Commodity price changes and the predictability of economic policy uncertainty

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 127
Issue: C
Pages: 39-42

Authors (4)

Wang, Yudong (Nanjing University of Science) Zhang, Bing (not in RePEc) Diao, Xundi (not in RePEc) Wu, Chongfeng (not in RePEc)

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

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Abstract

In this study, we forecast economic policy uncertainty (EPU) using input on 23 commodity price changes. We reveal the significant predictability of EPU using three forecast combinations. This indicates that commodity price changes can be taken as a leading indicator of EPU.

Technical Details

RePEc Handle
repec:eee:ecolet:v:127:y:2015:i:c:p:39-42
Journal Field
General
Author Count
4
Added to Database
2026-01-29