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On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach

Econometric ModelEconomicsExternal ShockInternational FinanceMacroeconomicsShock (Economics)BusinessEconomic AnalysisEconometricsTransmission MechanismInternational TransmissionEconometric MethodEconomic GrowthStatisticsFinance