Dynamic Spillovers of Economic Policy Uncertainty: A TVP-VAR Analysis of Latin American and Global EPU Indices

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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Bibliographic Details
Main Authors: Nini Johana Marín-Rodríguez, Juan David González-Ruíz, Sergio Botero
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Economies
Subjects:
economic policy uncertainty (EPU)
spillover effects
Time-Varying Parameter Vector Autoregressive (TVP-VAR)
Latin American economies
international economic interdependencies
Online Access:https://www.mdpi.com/2227-7099/13/1/11
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