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Start Spreading the News: News Sentiment and Economic Activity in Australia
23 Dec 2020
RDP
2020-08
Research Discussion Paper – RDP 2020-08 Start Spreading the News: News Sentiment and Economic Activity in Australia. Kim Nguyen and Gianni La Cava. December 2020. 1.48. MB. Non-technical summary 424. KB. Supplementary information. COVID-19,
https://www.rba.gov.au/publications/rdp/2020/2020-08.html
Appendix B: VAR Estimates with Different Ordering
23 Dec 2020
RDP
2020-08
RDP 2020-08: Start Spreading the News: News Sentiment and Economic Activity in Australia Appendix B: VAR Estimates with Different Ordering. Kim Nguyen and Gianni La Cava. December 2020. Download the Paper 1.48. MB. Figure B1: Responses of Economic
https://www.rba.gov.au/publications/rdp/2020/2020-08/appendix-b.html
Appendix C: Granger-causality Tests
23 Dec 2020
RDP
2020-08
RDP 2020-08: Start Spreading the News: News Sentiment and Economic Activity in Australia Appendix C: Granger-causality Tests. Kim Nguyen and Gianni La Cava. December 2020. Download the Paper 1.48. MB. Table C1: Granger-causality Results. Marginal
https://www.rba.gov.au/publications/rdp/2020/2020-08/appendix-c.html
Start Spreading the News: News Sentiment and Economic Activity in Australia
23 Dec 2020
RDP
2020-08
Research Discussion Paper – RDP 2020-08 Start Spreading the News: News Sentiment and Economic Activity in Australia. Kim Nguyen and Gianni La Cava. December 2020. 1.48. MB. For helpful comments and suggestions we thank Benjamin Beckers, James
https://www.rba.gov.au/publications/rdp/2020/2020-08/sections.html
Appendix A: LP and SLP Estimates Using Control Variables
23 Dec 2020
RDP
2020-08
RDP 2020-08: Start Spreading the News: News Sentiment and Economic Activity in Australia Appendix A: LP and SLP Estimates Using Control Variables. Kim Nguyen and Gianni La Cava. December 2020. Download the Paper 1.48. MB. Figure A1: Responses of
https://www.rba.gov.au/publications/rdp/2020/2020-08/appendix-a.html
Supplementary Information for RDP 2020-08: Start Spreading the News: News Sentiment and Economic Activity in Australia
23 Dec 2020
RDP
2020-08
Research Discussion Paper – RDP 2020-08 Start Spreading the News: News Sentiment and Economic Activity in Australia. Kim Nguyen and Gianni La Cava. December 2020. Details of the supplementary information available for this research discussion
https://www.rba.gov.au/publications/rdp/2020/2020-08/supplementary-information.html
Read me
23 Dec 2020
RDP
2020-08
RDP 2020-08: Start Spreading the News: News Sentiment and Economic Activity in Australia Read me. Kim Nguyen and Gianni La Cava. December 2020. Download 435. KB. This ‘read me’ file details the replication files for RDP 2020-08. The Data folder
https://www.rba.gov.au/publications/rdp/2020/2020-08/read-me.html
News Sentiment versus Uncertainty
23 Dec 2020
RDP
2020-08
RDP 2020-08: Start Spreading the News: News Sentiment and Economic Activity in Australia 4. News Sentiment versus Uncertainty. Kim Nguyen and Gianni La Cava. December 2020. Download the Paper 1.48. MB. A measure of news uncertainty can also be
https://www.rba.gov.au/publications/rdp/2020/2020-08/news-sentiment-versus-uncertainty.html
References
23 Dec 2020
RDP
2020-08
RDP 2020-08: Start Spreading the News: News Sentiment and Economic Activity in Australia References. Kim Nguyen and Gianni La Cava. December 2020. Download the Paper 1.48. MB. Aylmer C and T Gill (2003), ‘Business Surveys and Economic Activity’,
https://www.rba.gov.au/publications/rdp/2020/2020-08/references.html
Robustness Tests and Extensions
23 Dec 2020
RDP
2020-08
RDP 2020-08: Start Spreading the News: News Sentiment and Economic Activity in Australia 7. Robustness Tests and Extensions. Kim Nguyen and Gianni La Cava. December 2020. Download the Paper 1.48. MB. We test for the robustness of estimated impulse
https://www.rba.gov.au/publications/rdp/2020/2020-08/robustness-tests-and-extensions.html