A Multifractal Cross-Correlation Analysis of Economic Policy Uncertainty: Evidence from China and US

Ruwei Zhao,Peng-Fei Dai

A Multifractal Cross-Correlation Analysis of Economic Policy Uncertainty: Evidence from China and US

2021

Ruwei Zhao
Peng-Fei Dai

In this study, we utilized the prevailing economic policy uncertainty index (EPU) as the proxy of state economic fluctuation and investigated Sino–US economic fluctuation long horizon cross-correla...

Keywords:

Economics
Economic fluctuation
Economic policy
Horizon
China
cross correlation analysis
Multifractal system

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