Example: stock market
Measuring Economic Policy Uncertainty
in DSGE models, finding moderately negative effects, while Pastor and Veronesi (2012, 2013) model the theoretical links among fluctuations, policy uncertainty, and stock market volatility.5 Finally, there is a rapidly growing literature on text search methods – using newspaper archives, in particular – to measure a variety of outcomes.
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MEASURING ECONOMIC POLICY UNCERTAINTY …
www.policyuncertainty.comMeasuring Economic Policy Uncertainty Scott R. Baker, Nicholas Bloom, and Steven J. Davis NBER Working Paper No. 21633 October 2015 JEL No. D80,E22,E66,G18,L50
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