New Measures of the COVID-19 Pandemic: A New Time-Series Dataset

Paresh Kumar Narayan · Bernard Njindan Iyke · Susan Sunila Sharma

66 citations0/0 files storedAsian Economics Letters

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COVID-19 Pandemic Impacts Market Dynamics and Volatility COVID-19 epidemiological studies

Abstract

The multitude of papers exploring the effects of the COVID-19 pandemic over the last 12 months has motivated us to develop new, alternative measures of COVID-19. One limitation of current research has been the lack of robustness in quantifying the effects of the pandemic. We use a novel approach, word searches from popular newspaper articles, to capture key variants of proxies for the pandemic. We thus construct six different indices relating to the COVID-19 pandemic, including a COVID index, a medical index, a vaccine index, a travel index, an uncertainty index, and an aggregate COVID-19 sentiment index.

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References

2022The World Uncertainty Index 2020The Impact of the COVID-19 Pandemic on Firm Performance 2021The economics of COVID-19 pandemic: A survey 2020Fear Sentiment, Uncertainty, and Bitcoin Price Dynamics: The Case of COVID-19 2020Constructing a Global Fear Index for the COVID-19 Pandemic 2020Flatten the Curve and Stock Market Liquidity – An Inquiry into Emerging Economies 2020Pandemics and the Asia-Pacific Islamic Stocks 2020Accounting Index of COVID-19 Impact on Chinese Industries: A Case Study Using Big Data Portrait Analysis

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