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We investigate the strength and direction of information flow among economic policy uncertainty (EPU), US imports and exports to China, and the CNY/US exchange rate by using the novel concept of effective transfer entropy (ETE) with a sliding window methodology. We verify that this new method can capture dynamic orders effectively by validating them with the linear transfer entropy (TE) and Granger causality methods. Analysis shows that since 2016, US economic policy has contributeddoi:10.3390/e22060683 pmid:33286453 pmcid:PMC7517218 fatcat:6usilbp57jgu5ns4ndwv5qdovy