About: Do COVID-19 and crude oil prices drive the US economic policy uncertainty?

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An Entity of Type : schema:ScholarlyArticle, within Data Space : wasabi.inria.fr associated with source document(s)

Attributes	Values
type	Academic Article research paper schema:ScholarlyArticle
isDefinedBy	Covid-on-the-Web dataset
title	Do COVID-19 and crude oil prices drive the US economic policy uncertainty?
Creator	Albulescu, Claudiu
source	ArXiv
abstract	This paper investigates the effect of the novel coronavirus and crude oil prices on the United States (US) economic policy uncertainty (EPU). Using daily data for the period January 21-March 13, 2020, our Autoregressive Distributed Lag (ARDL) model shows that the new infection cases reported at global level, and the death ratio, have no significant effect on the US EPU, whereas the oil price negative dynamics leads to increased uncertainty. However, analyzing the situation outside China, we discover that both new case announcements and the COVID-19 associated death ratio have a positive influence on the US EPU.
has issue date	2020-03-17(xsd:dateTime)
has license	arxiv
sha1sum (hex)	bb0be5e3511f81d607037b03fc674c2b40e3c682
resource representing a document's title	Do COVID-19 and crude oil prices drive the US economic policy uncertainty?
resource representing a document's body	covid:bb0be5e3511f81d607037b03fc674c2b40e3c682#body_text
is schema:about of	named entity 'ratio' named entity 'March' named entity 'economic policy' named entity 'COVID-19' named entity 'INCREASED' named entity 'MARCH' named entity 'ASSOCIATED' named entity 'NOVEL CORONAVIRUS' named entity 'Lag' named entity 'policy uncertainty' named entity 'leads' named entity 'uncertainty' named entity 'However' named entity 'United States' named entity 'policy uncertainty' named entity 'oil price' named entity 'EPU' named entity 'COVID-19' named entity 'United States' named entity 'COVID-19' named entity 'Iran' named entity 'economic uncertainty' named entity 'oil price' named entity 'March 9, 2020' named entity 'EPU' named entity 'COVID-19 pandemic' named entity 'COVID-19' named entity 'COVID-19' named entity 'West Texas Intermediate' named entity 'China' named entity 'real economy' named entity 'COVID-19' named entity 'COVID-19' named entity 'March 13, 2020' named entity 'China' named entity 'Model 3' named entity 'long-run equilibrium' named entity 'China' named entity 'oil price shocks' named entity 'financial markets' named entity 'China' named entity 'crude oil price' named entity 'COVID-19' named entity 'oil futures' named entity 'China' named entity 'China' named entity 'COVID-19' named entity '20%' named entity 'China' named entity 'EPU' named entity 'China' named entity 'COVID-19' named entity 'grew exponentially' named entity 'South Korea' named entity 'COVID-19' named entity 'economic downturn' named entity 'total death' named entity 'error term' named entity 'commodity markets' named entity 'EPU' named entity 'China' named entity 'delayed reaction' named entity 'WTI' named entity 'Spain' named entity 'Saudi Arabia' named entity 'COVID-19' named entity 'oil prices' named entity 'economic uncertainty' named entity 'China' named entity 'natural log' named entity 'economic uncertainty' named entity 'COVID-19' named entity 'EPU' named entity 'crude oil prices' named entity 'President Trump' named entity 'increases exponentially' named entity 'EPU' named entity 'COVID-19' named entity 'EPU' named entity 'COVID-19' named entity 'United States' named entity 'crude oil price' named entity 'economic policy' named entity 'error correction' named entity 'economic uncertainty' named entity 'AIC' named entity 'COVID-19'

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