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aggregates. Unexpected shocks in LA EPU significantly dampen commercial relationships between Spain and LA countries. Spanish …
Persistent link: https://www.econbiz.de/10012545889
shocks in LA EPU dampen signicantly the commercial relationship between Spain and LA countries. Spanish firms decrease their …
Persistent link: https://www.econbiz.de/10012827183
gather and construct a wide range of proxy indicators of economic and economic policy uncertainty from Spain. We distinguish …
Persistent link: https://www.econbiz.de/10012891227
is applied to a corpus of French-language news to construct a century-long historical EPU index for the Canadian province … of Quebec. The relevance of the index is shown in a macroeconomic nowcasting experiment …
Persistent link: https://www.econbiz.de/10013239723
We develop and make available a new Cryptocurrency Uncertainty Index (UCRY) based on news coverage. Our UCRY Index … (UCRY Policy). We show that the constructed index has distinct movements around major events in cryptocurrency space. We … suggest that this index captures uncertainty beyond Bitcoin, and can be used for academic, policy, and practice …
Persistent link: https://www.econbiz.de/10013239046
An index number is a scalar-valued function of price and perhaps quantity data that supports the assessment of the … state or trend of an economy. Many researchers over the past 250 years have proposed diverse mathematical forms for index … numbers, and discussed criteria for their validity. In this paper we propose an additional criterion for evaluating an index …
Persistent link: https://www.econbiz.de/10013308967
We construct an Economic Policy Uncertainty (EPU) index for Malta based on the methodology of Baker, Bloom and Davis … (2015) using articles published between 2004 and 2022 from four Maltese news portals. The index spikes during general … crises, and the COVID-19 pandemic. To validate our index, we first analyse the behaviour of the time series by assessing the …
Persistent link: https://www.econbiz.de/10015076358
We develop a monthly output index of the U.S. Transportation sector over 1980:1-2002:4 covering air, rail, water, truck … output index matches very well with the annual transportation output figures produced by the Bureau of Labor Statistics (BLS … synchronized with the growth slowdowns rather than full-fledged recessions of the U.S. economy. The index has led the peaks and …
Persistent link: https://www.econbiz.de/10012706332
reconsidering the supposed bias of the Consumer Price Index, its consequences, and consequences related to economic decision making … the Consumer Price Index, based on international literature, and the possible outcome of such biases. Out of biasing …
Persistent link: https://www.econbiz.de/10011560493
Updated governance indicators report estimates of six dimensions of governance for 175 countries in 2000-01. They can be compared with those constructed for 1997-98. Kaufmann, Kraay, and Zoido-Lobaton construct aggregate governance indicators for six dimensions of governance, covering 175...
Persistent link: https://www.econbiz.de/10014121174