Browsing Arbeidsnotater / Working Papers by Author "Zoi, Sarah"
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Bad News, Good News: Coverage and Response Asymmetries
Gambetti, Luca; Maffei-Faccioli, Nicolò; Zoi, Sarah (Working paper;8/2022, Working paper, 2022)We study the dynamic link between economic news coverage and the macroeconomy. We construct two measures of media coverage of bad and good unemployment figures based on three major US newspapers. Using nonlinear time series ...