http://socictopen.socict.org/files/original/eaaa4f21083dfde7f3d93b5d5fa8ad91.pdf 0f651cc53d606723bcf10f74c7e26ba3 Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Coronavirus Description An account of the resource Dominio científico: Coronavirus Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic Creator An entity primarily responsible for making the resource Afees A. Salisu, Ahamuefula E. Ogbonna, Tirimisiyu F. Oloko, Idris A. Adediran Description An account of the resource This study contributes to the emerging literature offering alternative measures of uncertainty due to the COVID-19 pandemic. We combine both news-and macro-based trends to construct an index. The former involves the use of Google trends with plausible variants of words used to capture the pandemic, which are combined using principal components analysis to develop a news-based index. For the macro-based index, we identify global factors such as oil price, stock price, Dollar index, commodity index and gold price, and thereafter we obtain the macro-based uncertainty using variants of stochastic volatility models estimated with Bayesian techniques and using a dynamic factor model. Consequently, the new (composite) index is constructed by combining the news- and macro-based indexes using principal components analysis. Our empirical applications of the index to the stock return predictability of the countries hit worst by the pandemic confirm the superiority of the composite index over the existing news-based index in both the in-sample and out-of-sample forecast horizons. Our results are also robust to forecast horizons and competing model choices. Date A point or period of time associated with an event in the lifecycle of the resource 2021 Subject The topic of the resource Uncertainty, covid-19 pandemic, heterogeneous panel, common correlated effects Identifier An unambiguous reference to the resource within a given context 10.3390/su13063212 Source A related resource from which the described resource is derived Biotemas Publisher An entity responsible for making the resource available Universidade Federal de Santa Catarina Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Environmental effects of industries and plants, Renewable energy sources, Environmental sciences