Meyer, Brent; Mihaylov, Emil; Barrero, Jose Maria; … - 2022
Twitter-based Economic Uncertainty Index, and macro forecaster disagreement all rose sharply in reaction to the pandemic but … nonfinancial firms have shared similar assessments about one-year-ahead uncertainty since the pandemic struck. Both the one … pandemic and then fell about half-way back to pre-pandemic levels by mid 2021. Second, and in contrast, the 1-month VIX, a …