Abstract
We collect more than eight million German-language tweets on the war in Ukraine and use a machine learning approach to construct a daily index of uncertainty about the war. In an empirical model, we show that fluctuations in uncertainty have strong effects on financial markets and real economic activity in Germany.
Language: German
Page range: 500 - 502
Published on: Jul 28, 2023
Published by: ZBW – Leibniz-Informationszentrum Wirtschaft
In partnership with: Paradigm Publishing Services
Publication frequency: 12 issues per year
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© 2023 Moritz Grebe, Sinem Kandemir, Peter Tillmann, published by ZBW – Leibniz-Informationszentrum Wirtschaft
This work is licensed under the Creative Commons Attribution 4.0 License.