上 海 大 學 經 濟 學 院
學術論壇第142期,總第357期
演講題目🍚：US Economic Uncertainty, EU Business Cycles and the Global Financial Crisis
演講人：Taufiq Choudhry博士🔄，英國南安普頓大學，金融學教授
時間：2019年4月23日上午10:00-11:00
地點🙅🏻♀️：意昂3娱乐寶山校區（東區）經管大樓 520會議室
主辦：意昂3
報告簡介：This paper investigates the impact of the US economic uncertainty on the business cycles (changes in the industrial production) of twelve European Union (EU) countries before and during the global financial crisis. Empirical tests are conducted using the linear and nonlinear causality tests, impulse response function and variance decomposition. Results show ample evidence of causality from the US uncertainty to EU business cycles only when the crisis period is included in the analysis. Both the linear and non-linear tests confirm the significance of US uncertainty as a short-term predictor of business cycles of the EU.
報告人簡介：Professor Taufiq Choudhry is a Professor of Finance within the Business School at the University of Southampton. received his BSc degree in Economics from University of Iowa, USA, Masters and PhD in Applied Economics from Clemson University, USA. He published papers in quality journals such as Journal of Banking and Finance, Journal of International Money and Finance, International Review of Financial Analysis, European Journal of Finance and etc.