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Persistent link: https://www.econbiz.de/10012030941
In this paper we update our Uncertainty Perception Indicator (UPI) with data from the first quarter of 2021. UPI values … by then its nature is still unknown. As shown in previous versions of the UPI, uncertainty has mainly been fed by the … political sphere since the 2010s. Towards the end of our observation period, however, uncertainty from the international and …
Persistent link: https://www.econbiz.de/10012581351
In this paper we update our Uncertainty Perception Indicator (UPI) with data from the first quarter of 2021. UPI values … by then its nature is still unknown. As shown in previous versions of the UPI, uncertainty has mainly been fed by the … political sphere since the 2010s. Towards the end of our observation period, however, uncertainty from the international and …
Persistent link: https://www.econbiz.de/10012587725
evolving theory of Economic Narratives (Shiller, 2017), RollingLDA is applied to the measurement of economic uncertainty. The … new version of our Uncertainty Perception Indicator (UPI), based on a newspaper corpus of 2.8 million German newspaper … articles, published between 1 January 2001 and 31 December 2020, proves indeed capable of detecting an uncertainty narrative …
Persistent link: https://www.econbiz.de/10012498743
In this paper we update our Uncertainty Perception Indicator (UPI) with data from the first quarter of 2021. UPI values … by then its nature is still unknown. As shown in previous versions of the UPI, uncertainty has mainly been fed by the … political sphere since the 2010s. Towards the end of our observation period, however, uncertainty from the international and …
Persistent link: https://www.econbiz.de/10012587860
Persistent link: https://www.econbiz.de/10012668872
evolving theory of Economic Narratives (Shiller, 2017), RollingLDA is applied to the measurement of economic uncertainty. The … new version of our Uncertainty Perception Indicator (UPI), based on a newspaper corpus of 2.8 million German newspaper … articles, published between 1 January 2001 and 31 December 2020, proves indeed capable of detecting an uncertainty narrative …
Persistent link: https://www.econbiz.de/10012492524
distress and monthly data from the Economic Policy Uncertainty Indicator (EPUI) as a proxy for the level of market uncertainty …. By estimating the Granger causality, we test whether uncertainty causally influences market volatility, which could be … uncertainty drives the market distress or vice versa. This knowledge is important to investors and policy makers. Implications of …
Persistent link: https://www.econbiz.de/10012427232
Persistent link: https://www.econbiz.de/10012804459
Persistent link: https://www.econbiz.de/10012511031