上 海 大 学 经 济 学 院
学术论坛第142期,总第357期
演讲题目：US Economic Uncertainty, EU Business Cycles and the Global Financial Crisis
演讲人：Taufiq Choudhry博士，英国南安普顿大学，金融学教授
时间：2019年4月23日上午10:00-11:00
地点：上海大学宝山校区（东区）经管大楼 520会议室
主办：上海大学经济学院
报告简介：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.
报告人简介：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.