Policy uncertainty and the demand for money in the United Kingdom

C-Tier
Journal: Applied Economics
Year: 2015
Volume: 47
Issue: 11
Pages: 1151-1157

Authors (4)

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Limited studies that have assessed the impact of economic uncertainty on the demand for money have concentrated on using a volatility measure of money supply and output. Certainly, other factors such as regulation, taxes, budget deficits, national debt, etc. can contribute to an uncertain environment. This new measure of uncertainty, which is called 'policy uncertainty', is now constructed for several countries and published. We investigate the impact of this new measure on the demand for money in the UK and find that it has a negative and significant short-run effect, but not any log-run effects.

Technical Details

RePEc Handle
repec:taf:applec:v:47:y:2015:i:11:p:1151-1157
Journal Field
General
Author Count
4
Added to Database
2026-01-24