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dc.contributor.authorLarsen, Vegard Høghaug
dc.date.accessioned2017-06-02T13:04:14Z
dc.date.available2017-06-02T13:04:14Z
dc.date.issued2017
dc.identifier.issn1892-2198
dc.identifier.urihttp://hdl.handle.net/11250/2444266
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 identfication 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. It is found that, depending on its source, the effects of uncertainty on macroeconomic variable may differ. I find that both good (expansionary effect) and bad (contractionary effect) types of uncertainty exist.nb_NO
dc.language.isoengnb_NO
dc.publisherBI Norwegian Business Schoolnb_NO
dc.relation.ispartofseriesCAMP Working Paper Series;4/2017
dc.subjectNewspapernb_NO
dc.subjectTopic modelnb_NO
dc.subjectUncertaintynb_NO
dc.subjectBusiness cyclesnb_NO
dc.subjectMachine learningnb_NO
dc.titleComponents of Uncertaintynb_NO
dc.typeWorking papernb_NO
dc.source.pagenumber41nb_NO


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