Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries

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Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text

Social Sciences, Economics, Finance +9

Statistical inference in vector autoregressions with possibly integrated processes

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Natural Sciences, Biostatistics, Econometrics +13

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Social Sciences, Business Economics, Economics +16

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Donald W. K. Andrews · Econometrica · 1993 · 4.3K citations

Management, Business Economics, Change Measurement +14