The impact of economic policy uncertainty on financial cycle and business cycle: focusing on Korea

This study examines the dynamic relationship between global and domestic economic policy uncertainty (EPU) and Korea’s financial and business cycles over the period 1993:Q1–2023:Q4. A Bayesian time-varying parameter vector autoregression (TVP-VAR) framework is employed to capture evolving macro-fina...

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Egile Nagusiak:	Lee Ki-Seong, Kwon Sun Hee
Formatua:	Artigo
Hizkuntza:	Inglês
Argitaratua:	Taylor & Francis Group 2026-12-01
Saila:	Cogent Economics & Finance
Gaiak:	Economic policy uncertainty financial cycle business cycle TVP-VAR model small open economy Korea
Sarrera elektronikoa:	https://www.tandfonline.com/doi/10.1080/23322039.2026.2684084
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