RePEcOther
Global Economic Policy Uncertainty Index
The research introduces a new global economic policy uncertainty index, combining Principal Component Analysis and Random Matrix Theory, which surpasses current models in detecting global events without requiring additional economic data.
Featured in No. 10 on 2 Aug 2023 · on release day
- Released
- 2 Aug 2023
- First featured
- No. 10 · 2 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 25
- Identifier
- RePEc:gam:jmathe:v:11:y:2023:i:15:p:3268-:d:1202191
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).