Uncertainty Shocks as Second-Moment News Shocks
David Berger; Ian Dew-Becker; Stefano Giglio · 2019 · The Review of Economic Studies
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract (excerpt)
Abstract We provide evidence on the relationship between aggregate uncertainty and the macroeconomy. Identifying uncertainty shocks using methods from the news shocks literature, the analysis finds that innovations in realized stock market…
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Metadata source: OpenAlex · DOI 10.1093/restud/rdz010