News and narratives: A cointegration analysis of Russian economic policy uncertainty

Andrea Boitani and Catalin Dragomirescu-Gaina

Economics Letters, 2023, vol. 226, issue C

Abstract: Russia has become more integrated and dependent on global developments over the last decades, despite being ruled by an increasingly autocratic regime. We perform a cointegration analysis on a monthly dataset spanning from 2001 to 2021, with a limited set of variables reflecting both domestic and international developments. Results point to significant interactions between these two dimensions, mostly over the short-term. Kremlin may employ media control as a discretionary policy instrument to influence popular support for the incumbent, but this works slowly and is hardly sustainable in the long-term.

Keywords: Economic policy uncertainty; Media; Cointegration analysis (search for similar items in EconPapers)
JEL-codes: D80 F50 P50 (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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Working Paper: News and narratives: A cointegration analysis of Russian economic policy uncertainty (2022)
Working Paper: News and narratives: A cointegration analysis of Russian economic policy uncertainty (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001192

DOI: 10.1016/j.econlet.2023.111094

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