crisis December COVID-19 outbreak 2019, negative greater 2008.
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ژورنال
عنوان ژورنال: Academic journal of business & management
سال: 2023
ISSN: ['2616-5902']
DOI: https://doi.org/10.25236/ajbm.2023.050519