News Uncertainty in Brexit United Kingdom

A-Tier
Journal: American Economic Review: Insights
Year: 2021
Volume: 3
Issue: 2
Pages: 149-64

Authors (2)

Renato Faccini (Danmarks Nationalbank) Edoardo Palombo (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

After the Brexit referendum, the behavior of the UK economy defied widespread expectations, as it did not exhibit a V-shaped recession but a slow decline in production. We show that this pattern of propagation arises when uncertainty is about future, rather than current, fundamentals and if the expected duration of uncertainty is sufficiently long. We reach this conclusion within the confines of a heterogeneous firms model featuring news uncertainty rather than conventional uncertainty shocks. In the quantitative analysis, uncertainty is informed by firm-level probability distributions on the expected effect of Brexit on sales.

Technical Details

RePEc Handle
repec:aea:aerins:v:3:y:2021:i:2:p:149-64
Journal Field
General
Author Count
2
Added to Database
2026-01-25