Abstract
This paper focuses on the time-varying relationship between economic policy uncertainty and investor sentiment and stock prices. Firstly, this paper summarizes the research status of the three variables, so as to conduct in-depth research on the basis of the existing research results. This paper selects China's data from 2010-2022 and estimates the TVP-SV-VAR model, finding that economic policy uncertainty not only inhibits investment, but also has a positive impact on investor sentiment and stock prices in some periods.
Published Version
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