RDP 2020-08: Start Spreading the News: News Sentiment and Economic Activity in Australia Appendix A: LP and SLP Estimates Using Control Variables
December 2020
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![Figure A1: Responses of Economic Indicators to a One Standard Deviation News Sentiment Shock, Controlling for News Uncertainty](images/figure-a1.gif)
Note: Shaded areas are the 90 per cent confidence intervals for the smooth local projections estimates
Sources: Authors' calculations; Dow Jones Factiva; NAB
![Figure A2: Responses of Economic Indicators to a One Standard Deviation News Sentiment Shock, Controlling for NAB Business Confidence Index](images/figure-a2.gif)
Note: Shaded areas are the 90 per cent confidence intervals for the smooth local projections estimates
Sources: Authors' calculations; Dow Jones Factiva; NAB
![Figure A3: Responses of Economic Indicators to a One Standard Deviation News Sentiment Shock, Controlling for Consumer Sentiment Index](images/figure-a3.gif)
Note: Shaded areas are the 90 per cent confidence intervals for the smooth local projections estimates
Sources: Authors' calculations; Dow Jones Factiva; NAB
![Figure A4: Responses of Economic Indicators to a One Standard Deviation News Uncertainty Shock, Controlling for News Sentiment](images/figure-a4.gif)
Note: Shaded areas are the 90 per cent confidence intervals for the smooth local projections estimates
Sources: Authors' calculations; Dow Jones Factiva; NAB
![Figure A5: Responses of Economic Indicators to a One Standard Deviation News Uncertainty Shock, Controlling for NAB Business Confidence Index](images/figure-a5.gif)
Note: Shaded areas are the 90 per cent confidence intervals for the smooth local projections estimates
Sources: Authors' calculations; Dow Jones Factiva; NAB
![Figure A6: Responses of Economic Indicators to a One Standard Deviation News Uncertainty Shock, Controlling for Consumer Sentiment Index](images/figure-a6.gif)
Note: Shaded areas are the 90 per cent confidence intervals for the smooth local projections estimates
Sources: Authors' calculations; Dow Jones Factiva; NAB