IDEAS home Printed from https://ideas.repec.org/a/eee/ecolet/v247y2025ics0165176524006190.html
   My bibliography  Save this article

Indirect news coverage and economic policy uncertainty

Author

Listed:
  • Wu, Jiaying
  • Xu, Fang

Abstract

This paper uses semantic fingerprints of news to measure news intensity for countries. Estimation results from DCC-GARCH models show that correlations between news intensity and economic uncertainty are mostly positive throughout time. The more relevant news about a country are published, the higher is the economic uncertainty in that country. News intensity also has a negative impact on correlations between uncertainty and inflation, and a positive impact on correlations between uncertainty and output growth.

Suggested Citation

  • Wu, Jiaying & Xu, Fang, 2025. "Indirect news coverage and economic policy uncertainty," Economics Letters, Elsevier, vol. 247(C).
    • Handle: RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006190
    DOI: 10.1016/j.econlet.2024.112135
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0165176524006190
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.econlet.2024.112135?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Keywords

    Textual analysis; Semantic fingerprint; Uncertainty;
    All these keywords.

    JEL classification:

    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
    • D8 - Microeconomics - - Information, Knowledge, and Uncertainty

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006190. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.