The macro and asset pricing implications of rising Italian uncertainty: evidence from a novel news-based macroeconomic policy uncertainty index

DOI10.1016/J.ECONLET.2020.109606zbMath1457.91357OpenAlexW3092503303MaRDI QIDQ2226833

Ivan Gufler, Paolo Pellizzari, Michael Donadelli

Publication date: 9 February 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10278/3733554

zbMATH Keywords

uncertaintystock returnsRBCpolicy-related news

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Financial markets (91G15)

Related Items (1)

A century of economic policy uncertainty through the French-Canadian Lens

Cites Work

• Generalized impulse response analysis in linear multivariate models
• Hypothesis Testing with Efficient Method of Moments Estimation

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