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Explosivity and Time-Varying Granger Causality: Evidence from the Bubble Contagion Effect of COVID-19-Induced Uncertainty on Manufacturing Job Postings in the United States

Bekun, Festus Victor; Alhassan, Abdulkareem; Öztürk, İlhan; Gimba, Obadiah Jonathan (MDPI, ST ALBAN-ANLAGE 66, CH-4052 BASEL, SWITZERLAND, 2022)

This study evaluates the explosive behavior and Granger causality episodes in manufacturing job postings in the United States (JOBPUS) and COVID-19-induced uncertainty (COVIDEMV). This study applied the novel unit root ...