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dc.contributor.authorLarsen, Vegard Høghaug
dc.date.accessioned2022-06-07T13:18:32Z
dc.date.available2022-06-07T13:18:32Z
dc.date.created2021-01-25T12:31:08Z
dc.date.issued2021
dc.identifier.citationInternational Economic Review, 2021, 62: 769-788.en_US
dc.identifier.issn0020-6598
dc.identifier.urihttps://hdl.handle.net/11250/2997750
dc.description.abstractUncertainty is acknowledged to be a source of economic fluctuations. But, does the type of uncertainty matter for the economy’s response to an uncertainty shock? This paper offers a novel identification strategy to disentangle different types of uncertainty. It uses machine learning techniques to classify different types of news instead of specifying a set of keywords. The paper finds that, depending on its source, the effects of uncertainty on a macroeconomic variable may differ. I find that both good (expansionary effect) and bad (contractionary effect) types of uncertainty exist.en_US
dc.language.isoengen_US
dc.publisherWileyen_US
dc.titleComponents of Uncertaintyen_US
dc.typeJournal articleen_US
dc.typePeer revieweden_US
dc.description.versionacceptedVersionen_US
dc.rights.holderWileyen_US
dc.source.pagenumber769-788.en_US
dc.source.volume62en_US
dc.source.journalInternational Economic Reviewen_US
dc.identifier.doi10.1111/iere.12499
dc.identifier.cristin1878350
cristin.ispublishedtrue
cristin.fulltextpostprint
cristin.fulltextpreprint
cristin.qualitycode2


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