Risk Transmission from the COVID-19 to Metals and Energy Markets
In: Resources Policy, Band 73, Heft 102156
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In: Resources Policy, Band 73, Heft 102156
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In: Global Finance Journal, Band 53, Heft 100719
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In: Finance Research Letters, Band 55, Heft 103934
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In: Economic Analysis and Policy, Band 77, S. 617-634
In: Journal of International Financial Markets, Institutions and Money, No. 101881, 2023
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In: Journal of Behavioral and Experimental Finance, 35, 100723.
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In: Energy Economics, Band 105, Heft 105745
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In: Volume 82, No. 101694, 2023
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In: Vol: 52, No. 103389, 2023
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In: JBF-D-23-00547
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In: Energy economics, Band 133, S. 107490
ISSN: 1873-6181
In: journal of Public Affairs, Forthcoming
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In: Journal of public affairs, Band 22, Heft S1
ISSN: 1479-1854
This study examines the time‐frequency causal link between economic policy uncertainty and inflation in Japan while answering the following questions: (i) is there any causal link between economic policy uncertainty and inflation in Japan? (ii) if yes, in which direction(s)? To the best of our knowledge, this is the first study that conducts this nexus. To do so, this study employs the wavelet coherence causality test and focuses on the wide range period from 2003:03 to 2021:03, in which Japan was experienced the specific Quantitative and Qualitative Monetary Easing Policies. Overall, the findings mirror that economic policy uncertainty is an essential predictor of inflation in Japan, and economic policy uncertainty leads to inflation at different periods and frequencies. The results of this study are crucial for policy decision‐making, monetary authorities, and central banks, and Japan should reduce uncertainty about economic policies to curb the possible risk of inflation rises. The policymakers in Japan can control the inflation rate fluctuation if they can ensure a more reliable prediction of economic policies.
In: IREF-D-22-00171
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