react more to adverse news shocks. This alludes to potentially long-lasting costs of high inflation spells. …

This paper examines the spillover effects of sovereign rating news on European financial markets during the period 2007 …

This paper investigates the dynamic linkages between portfolio flows and various news indices (based on both "positive …" and "negative" news headlines collected from Bloomberg), whilst also controlling for a comprehensive set of push and pull … results document the important role played by the news variables. More specifically, news pessimism and intensity affect bond …

Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real …, namely the FRED-MD dataset. Focusing on U.S. GDP, consumption and investment growth, our results suggest that the news data … contains information not captured by the hard economic indicators, and that the news-based data are particularly informative …

Looking at TV news viewership in Italy during the COVID-19 pandemic using actual consumption data, we investigate … whether demand for national and local news depends on national or local epidemiological developments, as measured by the … both national news and, more surprisingly, local news responds to the national epidemiological developments rather than to …

This paper analyses the effects of newspaper coverage of macro news on the spread between the yield on the 10-year … estimation of a VAR-GARCH model. The results can be summarized as follows. Negative news have significant positive effects on … yield spreads in all PIIGS countries but Italy before September 2008; markets respond more to negative news, and their …

Using a two-sector estimated DSGE model with a financial channel we show the sector where TFP news arrives matters for … expansionary while those in the investment sector are broadly contractionary. Our results indicate a significant role of TFP news … shocks as a predictive force behind fluctuations. Consumption sector TFP news shocks generate both aggregate and sectoral co …

information. Our analysis includes more than 100,000 news articles relevant to the six most-traded foreign exchange currency pairs … growing impact of foreign trade and monetary policy news on the euro/dollar exchange rate following the global financial …

of linguistic distances between European regions. We find that the fertility decline resulted from a gradual diffusion of …

results suggest green building demonstration projects create learning externalities, proliferating technology diffusion under …