Dagher, Leila; Gangopadhyay, Partha; Das, Narasingha; … - 2023
We investigate the asymmetric impacts of the COVID-19 infodemic, announcements of government interventions, and the equity market volatility (fear gauge) on the US weekly economic activity index (WEI) during COVID-19 by segregating the ‘good news’ from the ‘bad news.’ We apply the NARDL...