On international uncertainty links: BART-based empirical evidence for Canada

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 143
Issue: C
Pages: 24-27

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

We use the indexes of economic policy uncertainty (EPU) developed by Baker et al. (2015) for Canada and seven (China, France, Germany, Japan, Russia, United Kingdom, and United States) other countries to study international uncertainty links by means of a Bayesian Additive Regression Trees (BART) algorithm. Using partial-dependence plots, relative-importance measures, and permutation tests, we shed light on how EPU in Canada is linked to EPU in seven other countries.

Technical Details

RePEc Handle
repec:eee:ecolet:v:143:y:2016:i:c:p:24-27
Journal Field
General
Author Count
3
Added to Database
2026-01-25