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http://bura.brunel.ac.uk/handle/2438/30426Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Xu, F | - |
| dc.contributor.author | Wu, J | - |
| dc.date.accessioned | 2025-01-07T19:25:17Z | - |
| dc.date.available | 2025-01-07T19:25:17Z | - |
| dc.date.issued | 2025-01-09 | - |
| dc.identifier | ORCiD: Fang Xu https://orcid.org/0000-0002-4878-2481 | - |
| dc.identifier | ORCiD: Jiaying Wu https://orcid.org/0000-0002-4818-5484 | - |
| dc.identifier | 112135 | - |
| dc.identifier.citation | Xu, F. and Wu, J. (2025). 'Indirect news coverage and economic policy uncertainty', Economics Letters, 247, 112135, pp. 1 - 5. doi: 10.1016/j.econlet.2024.112135. | en_US |
| dc.identifier.issn | 0165-1765 | - |
| dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/30426 | - |
| dc.description | Data availability: The news intensity data underpinning this publication can be accessed from Brunelfigshare: https://doi.org/10.17633/rd.brunel.27854760.The EPU data is obtained from https://www.policyuncertainty.com. CPI and industrial production data are downloaded from https://fred.stlouisfed.org | en_US |
| dc.description | JEL classification: D8; C3; C8. | - |
| dc.description | • Dataset link: https://doi.org/10.17633/rd.brunel.27854760, https://www.policyuncertainty.com, https://fred.stlouisfed.org | - |
| dc.description.abstract | This paper uses semantic fingerprints of news to measure news intensity for countries. Estimation results from DCC-GARCH models show that correlations between news intensity and economic uncertainty are mostly positive throughout time. The more relevant news about a country are published, the higher is the economic uncertainty in that country. News intensity also has a negative impact on correlations between uncertainty and inflation, and a positive impact on correlations between uncertainty and output growth. | en_US |
| dc.description.sponsorship | British Academy and Leverhulme (SG2122-210378) | - |
| dc.format.extent | 1 - 12 | - |
| dc.format.medium | Print-Electronic | - |
| dc.language | English | - |
| dc.language.iso | en_US | en_US |
| dc.publisher | Elsevier | en_US |
| dc.rights | Attribution 4.0 International | - |
| dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | - |
| dc.subject | textual analysis | en_US |
| dc.subject | semantic fingerprint | en_US |
| dc.subject | uncertainty | en_US |
| dc.title | Indirect news coverage and economic policy uncertainty | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | https://doi.org/10.1016/j.econlet.2024.112135 | - |
| dc.relation.isPartOf | Economics Letters | - |
| pubs.publication-status | Published | - |
| pubs.volume | 247 | - |
| dc.identifier.eissn | 1873-7374 | - |
| dc.rights.license | https://creativecommons.org/licenses/by/4.0/legalcode.en | - |
| dc.rights.holder | The Authors | - |
| Appears in Collections: | Dept of Economics and Finance Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Copyright © 2025 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license ( http://creativecommons.org/licenses/by/4.0/ ). | 2.43 MB | Adobe PDF | View/Open |
This item is licensed under a Creative Commons License
